Vaughan Nelson Small Fund Technical Analysis
| VSCNX Fund | USD 20.54 0.31 1.53% |
As of the 24th of April, Vaughan Nelson has the Semi Deviation of 1.06, risk adjusted performance of 0.0372, and Coefficient Of Variation of 1876.12. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vaughan Nelson Small, as well as the relationship between them. In other words, you can use this information to find out if the fund will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to interpolate nineteen technical drivers for Vaughan Nelson Small, which can be compared to its competition. Please validate Vaughan Nelson Small standard deviation, as well as the relationship between the value at risk and kurtosis to decide if Vaughan Nelson is priced more or less accurately, providing market reflects its prevalent price of 20.54 per share.
Vaughan Nelson Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vaughan, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VaughanVaughan |
Vaughan Nelson technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Vaughan Nelson Small Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vaughan Nelson Small volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vaughan Nelson Small Trend Analysis
Use this graph to draw trend lines for Vaughan Nelson Small. You can use it to identify possible trend reversals for Vaughan Nelson as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vaughan Nelson price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vaughan Nelson Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vaughan Nelson Small applied against its price change over selected period. The best fit line has a slop of 0.02 , which means Vaughan Nelson Small will continue generating value for investors. It has 122 observation points and a regression sum of squares at 8.6, which is the sum of squared deviations for the predicted Vaughan Nelson price change compared to its average price change.About Vaughan Nelson Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vaughan Nelson Small on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vaughan Nelson Small based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Vaughan Nelson Small price pattern first instead of the macroeconomic environment surrounding Vaughan Nelson Small. By analyzing Vaughan Nelson's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vaughan Nelson's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vaughan Nelson specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vaughan Nelson April 24, 2024 Technical Indicators
Most technical analysis of Vaughan help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vaughan from various momentum indicators to cycle indicators. When you analyze Vaughan charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0372 | |||
| Market Risk Adjusted Performance | 0.3009 | |||
| Mean Deviation | 0.7866 | |||
| Semi Deviation | 1.06 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 1876.12 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.05 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | 0.0316 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.2909 | |||
| Maximum Drawdown | 4.51 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.53 | |||
| Downside Variance | 1.28 | |||
| Semi Variance | 1.13 | |||
| Expected Short fall | (0.81) | |||
| Skewness | (0.59) | |||
| Kurtosis | 0.518 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vaughan Nelson Small. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.