Vaughan Nelson Manager Performance Evaluation

VSCNX -- USA Fund  

USD 16.04  0.05  0.31%

The entity has beta of -0.0613 which indicates as returns on market increase, returns on owning Vaughan Nelson are expected to decrease at a much smaller rate. During bear market, Vaughan Nelson is likely to outperform the market. Although it is extremely important to respect Vaughan Nelson Small current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Vaughan Nelson Small technical indicators you can presently evaluate if the expected return of 0.0937% will be sustainable into the future.
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Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Vaughan Nelson Small Cap Value are ranked lower than 6 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Vaughan Nelson is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low12.32
Fifty Two Week High20.02
Annual Report Expense Ratio1.08%
Horizon     30 Days    Login   to change

Vaughan Nelson Small Relative Risk vs. Return Landscape

If you would invest  1,516  in Vaughan Nelson Small Cap Value on August 16, 2019 and sell it today you would earn a total of  88.00  from holding Vaughan Nelson Small Cap Value or generate 5.8% return on investment over 30 days. Vaughan Nelson Small Cap Value is currently producing 0.0937% returns and takes up 1.0551% volatility of returns over 30 trading days. Put another way, 9% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Vaughan Nelson is expected to generate 1.15 times more return on investment than the market. However, the company is 1.15 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of risk.

Vaughan Nelson Current Valuation

Fairly Valued
September 15, 2019
16.04
Market Value
15.89
Real Value
19.07
Upside
Vaughan Nelson is not too volatile asset. Vaughan Nelson Small has current Real Value of $15.89 per share. The regular price of the fund is $16.04. At this time the fund appears to be fairly valued. We determine the value of Vaughan Nelson Small from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Vaughan Nelson Market Risk Analysis

Sharpe Ratio = 0.0888
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Vaughan Nelson Relative Performance Indicators

Estimated Market Risk
 1.06
  actual daily
 
 9 %
of total potential
 
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Expected Return
 0.09
  actual daily
 
 1 %
of total potential
 
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Risk-Adjusted Return
 0.09
  actual daily
 
 6 %
of total potential
 
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Based on monthly moving average Vaughan Nelson is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vaughan Nelson by adding it to a well-diversified portfolio.

Vaughan Nelson Alerts

Equity Alerts and Improvement Suggestions

Latest headline from MacroaxisInsider: Insperity exotic insider transaction detected
The fund keeps 95.71% of its net assets in stocks
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