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.
Risk-Adjusted Fund Performance
Risk-Adjusted Fund PerformanceCompared 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 Low||12.32|
|Fifty Two Week High||20.02|
|Annual Report Expense Ratio||1.08%|
|Horizon||30 Days Login to change|
Vaughan Nelson Small Relative Risk vs. Return LandscapeIf 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 (%)
Vaughan Nelson Current Valuation
September 15, 2019
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
Vaughan Nelson Relative Performance Indicators
Estimated Market Risk