Vaughan Nelson Value Fund Market Value

VNVNX Fund  USD 27.79  0.35  1.28%   
Vaughan Nelson's market value is the price at which a share of Vaughan Nelson trades on a public exchange. It measures the collective expectations of Vaughan Nelson Value investors about its performance. Vaughan Nelson is trading at 27.79 as of the 22nd of December 2024; that is 1.28% increase since the beginning of the trading day. The fund's open price was 27.44.
With this module, you can estimate the performance of a buy and hold strategy of Vaughan Nelson Value and determine expected loss or profit from investing in Vaughan Nelson over a given investment horizon. Check out Vaughan Nelson Correlation, Vaughan Nelson Volatility and Vaughan Nelson Alpha and Beta module to complement your research on Vaughan Nelson.
Symbol

Please note, there is a significant difference between Vaughan Nelson's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vaughan Nelson is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vaughan Nelson's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Vaughan Nelson 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vaughan Nelson's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vaughan Nelson.
0.00
01/02/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/22/2024
0.00
If you would invest  0.00  in Vaughan Nelson on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Vaughan Nelson Value or generate 0.0% return on investment in Vaughan Nelson over 720 days. Vaughan Nelson is related to or competes with Goldman Sachs, Biotechnology Ultrasector, Fidelity Advisor, and Dreyfus Technology. Under normal circumstances, the fund will invest at least 80 percent of its net assets in mid-capitalization companies More

Vaughan Nelson Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vaughan Nelson's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vaughan Nelson Value upside and downside potential and time the market with a certain degree of confidence.

Vaughan Nelson Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaughan Nelson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaughan Nelson's standard deviation. In reality, there are many statistical measures that can use Vaughan Nelson historical prices to predict the future Vaughan Nelson's volatility.
Hype
Prediction
LowEstimatedHigh
26.6427.7928.94
Details
Intrinsic
Valuation
LowRealHigh
26.7827.9329.08
Details
Naive
Forecast
LowNextHigh
25.6226.7727.92
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
27.1228.9530.77
Details

Vaughan Nelson Value Backtested Returns

At this stage we consider Vaughan Mutual Fund to be very steady. Vaughan Nelson Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0602, which indicates the fund had a 0.0602% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vaughan Nelson Value, which you can use to evaluate the volatility of the fund. Please validate Vaughan Nelson's Coefficient Of Variation of 1620.7, semi deviation of 0.9849, and Risk Adjusted Performance of 0.0519 to confirm if the risk estimate we provide is consistent with the expected return of 0.0692%. The entity has a beta of 1.26, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vaughan Nelson will likely underperform.

Auto-correlation

    
  0.30  

Below average predictability

Vaughan Nelson Value has below average predictability. Overlapping area represents the amount of predictability between Vaughan Nelson time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vaughan Nelson Value price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Vaughan Nelson price fluctuation can be explain by its past prices.
Correlation Coefficient0.3
Spearman Rank Test0.26
Residual Average0.0
Price Variance3.26

Vaughan Nelson Value lagged returns against current returns

Autocorrelation, which is Vaughan Nelson mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vaughan Nelson's mutual fund expected returns. We can calculate the autocorrelation of Vaughan Nelson returns to help us make a trade decision. For example, suppose you find that Vaughan Nelson has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Vaughan Nelson regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vaughan Nelson mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaughan Nelson mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaughan Nelson mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Vaughan Nelson Lagged Returns

When evaluating Vaughan Nelson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaughan Nelson mutual fund have on its future price. Vaughan Nelson autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vaughan Nelson autocorrelation shows the relationship between Vaughan Nelson mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vaughan Nelson Value.
   Regressed Prices   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Other Information on Investing in Vaughan Mutual Fund

Vaughan Nelson financial ratios help investors to determine whether Vaughan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vaughan with respect to the benefits of owning Vaughan Nelson security.
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