Vaughan Nelson Select Fund Market Value

VNSCX Fund  USD 19.27  0.08  0.42%   
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 Select investors about its performance. Vaughan Nelson is trading at 19.27 as of the 29th of March 2024; that is 0.42 percent up since the beginning of the trading day. The fund's open price was 19.19.
With this module, you can estimate the performance of a buy and hold strategy of Vaughan Nelson Select 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
05/09/2022
No Change 0.00  0.0 
In 1 year 10 months and 21 days
03/29/2024
0.00
If you would invest  0.00  in Vaughan Nelson on May 9, 2022 and sell it all today you would earn a total of 0.00 from holding Vaughan Nelson Select or generate 0.0% return on investment in Vaughan Nelson over 690 days. Vaughan Nelson is related to or competes with Intal High, Multimanager Lifestyle, Vanguard Target, Ppm High, Ab Global, Needham Aggressive, and Copeland Risk. The fund, under normal market conditions, will invest primarily in equity securities, including common stocks, preferred... 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 Select 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vaughan Nelson's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
18.4619.2720.08
Details
Intrinsic
Valuation
LowRealHigh
18.2019.0119.82
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vaughan Nelson. Your research has to be compared to or analyzed against Vaughan Nelson's peers to derive any actionable benefits. When done correctly, Vaughan Nelson's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Vaughan Nelson Select.

Vaughan Nelson Select Backtested Returns

We consider Vaughan Nelson very steady. Vaughan Nelson Select owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vaughan Nelson Select, which you can use to evaluate the volatility of the fund. Please validate Vaughan Nelson's Risk Adjusted Performance of 0.105, coefficient of variation of 544.82, and Semi Deviation of 0.509 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 1.09, which indicates a somewhat significant risk relative to the market. Vaughan Nelson returns are very sensitive to returns on the market. As the market goes up or down, Vaughan Nelson is expected to follow.

Auto-correlation

    
  0.52  

Modest predictability

Vaughan Nelson Select has modest predictability. Overlapping area represents the amount of predictability between Vaughan Nelson time series from 9th of May 2022 to 19th of April 2023 and 19th of April 2023 to 29th of March 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 Select price movement. The serial correlation of 0.52 indicates that about 52.0% of current Vaughan Nelson price fluctuation can be explain by its past prices.
Correlation Coefficient0.52
Spearman Rank Test0.2
Residual Average0.0
Price Variance1.12

Vaughan Nelson Select 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 Select.
   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.
Check out Vaughan Nelson Correlation, Vaughan Nelson Volatility and Vaughan Nelson Alpha and Beta module to complement your research on Vaughan Nelson.
Note that the Vaughan Nelson Select information on this page should be used as a complementary analysis to other Vaughan Nelson's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.

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When running Vaughan Nelson's price analysis, check to measure Vaughan Nelson's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vaughan Nelson is operating at the current time. Most of Vaughan Nelson's value examination focuses on studying past and present price action to predict the probability of Vaughan Nelson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vaughan Nelson's price. Additionally, you may evaluate how the addition of Vaughan Nelson to your portfolios can decrease your overall portfolio volatility.
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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.
A focus of Vaughan Nelson technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vaughan Nelson trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...