Davenport Value Income Fund Fundamentals
| DVIPX Fund | USD 20.44 0.09 0.44% |
As of the 27th of January, Davenport Value shows the Coefficient Of Variation of 512.66, mean deviation of 0.6165, and Downside Deviation of 0.6506. Davenport Value Income technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices.
Davenport Value's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Davenport Value's valuation are provided below:Davenport Value Income does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Davenport |
Davenport Value '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 Davenport Value'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 Davenport Value.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Davenport Value on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Davenport Value Income or generate 0.0% return on investment in Davenport Value over 90 days. Davenport Value is related to or competes with Arrow Managed, Ab Bond, Ab Bond, Guggenheim Managed, Fidelity Sai, Asg Managed, and Aqr Managed. Under normal circumstances, the fund will invest primarily in common stocks of companies that have established business ... More
Davenport Value 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 Davenport Value'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 Davenport Value Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6506 | |||
| Information Ratio | 0.1022 | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.25 |
Davenport Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davenport Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davenport Value's standard deviation. In reality, there are many statistical measures that can use Davenport Value historical prices to predict the future Davenport Value's volatility.| Risk Adjusted Performance | 0.1447 | |||
| Jensen Alpha | 0.1093 | |||
| Total Risk Alpha | 0.0757 | |||
| Sortino Ratio | 0.1368 | |||
| Treynor Ratio | 0.2239 |
Davenport Value January 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1447 | |||
| Market Risk Adjusted Performance | 0.2339 | |||
| Mean Deviation | 0.6165 | |||
| Semi Deviation | 0.4119 | |||
| Downside Deviation | 0.6506 | |||
| Coefficient Of Variation | 512.66 | |||
| Standard Deviation | 0.8714 | |||
| Variance | 0.7594 | |||
| Information Ratio | 0.1022 | |||
| Jensen Alpha | 0.1093 | |||
| Total Risk Alpha | 0.0757 | |||
| Sortino Ratio | 0.1368 | |||
| Treynor Ratio | 0.2239 | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.4233 | |||
| Semi Variance | 0.1696 | |||
| Expected Short fall | (0.77) | |||
| Skewness | 1.59 | |||
| Kurtosis | 6.46 |
Davenport Value Income Backtested Returns
At this stage we consider Davenport Mutual Fund to be very steady. Davenport Value Income secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Davenport Value Income, which you can use to evaluate the volatility of the entity. Please confirm Davenport Value's Downside Deviation of 0.6506, coefficient of variation of 512.66, and Mean Deviation of 0.6165 to check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.71, which means possible diversification benefits within a given portfolio. As returns on the market increase, Davenport Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Davenport Value is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Davenport Value Income has good predictability. Overlapping area represents the amount of predictability between Davenport Value time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Davenport Value Income price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Davenport Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Small firms, start-ups, or companies with high growth potential typically do not pay out dividends or distribute a lot of their profits. These companies will have small yield. Alternatively, more established companies, ETFs, and funds that invest in bonds will have higher yields.
| Competition |
In accordance with the recently published financial statements, Davenport Value Income has an Annual Yield of 0.0177%. This is much higher than that of the Davenport family and significantly higher than that of the Large Value category. The annual yield for all United States funds is notably lower than that of the firm.
Davenport Value Income Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Davenport Value's current stock value. Our valuation model uses many indicators to compare Davenport Value value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Davenport Value competition to find correlations between indicators driving Davenport Value's intrinsic value. More Info.Davenport Value Income is one of the top funds in price to earning among similar funds. It also is one of the top funds in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Davenport Value Income is roughly 8.19 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Davenport Value's earnings, one of the primary drivers of an investment's value.Davenport Annual Yield Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Davenport Value's direct or indirect competition against its Annual Yield to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Davenport Value could also be used in its relative valuation, which is a method of valuing Davenport Value by comparing valuation metrics of similar companies.Davenport Value is currently under evaluation in annual yield among similar funds.
Davenport Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Davenport Value's current stock value. Our valuation model uses many indicators to compare Davenport Value value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Davenport Value competition to find correlations between indicators driving Davenport Value's intrinsic value. More Info.Davenport Value Income is one of the top funds in price to earning among similar funds. It also is one of the top funds in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Davenport Value Income is roughly 8.19 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Davenport Value's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Davenport Value
The fund consists of 96.0% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Davenport Value's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Davenport Fundamentals
| Price To Earning | 19.25 X | |||
| Price To Book | 2.35 X | |||
| Price To Sales | 1.83 X | |||
| Total Asset | 906.48 M | |||
| Annual Yield | 0.02 % | |||
| Year To Date Return | 3.87 % | |||
| One Year Return | 15.90 % | |||
| Three Year Return | 10.91 % | |||
| Five Year Return | 8.77 % | |||
| Net Asset | 685.77 M | |||
| Minimum Initial Investment | 5 K | |||
| Last Dividend Paid | 0.06 | |||
| Cash Position Weight | 4.00 % | |||
| Equity Positions Weight | 96.00 % |
About Davenport Value Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Davenport Value Income's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Davenport Value using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Davenport Value Income based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Under normal circumstances, the fund will invest primarily in common stocks of companies that have established business models, attractive valuations, a history of dividend payment and growth, andor dividend growth potential. Davenport Value is traded on NASDAQ Exchange in the United States.
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Davenport Mutual Fund
Davenport Value financial ratios help investors to determine whether Davenport 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 Davenport with respect to the benefits of owning Davenport Value security.
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