Davenport Value Income Fund Technical Analysis
| DVIPX Fund | USD 20.41 0.03 0.15% |
As of the 1st of February, Davenport Value shows the Mean Deviation of 0.6126, downside deviation of 0.6544, and Coefficient Of Variation of 611.99. 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 Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Davenport, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to DavenportDavenport |
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.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Davenport Value on November 3, 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 Barings Us, Ab Bond, Rbc Ultra-short, Siit High, Multisector Bond, T Rowe, and Enhanced Fixed. 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 | 0.6544 | |||
| Information Ratio | 0.1111 | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (0.97) | |||
| 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 | 0.1198 | |||
| Jensen Alpha | 0.1045 | |||
| Total Risk Alpha | 0.0888 | |||
| Sortino Ratio | 0.1458 | |||
| Treynor Ratio | 0.1764 |
Davenport Value February 1, 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 | 0.1198 | |||
| Market Risk Adjusted Performance | 0.1864 | |||
| Mean Deviation | 0.6126 | |||
| Semi Deviation | 0.47 | |||
| Downside Deviation | 0.6544 | |||
| Coefficient Of Variation | 611.99 | |||
| Standard Deviation | 0.8588 | |||
| Variance | 0.7375 | |||
| Information Ratio | 0.1111 | |||
| Jensen Alpha | 0.1045 | |||
| Total Risk Alpha | 0.0888 | |||
| Sortino Ratio | 0.1458 | |||
| Treynor Ratio | 0.1764 | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.4282 | |||
| Semi Variance | 0.2209 | |||
| Expected Short fall | (0.75) | |||
| Skewness | 1.59 | |||
| Kurtosis | 6.48 |
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 0.23, which denotes the fund had a 0.23 % 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 0.6544, mean deviation of 0.6126, and Coefficient Of Variation of 611.99 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 0.74, 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 | 0.67 |
Good predictability
Davenport Value Income has good predictability. Overlapping area represents the amount of predictability between Davenport Value time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 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 0.67 indicates that around 67.0% of current Davenport Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Davenport Value 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.
Davenport Value Income Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Davenport Value Income volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Davenport Value Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Davenport Value Income on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Davenport Value Income based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Davenport Value Income price pattern first instead of the macroeconomic environment surrounding Davenport Value Income. By analyzing Davenport Value's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Davenport Value's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Davenport Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Davenport Value February 1, 2026 Technical Indicators
Most technical analysis of Davenport help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Davenport from various momentum indicators to cycle indicators. When you analyze Davenport charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1198 | |||
| Market Risk Adjusted Performance | 0.1864 | |||
| Mean Deviation | 0.6126 | |||
| Semi Deviation | 0.47 | |||
| Downside Deviation | 0.6544 | |||
| Coefficient Of Variation | 611.99 | |||
| Standard Deviation | 0.8588 | |||
| Variance | 0.7375 | |||
| Information Ratio | 0.1111 | |||
| Jensen Alpha | 0.1045 | |||
| Total Risk Alpha | 0.0888 | |||
| Sortino Ratio | 0.1458 | |||
| Treynor Ratio | 0.1764 | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.4282 | |||
| Semi Variance | 0.2209 | |||
| Expected Short fall | (0.75) | |||
| Skewness | 1.59 | |||
| Kurtosis | 6.48 |
Davenport Value February 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Davenport stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 20.41 | ||
| Day Typical Price | 20.41 | ||
| Price Action Indicator | 0.02 |
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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