Vulcan Value Partners Fund Technical Analysis
| VVPLX Fund | USD 27.14 0.18 0.66% |
As of the 2nd of February, Vulcan Value has the Semi Deviation of 0.8972, risk adjusted performance of 0.0345, and Coefficient Of Variation of 2342.39. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vulcan Value Partners, as well as the relationship between them.
Vulcan 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 Vulcan, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VulcanVulcan |
Vulcan 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 Vulcan 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 Vulcan Value.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Vulcan Value on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Vulcan Value Partners or generate 0.0% return on investment in Vulcan Value over 90 days. Vulcan Value is related to or competes with T Rowe, Dodge Cox, Legg Mason, Dreyfus/standish, The Hartford, and Kinetics Global. The fund seeks to achieve long-term capital appreciation by investing primarily in publicly traded small-cap and large-c... More
Vulcan 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 Vulcan 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 Vulcan Value Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0031 | |||
| Maximum Drawdown | 7.1 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.84 |
Vulcan Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vulcan Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vulcan Value's standard deviation. In reality, there are many statistical measures that can use Vulcan Value historical prices to predict the future Vulcan Value's volatility.| Risk Adjusted Performance | 0.0345 | |||
| Jensen Alpha | 0.0343 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0033 | |||
| Treynor Ratio | 0.3245 |
Vulcan Value February 2, 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 | 0.0345 | |||
| Market Risk Adjusted Performance | 0.3345 | |||
| Mean Deviation | 0.7763 | |||
| Semi Deviation | 0.8972 | |||
| Downside Deviation | 1.04 | |||
| Coefficient Of Variation | 2342.39 | |||
| Standard Deviation | 1.13 | |||
| Variance | 1.29 | |||
| Information Ratio | 0.0031 | |||
| Jensen Alpha | 0.0343 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0033 | |||
| Treynor Ratio | 0.3245 | |||
| Maximum Drawdown | 7.1 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.84 | |||
| Downside Variance | 1.08 | |||
| Semi Variance | 0.8049 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 1.24 | |||
| Kurtosis | 5.08 |
Vulcan Value Partners Backtested Returns
At this stage we consider Vulcan Mutual Fund to be very steady. Vulcan Value Partners owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0547, which indicates the fund had a 0.0547 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vulcan Value Partners, which you can use to evaluate the volatility of the fund. Please validate Vulcan Value's Risk Adjusted Performance of 0.0345, semi deviation of 0.8972, and Coefficient Of Variation of 2342.39 to confirm if the risk estimate we provide is consistent with the expected return of 0.0622%. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vulcan Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vulcan Value is expected to be smaller as well.
Auto-correlation | -0.85 |
Excellent reverse predictability
Vulcan Value Partners has excellent reverse predictability. Overlapping area represents the amount of predictability between Vulcan Value time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Vulcan Value Partners price movement. The serial correlation of -0.85 indicates that around 85.0% of current Vulcan Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Vulcan 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.
Vulcan Value Partners 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 Vulcan Value Partners volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Vulcan 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 Vulcan Value Partners 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 Vulcan Value Partners based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Vulcan Value Partners price pattern first instead of the macroeconomic environment surrounding Vulcan Value Partners. By analyzing Vulcan 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 Vulcan 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 Vulcan Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vulcan Value February 2, 2026 Technical Indicators
Most technical analysis of Vulcan 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 Vulcan from various momentum indicators to cycle indicators. When you analyze Vulcan 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 | 0.0345 | |||
| Market Risk Adjusted Performance | 0.3345 | |||
| Mean Deviation | 0.7763 | |||
| Semi Deviation | 0.8972 | |||
| Downside Deviation | 1.04 | |||
| Coefficient Of Variation | 2342.39 | |||
| Standard Deviation | 1.13 | |||
| Variance | 1.29 | |||
| Information Ratio | 0.0031 | |||
| Jensen Alpha | 0.0343 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0033 | |||
| Treynor Ratio | 0.3245 | |||
| Maximum Drawdown | 7.1 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.84 | |||
| Downside Variance | 1.08 | |||
| Semi Variance | 0.8049 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 1.24 | |||
| Kurtosis | 5.08 |
Vulcan Value February 2, 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 Vulcan 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 | 0.99 | ||
| Day Median Price | 27.14 | ||
| Day Typical Price | 27.14 | ||
| Price Action Indicator | (0.09) |
Other Information on Investing in Vulcan Mutual Fund
Vulcan Value financial ratios help investors to determine whether Vulcan 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 Vulcan with respect to the benefits of owning Vulcan Value security.
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