Value Fund Value Fund Technical Analysis
| WVALX Fund | USD 42.96 0.32 0.74% |
As of the 29th of January, Value Fund has the Risk Adjusted Performance of 0.0926, coefficient of variation of 869.94, and Semi Deviation of 0.163. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Value Fund Value, as well as the relationship between them.
Value Fund Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Value, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ValueValue |
Value Fund '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 Value Fund'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 Value Fund.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Value Fund on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Value Fund Value or generate 0.0% return on investment in Value Fund over 90 days. Value Fund is related to or competes with Franklin International, Franklin International, Brandes Emerging, Value Line, Pimco Capital, Pimco Capital, and Clarkston Founders. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus the amount of any borrowing... More
Value Fund 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 Value Fund'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 Value Fund Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7943 | |||
| Information Ratio | 0.095 | |||
| Maximum Drawdown | 31.92 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.62 |
Value Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Fund's standard deviation. In reality, there are many statistical measures that can use Value Fund historical prices to predict the future Value Fund's volatility.| Risk Adjusted Performance | 0.0926 | |||
| Jensen Alpha | 0.3128 | |||
| Total Risk Alpha | 0.0904 | |||
| Sortino Ratio | 0.4501 | |||
| Treynor Ratio | 0.2501 |
Value Fund January 29, 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 | 0.0926 | |||
| Market Risk Adjusted Performance | 0.2601 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 0.163 | |||
| Downside Deviation | 0.7943 | |||
| Coefficient Of Variation | 869.94 | |||
| Standard Deviation | 3.76 | |||
| Variance | 14.15 | |||
| Information Ratio | 0.095 | |||
| Jensen Alpha | 0.3128 | |||
| Total Risk Alpha | 0.0904 | |||
| Sortino Ratio | 0.4501 | |||
| Treynor Ratio | 0.2501 | |||
| Maximum Drawdown | 31.92 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.62 | |||
| Downside Variance | 0.6309 | |||
| Semi Variance | 0.0266 | |||
| Expected Short fall | (1.64) | |||
| Skewness | 7.56 | |||
| Kurtosis | 59.91 |
Value Fund Value Backtested Returns
Value Fund appears to be very steady, given 3 months investment horizon. Value Fund Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13 % return per unit of risk over the last 3 months. By inspecting Value Fund's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Value Fund's Semi Deviation of 0.163, coefficient of variation of 869.94, and Risk Adjusted Performance of 0.0926 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.69, 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, Value Fund will likely underperform.
Auto-correlation | -0.03 |
Very weak reverse predictability
Value Fund Value has very weak reverse predictability. Overlapping area represents the amount of predictability between Value Fund time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Value Fund Value price movement. The serial correlation of -0.03 indicates that only 3.0% of current Value Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Value Fund 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.
Value Fund Value Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for Value Fund Value across different markets.
About Value Fund 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 Value Fund Value 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 Value Fund Value based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Value Fund Value price pattern first instead of the macroeconomic environment surrounding Value Fund Value. By analyzing Value Fund'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 Value Fund'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 Value Fund specific price patterns or momentum indicators. Please read more on our technical analysis page.
Value Fund January 29, 2026 Technical Indicators
Most technical analysis of Value 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 Value from various momentum indicators to cycle indicators. When you analyze Value 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 | 0.0926 | |||
| Market Risk Adjusted Performance | 0.2601 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 0.163 | |||
| Downside Deviation | 0.7943 | |||
| Coefficient Of Variation | 869.94 | |||
| Standard Deviation | 3.76 | |||
| Variance | 14.15 | |||
| Information Ratio | 0.095 | |||
| Jensen Alpha | 0.3128 | |||
| Total Risk Alpha | 0.0904 | |||
| Sortino Ratio | 0.4501 | |||
| Treynor Ratio | 0.2501 | |||
| Maximum Drawdown | 31.92 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.62 | |||
| Downside Variance | 0.6309 | |||
| Semi Variance | 0.0266 | |||
| Expected Short fall | (1.64) | |||
| Skewness | 7.56 | |||
| Kurtosis | 59.91 |
Value Fund January 29, 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 Value 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 | 42.96 | ||
| Day Typical Price | 42.96 | ||
| Price Action Indicator | (0.16) |
Other Information on Investing in Value Mutual Fund
Value Fund financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Fund security.
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