It seems that Davies, obscure today, was well-known and made a good living as an artist. Plus, it seems he had an interesting life, having one legal wife along with another, secret, de facto one, both with his children. This and his artistic career are well-covered here, here and here.
From what I've seen, I'd rate Davies as a Symbolist -- his painting owned by New York's Met featuring unicorns, and many other works dealing with dancers. Especially during the 20th century's 'teen years, he plunged into modernist styles, though not deeply or completely. Apparently this cut down his sales, so he shifted back to more clearly representational paintings in the 1920s.
For what my opinion might be worth, I saw no Davies painting that struck my fancy.
This is in the Phillips Collection for some reason.
I think this is a Davies, but the Web information on it is sketchy.
Here he is back to representational painting.