Dfa Inv Mutual Fund Forecast - Naive Prediction
DFTVXDelisted Fund | USD 28.20 0.00 0.00% |
The Naive Prediction forecasted value of Dfa Inv Dimensions on the next trading day is expected to be 28.11 with a mean absolute deviation of 0.26 and the sum of the absolute errors of 15.93. Dfa Mutual Fund Forecast is based on your current time horizon.
Dfa |
Dfa Inv Naive Prediction Price Forecast For the 23rd of December
Given 90 days horizon, the Naive Prediction forecasted value of Dfa Inv Dimensions on the next trading day is expected to be 28.11 with a mean absolute deviation of 0.26, mean absolute percentage error of 0.12, and the sum of the absolute errors of 15.93.Please note that although there have been many attempts to predict Dfa Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Dfa Inv's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Dfa Inv Mutual Fund Forecast Pattern
Backtest Dfa Inv | Dfa Inv Price Prediction | Buy or Sell Advice |
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Dfa Inv mutual fund data series using in forecasting. Note that when a statistical model is used to represent Dfa Inv mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.AIC | Akaike Information Criteria | 115.9566 |
Bias | Arithmetic mean of the errors | None |
MAD | Mean absolute deviation | 0.2612 |
MAPE | Mean absolute percentage error | 0.0097 |
SAE | Sum of the absolute errors | 15.9324 |
Predictive Modules for Dfa Inv
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Dfa Inv Dimensions. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Inv's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dfa Inv Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Dfa Inv mutual fund to make a market-neutral strategy. Peer analysis of Dfa Inv could also be used in its relative valuation, which is a method of valuing Dfa Inv by comparing valuation metrics with similar companies.
Risk & Return | Correlation |
Dfa Inv Market Strength Events
Market strength indicators help investors to evaluate how Dfa Inv mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dfa Inv shares will generate the highest return on investment. By undertsting and applying Dfa Inv mutual fund market strength indicators, traders can identify Dfa Inv Dimensions entry and exit signals to maximize returns.
Dfa Inv Risk Indicators
The analysis of Dfa Inv's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Dfa Inv's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting dfa mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Mean Deviation | 1.08 | |||
Semi Deviation | 1.14 | |||
Standard Deviation | 1.43 | |||
Variance | 2.05 | |||
Downside Variance | 1.79 | |||
Semi Variance | 1.3 | |||
Expected Short fall | (1.38) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
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.Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in real. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Other Consideration for investing in Dfa Mutual Fund
If you are still planning to invest in Dfa Inv Dimensions check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Dfa Inv's history and understand the potential risks before investing.
Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |