Dfa Commodity Strategy Fund Price on November 29, 2024
| DCMSX Fund | USD 4.42 0.05 1.14% |
Below is the normalized historical share price chart for Dfa Commodity Strategy extending back to November 09, 2010. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Dfa Commodity stands at 4.42, as last reported on the 22nd of December, with the highest price reaching 4.42 and the lowest price hitting 4.42 during the day.
If you're considering investing in Dfa Mutual Fund, it is important to understand the factors that can impact its price. Dfa Commodity Strategy secures Sharpe Ratio (or Efficiency) of -0.0359, which denotes the fund had a -0.0359% return per unit of standard deviation over the last 3 months. Dfa Commodity Strategy exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa Commodity's Mean Deviation of 0.5987, standard deviation of 0.7824, and Coefficient Of Variation of (7,363) to check the risk estimate we provide.
Dfa Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Dfa |
Sharpe Ratio = -0.0359
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Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Dfa Commodity is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dfa Commodity by adding Dfa Commodity to a well-diversified portfolio.
Dfa Commodity Valuation on November 29, 2024
It is possible to determine the worth of Dfa Commodity on a given historical date. On November 29, 2024 Dfa was worth 4.51 at the beginning of the trading date compared to the closed value of 4.51. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Dfa Commodity mutual fund. Still, in general, we apply an absolute valuation method to find Dfa Commodity's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Dfa Commodity where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Dfa Commodity's related companies.
| Open | High | Low | Close | Volume | |
| 4.50 | 4.50 | 4.50 | 4.50 | 1.00 | |
11/29/2024 | 4.51 | 4.51 | 4.51 | 4.51 | 1.00 |
| 4.47 | 4.47 | 4.47 | 4.47 | 1.00 |
| Backtest Dfa Commodity | | | Dfa Commodity History | | | Dfa Commodity Valuation | Previous | Next |
Dfa Commodity Trading Date Momentum on November 29, 2024
| On December 02 2024 Dfa Commodity Strategy was traded for 4.47 at the closing time. The highest daily price throughout the period was 4.47 and the lowest price was 4.47 . There was no trading activity during the period 1.0. Lack of trading volume on 12/02/2024 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 0.89% . The overall trading delta to current closing price is 0.44% . |
Dfa Commodity Strategy Fundamentals Correlations and Trends
By evaluating Dfa Commodity's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Dfa Commodity's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Dfa financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Dfa Commodity Mutual Fund history
Dfa Commodity investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Dfa is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Dfa Commodity Strategy will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Dfa Commodity stock prices may prove useful in developing a viable investing in Dfa Commodity
The Portfolio seeks to achieve its investment objective by generally investing in a universe of allowable commodity-linked derivative instruments and fixed income investment opportunities. It may invest up to 25 percent of its total assets in Dimensional Cayman Commodity Fund I Ltd.
Dfa Commodity Mutual Fund Technical Analysis
Dfa Commodity 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.
Price Boundaries
Dfa Commodity Period Price Range
Low | December 22, 2024
| High |
0.00 | 0.00 |
Dfa Commodity Strategy cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Dfa Commodity December 22, 2024 Market Strength
Market strength indicators help investors to evaluate how Dfa Commodity 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 Commodity shares will generate the highest return on investment. By undertsting and applying Dfa Commodity mutual fund market strength indicators, traders can identify Dfa Commodity Strategy entry and exit signals to maximize returns
Dfa Commodity Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Dfa Commodity's price direction in advance. Along with the technical and fundamental analysis of Dfa Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Dfa to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.1458 |
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Other Information on Investing in Dfa Mutual Fund
Dfa Commodity financial ratios help investors to determine whether Dfa 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 Dfa with respect to the benefits of owning Dfa Commodity security.
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