Dfa Investment Grade Fund Manager Performance Evaluation
| DFAPX Fund | USD 9.94 0.18 1.78% |
The fund shows a Beta (market volatility) of 0.0107, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Investment is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Dfa Investment Grade has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Dfa Investment is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.1900 |
Dfa |
Dfa Investment Relative Risk vs. Return Landscape
If you would invest 1,035 in Dfa Investment Grade on September 15, 2024 and sell it today you would lose (41.00) from holding Dfa Investment Grade or give up 3.96% of portfolio value over 90 days. Dfa Investment Grade is currently producing negative expected returns and takes up 0.3765% volatility of returns over 90 trading days. Put another way, 3% of traded mutual funds are less volatile than Dfa, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Dfa Investment Current Valuation
Undervalued
Today
Please note that Dfa Investment's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. Dfa Investment Grade shows a prevailing Real Value of $11.04 per share. The current price of the fund is $9.94. We determine the value of Dfa Investment Grade from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Since Dfa Investment is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa Investment's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 9.94 | Real 11.04 | Hype 10.12 | Naive 10.11 |
The intrinsic value of Dfa Investment's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Dfa Investment's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Dfa Investment Grade helps investors to forecast how Dfa mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Dfa Investment more accurately as focusing exclusively on Dfa Investment's fundamentals will not take into account other important factors: Dfa Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Investment's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa Investment Grade, and traders can use it to determine the average amount a Dfa Investment's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1658
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DFAPX |
Estimated Market Risk
| 0.38 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Dfa Investment 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 Investment by adding Dfa Investment to a well-diversified portfolio.
Dfa Investment Fundamentals Growth
Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa Investment, and Dfa Investment fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Dfa Mutual Fund performance.
| Total Asset | 13.72 B | ||||
About Dfa Investment Performance
Evaluating Dfa Investment's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dfa Investment has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Dfa Investment has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to achieve its investment objective through exposure to a broad portfolio of investment grade debt securities of U.S. and non-U.S. corporate and government issuers. As a non-fundamental policy, under normal circumstances, at least 80 percent of the Portfolios net assets will be invested in fixed income securities considered to be investment grade quality.Things to note about Dfa Investment Grade performance evaluation
Checking the ongoing alerts about Dfa Investment for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa Investment Grade help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Dfa Investment Grade generated a negative expected return over the last 90 days | |
| The fund generated three year return of -1.0% | |
| Dfa Investment Grade retains about 98.35% of its assets under management (AUM) in fixed income securities |
- Analyzing Dfa Investment's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Dfa Investment's stock is overvalued or undervalued compared to its peers.
- Examining Dfa Investment's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Dfa Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa Investment's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Dfa Investment's mutual fund. These opinions can provide insight into Dfa Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Dfa Mutual Fund
Dfa Investment 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 Investment security.
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules |