Dfa Intl Sustainability Fund Manager Performance Evaluation
| DFSPX Fund | USD 12.50 0.05 0.40% |
The fund shows a Beta (market volatility) of 0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Intl is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Dfa Intl Sustainability has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Expense Ratio | 0.2400 |
Dfa |
Dfa Intl Relative Risk vs. Return Landscape
If you would invest 1,335 in Dfa Intl Sustainability on October 7, 2024 and sell it today you would lose (85.00) from holding Dfa Intl Sustainability or give up 6.37% of portfolio value over 90 days. Dfa Intl Sustainability is currently producing negative expected returns and takes up 0.6914% volatility of returns over 90 trading days. Put another way, 6% 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 Intl Current Valuation
Fairly Valued
Today
Please note that Dfa Intl's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Dfa Intl Sustainability shows a prevailing Real Value of $12.61 per share. The current price of the fund is $12.5. We determine the value of Dfa Intl Sustainability 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 Intl is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa Intl'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 12.5 | Real 12.61 | Hype 12.5 | Naive 12.54 |
The intrinsic value of Dfa Intl'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 Intl'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 Intl Sustainability 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 Intl more accurately as focusing exclusively on Dfa Intl's fundamentals will not take into account other important factors: Dfa Intl Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Intl's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa Intl Sustainability, and traders can use it to determine the average amount a Dfa Intl'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 = -0.1475
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DFSPX |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Dfa Intl 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 Intl by adding Dfa Intl to a well-diversified portfolio.
Dfa Intl Fundamentals Growth
Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa Intl, and Dfa Intl 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.
| Price To Earning | 15.10 X | |||
| Price To Book | 1.54 X | |||
| Price To Sales | 0.84 X | |||
| Total Asset | 3.47 B | |||
About Dfa Intl Performance
Evaluating Dfa Intl's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dfa Intl 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 Intl 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 Advisor intends to purchase securities of companies associated with developed market countries that the Advisor has designated as approved markets. Dfa International is traded on NASDAQ Exchange in the United States.Things to note about Dfa Intl Sustainability performance evaluation
Checking the ongoing alerts about Dfa Intl for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa Intl Sustainability help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Dfa Intl generated a negative expected return over the last 90 days | |
| The fund retains 99.4% of its assets under management (AUM) in equities |
- Analyzing Dfa Intl'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 Intl's stock is overvalued or undervalued compared to its peers.
- Examining Dfa Intl'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 Intl's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa Intl's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Dfa Intl's mutual fund. These opinions can provide insight into Dfa Intl's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Dfa Mutual Fund
Dfa Intl 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 Intl security.
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