Dfa Selective State Fund Manager Performance Evaluation
| DSSMX Fund | USD 9.45 0.01 0.11% |
The fund shows a Beta (market volatility) of 0.0133, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Selective's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Selective is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Dfa Selective State has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong primary indicators, Dfa Selective is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Dfa Selective Relative Risk vs. Return Landscape
If you would invest 950.00 in Dfa Selective State on October 7, 2024 and sell it today you would lose (5.00) from holding Dfa Selective State or give up 0.53% of portfolio value over 90 days. Dfa Selective State is currently producing negative expected returns and takes up 0.1386% volatility of returns over 90 trading days. Put another way, 1% 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 |
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Dfa Selective Current Valuation
Fairly Valued
Today
Please note that Dfa Selective's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Dfa Selective State shows a prevailing Real Value of $9.46 per share. The current price of the fund is $9.45. We determine the value of Dfa Selective State 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 Selective is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa Selective'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 9.45 | Real 9.46 | Hype 9.45 | Naive 9.49 |
The intrinsic value of Dfa Selective'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 Selective'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 Selective State 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 Selective more accurately as focusing exclusively on Dfa Selective's fundamentals will not take into account other important factors: Dfa Selective Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Selective's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa Selective State, and traders can use it to determine the average amount a Dfa Selective'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 = -0.0598
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| Negative Returns | DSSMX |
Estimated Market Risk
| 0.14 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Dfa Selective 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 Selective by adding Dfa Selective to a well-diversified portfolio.
Dfa Selective Fundamentals Growth
Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa Selective, and Dfa Selective 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 | 293.69 M | |||
About Dfa Selective Performance
Evaluating Dfa Selective's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dfa Selective 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 Selective 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 its investment objective by investing primarily in a universe of investment grade municipal securities, the interest on which is exempt from regular federal income tax. At least 75 percent of the assets of the fund will be invested in municipal securities that, at the time of purchase, are rated in the top three credit-rating categories. No more than 25 percent of the Portfolios assets will be invested in municipal securities that, at the time of purchase, are rated in the lowest quarter of the investment grade spectrum.Things to note about Dfa Selective State performance evaluation
Checking the ongoing alerts about Dfa Selective for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa Selective State help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Dfa Selective State generated a negative expected return over the last 90 days | |
| The fund retains about 97.83% of its assets under management (AUM) in fixed income securities |
- Analyzing Dfa Selective'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 Selective's stock is overvalued or undervalued compared to its peers.
- Examining Dfa Selective'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 Selective's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa Selective's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Dfa Selective's mutual fund. These opinions can provide insight into Dfa Selective's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Dfa Mutual Fund
Dfa Selective 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 Selective security.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
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