Df Dent Small Fund Market Value

DFDSX Fund  USD 24.02  0.30  1.26%   
Df Dent's market value is the price at which a share of Df Dent trades on a public exchange. It measures the collective expectations of Df Dent Small investors about its performance. Df Dent is trading at 24.02 as of the 2nd of March 2025; that is 1.26 percent increase since the beginning of the trading day. The fund's open price was 23.72.
With this module, you can estimate the performance of a buy and hold strategy of Df Dent Small and determine expected loss or profit from investing in Df Dent over a given investment horizon. Check out Df Dent Correlation, Df Dent Volatility and Df Dent Alpha and Beta module to complement your research on Df Dent.
Symbol

Please note, there is a significant difference between Df Dent's value and its price as these two are different measures arrived at by different means. Investors typically determine if Df Dent is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Df Dent's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Df Dent 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Df Dent's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Df Dent.
0.00
01/31/2025
No Change 0.00  0.0 
In 31 days
03/02/2025
0.00
If you would invest  0.00  in Df Dent on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Df Dent Small or generate 0.0% return on investment in Df Dent over 30 days. Df Dent is related to or competes with Alpine Ultra, Transamerica Short-term, Ashmore Emerging, Seix Us, Catholic Responsible, Transam Short-term, and Siit Ultra. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities with small m... More

Df Dent Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Df Dent's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Df Dent Small upside and downside potential and time the market with a certain degree of confidence.

Df Dent Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Df Dent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Df Dent's standard deviation. In reality, there are many statistical measures that can use Df Dent historical prices to predict the future Df Dent's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Df Dent'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.
Hype
Prediction
LowEstimatedHigh
23.0624.0224.98
Details
Intrinsic
Valuation
LowRealHigh
23.3924.3525.31
Details
Naive
Forecast
LowNextHigh
23.3324.2925.25
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
23.5124.4825.46
Details

Df Dent Small Backtested Returns

Df Dent Small retains Efficiency (Sharpe Ratio) of -0.17, which denotes the fund had a -0.17 % return per unit of price deviation over the last 3 months. Df Dent exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Df Dent's Market Risk Adjusted Performance of (0.16), standard deviation of 0.9796, and Information Ratio of (0.11) to check the risk estimate we provide. The fund owns a Beta (Systematic Risk) of 0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, Df Dent's returns are expected to increase less than the market. However, during the bear market, the loss of holding Df Dent is expected to be smaller as well.

Auto-correlation

    
  0.20  

Weak predictability

Df Dent Small has weak predictability. Overlapping area represents the amount of predictability between Df Dent time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Df Dent Small price movement. The serial correlation of 0.2 indicates that over 20.0% of current Df Dent price fluctuation can be explain by its past prices.
Correlation Coefficient0.2
Spearman Rank Test0.01
Residual Average0.0
Price Variance0.12

Df Dent Small lagged returns against current returns

Autocorrelation, which is Df Dent mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Df Dent's mutual fund expected returns. We can calculate the autocorrelation of Df Dent returns to help us make a trade decision. For example, suppose you find that Df Dent has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Df Dent regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Df Dent mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Df Dent mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Df Dent mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Df Dent Lagged Returns

When evaluating Df Dent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Df Dent mutual fund have on its future price. Df Dent autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Df Dent autocorrelation shows the relationship between Df Dent mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Df Dent Small.
   Regressed Prices   
       Timeline  

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Other Information on Investing in DFDSX Mutual Fund

Df Dent financial ratios help investors to determine whether DFDSX 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 DFDSX with respect to the benefits of owning Df Dent security.
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