Us E Equity Fund Market Value
| DFEOX Fund | USD 45.18 0.21 0.47% |
| Symbol | DFEOX |
Us Core '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 Us Core'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 Us Core.
| 10/26/2024 |
| 01/24/2025 |
If you would invest 0.00 in Us Core on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Us E Equity or generate 0.0% return on investment in Us Core over 90 days. Us Core is related to or competes with International Core, Emerging Markets, Dfa Real, Dfa Five-year, and Us Core. The fund purchases a broad and diverse group of securities of U.S More
Us Core 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 Us Core'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 Us E Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9711 | |||
| Information Ratio | 0.0391 | |||
| Maximum Drawdown | 6.27 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.27 |
Us Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Core's standard deviation. In reality, there are many statistical measures that can use Us Core historical prices to predict the future Us Core's volatility.| Risk Adjusted Performance | 0.0799 | |||
| Jensen Alpha | 0.0584 | |||
| Total Risk Alpha | 0.0331 | |||
| Sortino Ratio | 0.0356 | |||
| Treynor Ratio | 0.1949 |
Us E Equity Backtested Returns
At this stage we consider DFEOX Mutual Fund to be very steady. Us E Equity retains Efficiency (Sharpe Ratio) of 0.0936, which indicates the fund had a 0.0936 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Us Core, which you can use to evaluate the volatility of the fund. Please validate Us Core's Downside Deviation of 0.9711, risk adjusted performance of 0.0799, and Mean Deviation of 0.6035 to confirm if the risk estimate we provide is consistent with the expected return of 0.0826%. The entity owns a Beta (Systematic Risk) of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Us Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Us Core is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
Us E Equity has weak reverse predictability. Overlapping area represents the amount of predictability between Us Core time series from 26th of October 2024 to 10th of December 2024 and 10th of December 2024 to 24th of January 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 Us E Equity price movement. The serial correlation of -0.21 indicates that over 21.0% of current Us Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Us E Equity lagged returns against current returns
Autocorrelation, which is Us Core 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 Us Core's mutual fund expected returns. We can calculate the autocorrelation of Us Core returns to help us make a trade decision. For example, suppose you find that Us Core 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 |
Us Core 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 Us Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Core Lagged Returns
When evaluating Us Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Core mutual fund have on its future price. Us Core 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, Us Core autocorrelation shows the relationship between Us Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us E Equity.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in DFEOX Mutual Fund
Us Core financial ratios help investors to determine whether DFEOX 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 DFEOX with respect to the benefits of owning Us Core security.
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