Dimensional International Value Etf Market Value
| DFIV Etf | USD 40.01 0.71 1.81% |
| Symbol | Dimensional |
The market value of Dimensional International is measured differently than its book value, which is the value of Dimensional that is recorded on the company's balance sheet. Investors also form their own opinion of Dimensional International's value that differs from its market value or its book value, called intrinsic value, which is Dimensional International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Dimensional International's market value can be influenced by many factors that don't directly affect Dimensional International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Dimensional International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional International'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.
Dimensional International '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 Dimensional International's etf 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 Dimensional International.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Dimensional International on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Dimensional International Value or generate 0.0% return on investment in Dimensional International over 90 days. Dimensional International is related to or competes with Dimensional Targeted, Dimensional Small, Dimensional Marketwide, Dimensional Core, and Avantis International. The Advisor buys and sells securities for the Portfolio with the goals of delaying and minimizing the realization of net... More
Dimensional International 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 Dimensional International's etf 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 Dimensional International Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8682 | |||
| Information Ratio | 0.2826 | |||
| Maximum Drawdown | 4.66 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.26 |
Dimensional International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional International's standard deviation. In reality, there are many statistical measures that can use Dimensional International historical prices to predict the future Dimensional International's volatility.| Risk Adjusted Performance | 0.1081 | |||
| Jensen Alpha | 0.181 | |||
| Total Risk Alpha | 0.2436 | |||
| Sortino Ratio | 0.2784 | |||
| Treynor Ratio | 0.1733 |
Dimensional International Backtested Returns
At this stage we consider Dimensional Etf to be very steady. Dimensional International secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the etf had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dimensional International Value, which you can use to evaluate the volatility of the entity. Please confirm Dimensional International's Downside Deviation of 0.8682, coefficient of variation of 781.59, and Mean Deviation of 0.6457 to check if the risk estimate we provide is consistent with the expected return of 0.18%. The etf shows a Beta (market volatility) of 0.57, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dimensional International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional International is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Dimensional International Value has very good predictability. Overlapping area represents the amount of predictability between Dimensional International time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Dimensional International price movement. The serial correlation of 0.85 indicates that around 85.0% of current Dimensional International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
Dimensional International lagged returns against current returns
Autocorrelation, which is Dimensional International etf'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 Dimensional International's etf expected returns. We can calculate the autocorrelation of Dimensional International returns to help us make a trade decision. For example, suppose you find that Dimensional International has exhibited high autocorrelation historically, and you observe that the etf 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 |
Dimensional International 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 Dimensional International etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dimensional International etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dimensional International etf over time.
Current vs Lagged Prices |
| Timeline |
Dimensional International Lagged Returns
When evaluating Dimensional International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dimensional International etf have on its future price. Dimensional International 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, Dimensional International autocorrelation shows the relationship between Dimensional International etf current value and its past values and can show if there is a momentum factor associated with investing in Dimensional International Value.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Dimensional International Correlation, Dimensional International Volatility and Dimensional International Alpha and Beta module to complement your research on Dimensional International. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Dimensional International technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.