Dfa International Value Fund Market Value
| DFIVX Fund | USD 22.47 0.06 0.27% |
| Symbol | Dfa |
Dfa 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 Dfa International'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 Dfa International.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Dfa International on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa International Value or generate 0.0% return on investment in Dfa International over 30 days. Dfa International is related to or competes with Us Large, Dfa International, International Small, Dfa Five-year, and Us Small. The Portfolio is a feeder portfolio and pursues its objective by investing substantially all of its assets in its corres... More
Dfa 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 Dfa International'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 Dfa International Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8262 | |||
| Information Ratio | 0.2167 | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.26 |
Dfa International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa International's standard deviation. In reality, there are many statistical measures that can use Dfa International historical prices to predict the future Dfa International's volatility.| Risk Adjusted Performance | 0.1112 | |||
| Jensen Alpha | 0.1307 | |||
| Total Risk Alpha | 0.161 | |||
| Sortino Ratio | 0.1952 | |||
| Treynor Ratio | 0.2036 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa International'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.
Dfa International Value Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa International Value secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa International Value, which you can use to evaluate the volatility of the entity. Please confirm Dfa International's Mean Deviation of 0.57, downside deviation of 0.8262, and Semi Deviation of 0.6577 to check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of 0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa International is expected to be smaller as well.
Auto-correlation | 0.28 |
Poor predictability
Dfa International Value has poor predictability. Overlapping area represents the amount of predictability between Dfa International time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Dfa International Value price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Dfa International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Dfa International Value lagged returns against current returns
Autocorrelation, which is Dfa International 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 Dfa International's mutual fund expected returns. We can calculate the autocorrelation of Dfa International returns to help us make a trade decision. For example, suppose you find that Dfa International 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 |
Dfa 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 Dfa International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dfa International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa International Lagged Returns
When evaluating Dfa International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa International mutual fund have on its future price. Dfa 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, Dfa International autocorrelation shows the relationship between Dfa International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa International Value.
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 Dfa Mutual Fund
Dfa International 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 International security.
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