Us Micro Cap Fund Market Value
| DFSCX Fund | USD 25.95 0.38 1.44% |
| Symbol | DFSCX |
Us Micro '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 Micro'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 Micro.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Us Micro on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Us Micro Cap or generate 0.0% return on investment in Us Micro over 90 days. Us Micro is related to or competes with Us Small, International Small, Dfa International, Us Large, and Dfa International. The fund, using a market capitalization weighted approach, purchases a broad and diverse group of the securities of U.S More
Us Micro 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 Micro'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 Micro Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 4.28 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 1.46 |
Us Micro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Micro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Micro's standard deviation. In reality, there are many statistical measures that can use Us Micro historical prices to predict the future Us Micro's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Us Micro'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.
Us Micro Cap Backtested Returns
Us Micro Cap retains Efficiency (Sharpe Ratio) of -0.21, which indicates the fund had a -0.21 % return per unit of price deviation over the last 3 months. Us Micro exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Us Micro's Risk Adjusted Performance of (0.18), mean deviation of 0.8852, and Standard Deviation of 1.16 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.88, which indicates possible diversification benefits within a given portfolio. Us Micro returns are very sensitive to returns on the market. As the market goes up or down, Us Micro is expected to follow.
Auto-correlation | -0.32 |
Poor reverse predictability
Us Micro Cap has poor reverse predictability. Overlapping area represents the amount of predictability between Us Micro 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 Us Micro Cap price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Us Micro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 1.31 |
Us Micro Cap lagged returns against current returns
Autocorrelation, which is Us Micro 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 Micro's mutual fund expected returns. We can calculate the autocorrelation of Us Micro returns to help us make a trade decision. For example, suppose you find that Us Micro 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 Micro 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 Micro mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Micro 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 Micro mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Micro Lagged Returns
When evaluating Us Micro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Micro mutual fund have on its future price. Us Micro 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 Micro autocorrelation shows the relationship between Us Micro mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Micro Cap.
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 DFSCX Mutual Fund
Us Micro financial ratios help investors to determine whether DFSCX 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 DFSCX with respect to the benefits of owning Us Micro security.
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |