Dfa Sustainability Core Fund Market Value
| DFSIX Fund | USD 45.15 0.89 1.93% |
| Symbol | Dfa |
Dfa Us '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 Us' 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 Us.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Dfa Us on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Sustainability Core or generate 0.0% return on investment in Dfa Us over 30 days. Dfa Us is related to or competes with Dfa Intl, Dfa Emerging, Us Core, Emerging Markets, and Dfa Global. The Portfolio purchases a broad and diverse group of securities of U.S More
Dfa Us 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 Us' 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 Sustainability Core upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 3.92 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.15 |
Dfa Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Us' standard deviation. In reality, there are many statistical measures that can use Dfa Us historical prices to predict the future Dfa Us' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0075 | |||
| Treynor Ratio | (0.09) |
Dfa Sustainability Core Backtested Returns
Dfa Sustainability Core secures Sharpe Ratio (or Efficiency) of -0.1, which denotes the fund had a -0.1 % return per unit of standard deviation over the last 3 months. Dfa Sustainability Core exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa Us' Standard Deviation of 0.8876, coefficient of variation of (1,633), and Mean Deviation of 0.6721 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.73, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Us is expected to be smaller as well.
Auto-correlation | -0.42 |
Modest reverse predictability
Dfa Sustainability Core has modest reverse predictability. Overlapping area represents the amount of predictability between Dfa Us 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 Sustainability Core price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Dfa Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.72 |
Dfa Sustainability Core lagged returns against current returns
Autocorrelation, which is Dfa Us 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 Us' mutual fund expected returns. We can calculate the autocorrelation of Dfa Us returns to help us make a trade decision. For example, suppose you find that Dfa Us 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 Us 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 Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Us 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 Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Us Lagged Returns
When evaluating Dfa Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Us mutual fund have on its future price. Dfa Us 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 Us autocorrelation shows the relationship between Dfa Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Sustainability Core.
Regressed Prices |
| Timeline |
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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 Us 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 Us security.
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