Dfa Social Core Fund Market Value
| DFUEX Fund | USD 26.96 0.09 0.33% |
| 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.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Dfa Us on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Social Core or generate 0.0% return on investment in Dfa Us over 90 days. Dfa Us is related to or competes with Doubleline Total, Multisector Bond, Intermediate-term, Intermediate Bond, Ashmore Emerging, Touchstone Total, and Flexible Bond. The Portfolio purchases a broad and diverse group of equity 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 Social Core upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.71 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 1.18 |
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 | (0.14) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.27 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Us' 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 Social Core Backtested Returns
Dfa Social Core 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. Dfa Social 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 1.03, coefficient of variation of (601.37), and Mean Deviation of 0.8107 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Us are expected to decrease at a much lower rate. During the bear market, Dfa Us is likely to outperform the market.
Auto-correlation | -0.54 |
Good reverse predictability
Dfa Social Core has good reverse predictability. Overlapping area represents the amount of predictability between Dfa Us time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Social Core price movement. The serial correlation of -0.54 indicates that about 54.0% of current Dfa Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Dfa Social 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 Social Core.
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 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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