Dfa Ltip Portfolio Fund Market Value
| DRXIX Fund | USD 5.40 0.06 1.10% |
| Symbol | Dfa |
Dfa Ltip '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 Ltip'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 Ltip.
| 07/02/2024 |
| 12/29/2024 |
If you would invest 0.00 in Dfa Ltip on July 2, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Ltip Portfolio or generate 0.0% return on investment in Dfa Ltip over 180 days. Dfa Ltip is related to or competes with Touchstone Premium, T Rowe, Morningstar Defensive, Versatile Bond, and Bbh Intermediate. The fund seeks its investment objective by generally investing in a universe of long-term fixed income securities struct... More
Dfa Ltip 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 Ltip'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 Ltip Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 4.33 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.37 |
Dfa Ltip Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Ltip's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Ltip's standard deviation. In reality, there are many statistical measures that can use Dfa Ltip historical prices to predict the future Dfa Ltip's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (1.30) |
Dfa Ltip Portfolio Backtested Returns
Dfa Ltip Portfolio secures Sharpe Ratio (or Efficiency) of -0.19, which denotes the fund had a -0.19% return per unit of standard deviation over the last 3 months. Dfa Ltip Portfolio exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa Ltip's Standard Deviation of 1.03, mean deviation of 0.8136, and Coefficient Of Variation of (567.38) to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Ltip's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Ltip is expected to be smaller as well.
Auto-correlation | -0.65 |
Very good reverse predictability
Dfa Ltip Portfolio has very good reverse predictability. Overlapping area represents the amount of predictability between Dfa Ltip time series from 2nd of July 2024 to 30th of September 2024 and 30th of September 2024 to 29th of December 2024. 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 Ltip Portfolio price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Dfa Ltip price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Dfa Ltip Portfolio lagged returns against current returns
Autocorrelation, which is Dfa Ltip 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 Ltip's mutual fund expected returns. We can calculate the autocorrelation of Dfa Ltip returns to help us make a trade decision. For example, suppose you find that Dfa Ltip 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 Ltip 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 Ltip mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Ltip 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 Ltip mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Ltip Lagged Returns
When evaluating Dfa Ltip's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Ltip mutual fund have on its future price. Dfa Ltip 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 Ltip autocorrelation shows the relationship between Dfa Ltip mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Ltip Portfolio.
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 Ltip 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 Ltip security.
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