Dimensional Targeted Value Etf Alpha and Beta Analysis
| DFAT Etf | USD 51.68 1.24 2.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dimensional Targeted Value. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dimensional Targeted over a specified time horizon. Remember, high Dimensional Targeted's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Dimensional Targeted's market risk premium analysis include:
Beta 0.87 | Alpha (0.13) | Risk 1.14 | Sharpe Ratio (0.17) | Expected Return (0.20) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Dimensional Targeted Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dimensional Targeted market risk premium is the additional return an investor will receive from holding Dimensional Targeted long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Dimensional Targeted. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Dimensional Targeted's performance over market.| α | -0.13 | β | 0.87 |
Dimensional Targeted expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Dimensional Targeted's Buy-and-hold return. Our buy-and-hold chart shows how Dimensional Targeted performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dimensional Targeted Market Price Analysis
Market price analysis indicators help investors to evaluate how Dimensional Targeted etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dimensional Targeted shares will generate the highest return on investment. By understating and applying Dimensional Targeted etf market price indicators, traders can identify Dimensional Targeted position entry and exit signals to maximize returns.
Dimensional Targeted Return and Market Media
The median price of Dimensional Targeted for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 56.41 with a coefficient of variation of 3.72. The daily time series for the period is distributed with a sample standard deviation of 2.09, arithmetic mean of 56.13, and mean deviation of 1.61. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | TRU Independence Asset Management 2 LLC Sells 2,444 Shares of Dimensional U.S. Targeted Value ETF | 01/28/2025 |
2 | Stratos Wealth Partners LTD. Reduces Stock Position in Dimensional U.S. Targeted Value ETF | 02/06/2025 |
3 | Elser Financial Planning Inc Takes Position in Dimensional U.S. Targeted Value ETF | 02/10/2025 |
4 | Empower Advisory Group LLC Purchases 1,700 Shares of Dimensional U.S. Targeted Value ETF | 02/19/2025 |
5 | Kelly Financial Group LLC Makes New 13.25 Million Investment in Dimensional U.S. Targeted Value ETF | 03/03/2025 |
6 | Dimensional U.S. Targeted Value ETF Shares Purchased by Bay Colony Advisory Group Inc d b a Bay Colony Advisors | 03/07/2025 |
7 | Balboa Wealth Partners Has 1.65 Million Stock Position in Dimensional U.S. Targeted Value ETF | 03/13/2025 |
About Dimensional Targeted Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Dimensional or other etfs. Alpha measures the amount that position in Dimensional Targeted has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Dimensional Targeted in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Dimensional Targeted's short interest history, or implied volatility extrapolated from Dimensional Targeted options trading.
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Align your risk with return expectations
Check out Dimensional Targeted Backtesting, Portfolio Optimization, Dimensional Targeted Correlation, Dimensional Targeted Hype Analysis, Dimensional Targeted Volatility, Dimensional Targeted History and analyze Dimensional Targeted Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Dimensional Targeted technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.