DFA REAL Mutual Fund Forward View - Polynomial Regression
| DFREX Fund | USD 44.89 0.17 0.38% |
DFA REAL's Polynomial Regression forecast is computed from observed closing prices over the selected horizon. The accuracy statistics below distinguish a well-fitted model from one that is smoothing over meaningful price movement. The Polynomial Regression model projects DFA REAL at 45.86 for the next trading day, above the most recent closing price. The Polynomial Regression output reflects statistical model results and is provided for reference purposes.
Polynomial Regression Price Forecast For the 11th of May 2026
Over a 90-day horizon, the Polynomial Regression model forecasts DFA REAL at 45.86 for the next trading day, with a mean absolute deviation of 0.68 , mean absolute percentage error of 0.02 , and sum of absolute errors of 41.30 .This represents a very tight forecast — the model closely tracks DFA REAL's recent price behavior. This output is intended for short-term analytical reference.
Mutual Fund Forecast Pattern
| Backtest DFA REAL | DFA REAL Price Prediction | Research Analysis |
Forecasted Value
This forecast for DFA REAL frames the expected trading range using downside and upside bounds rather than a single point target. Downside is estimated near 44.94 and upside near 46.77. The moderate spread reflects defined uncertainty around the forecast.
Model Predictive Factors
The table below summarizes the Polynomial Regression model's error metrics for DFA REAL mutual fund. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.| AIC | Akaike Information Criteria | 117.7513 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.677 |
| MAPE | Mean absolute percentage error | 0.0159 |
| SAE | Sum of the absolute errors | 41.2972 |
Other Forecasting Options for DFA REAL
Analyzing DFA REAL's price movement through moving averages at different time horizons reveals whether short-term momentum aligns with the longer-term trend. Touches of the upper or lower band in DFA REAL's chart signal overbought or oversold conditions.DFA REAL Comparable Funds
The instruments listed below are comparable funds for DFA REAL and provide a practical reference set. Looking across similar funds helps show whether DFA REAL's pricing and risk profile are typical for the category. The most informative gaps tend to appear in total return, risk-adjusted return, and distribution consistency.
| Risk & Return | Correlation |
DFA REAL Market Strength Events
For investors tracking Dfa Real Estate, market strength indicators offer quantitative evaluation of mutual fund behavior. When Rate of Change diverges from price direction, it often signals weakening momentum before a visible reversal in DFA REAL.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 44.89 | |||
| Day Typical Price | 44.89 | |||
| Price Action Indicator | 0.085 | |||
| Period Momentum Indicator | 0.17 |
DFA REAL Risk Indicators
Analyzing DFA REAL's basic risk indicators provides a structured view of the risk-return trade-off for dfa real mutual fund. Expected shortfall estimates the average loss in the worst-case tail scenarios, going beyond what standard deviation alone captures for DFA REAL.
| Mean Deviation | 0.674 | |||
| Semi Deviation | 0.8893 | |||
| Standard Deviation | 0.914 | |||
| Variance | 0.8353 | |||
| Downside Variance | 1.07 | |||
| Semi Variance | 0.7909 | |||
| Expected Short fall | -0.70 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.