DFA REAL Mutual Fund Forward View - Simple Regression

Key Indicators . Simple Regression . Mutual Funds . USA . 
Fund . Dfa Real Estate
DFREX Fund  USD 44.89  0.17  0.38%   
DFA REAL's Simple 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 Simple Regression model projects DFA REAL at 43.81 for the next trading day, below the most recent closing price. The Simple Regression output reflects statistical model results and is provided for reference purposes.
Simple regression fits a straight line through DFA REAL price points using a single independent variable (time). The line is defined by Y = intercept + slope * X, where the slope captures the average rate of price change and the intercept represents the baseline price level.

Simple Regression Price Forecast For the 10th of May

Over a 90-day horizon, the Simple Regression model forecasts DFA REAL at 43.81 for the next trading day, with a mean absolute deviation of 0.98 , mean absolute percentage error of 0.02 , and sum of absolute errors of 60.03 .
This represents a tight forecast with good short-term tracking of DFA REAL's price movement. 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 42.89 and upside near 44.72. The moderate spread reflects defined uncertainty around the forecast.
Market Value
44.89
42.89
Downside
43.81
Expected Value
44.72
Upside
Target Odds

Model Predictive Factors

The table below summarizes the Simple 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.
AICAkaike Information Criteria118.4891
BiasArithmetic mean of the errors None
MADMean absolute deviation0.9841
MAPEMean absolute percentage error0.0232
SAESum of the absolute errors60.0307
A positive slope indicates an upward price trend over the selected period; a negative slope indicates a downward trend. The R-squared value measures how well the linear model fits Dfa Real Estate price history — values near 1.0 indicate a strong linear trend, while low values suggest that price movement is not well explained by a simple time-based trend.

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.
Naive Prediction
Simple Exponential Smoothing
Double Exponential Smoothing
Triple Exponential Smoothing
Simple Regression
Polynomial Regression
Simple Moving Average
4 Period Moving Average
8 Period Moving Average
20 Period Moving Average

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 Change1.0
Day Median Price44.89
Day Typical Price44.89
Price Action Indicator0.085
Period Momentum Indicator0.17
Relative Strength Index61.07

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 Deviation0.6779
Semi Deviation0.8588
Standard Deviation0.917
Variance0.8408
Downside Variance1.03
Semi Variance0.7375
Expected Short fall-0.71
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.
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