Dimensional Small Cap Etf Market Outlook
| DFAS Etf | USD 75.53 0.14 0.19% |
Slightly above 56% of Dimensional Small's investor base is looking to short. The current sentiment regarding investing in Dimensional Small Cap etf implies that many traders are alarmed. Dimensional Small's investing sentiment can be driven by a variety of factors including economic data, Dimensional Small's earnings reports, geopolitical events, and overall market trends.
Comfort Level 44
Impartial
Panic | Confidence |
Today, several news technology companies offer sentiment data to assist traders in manufacturing news sentiment indicators for investment decisions. We partner with these technology firms in helping retail investors build forecasting models that use Dimensional Small's input sentiment indicators derived from textual data and news published on major financial information outlets and social sites. These indicators can be used to analyze time-dependent numerical information representing public perception toward Dimensional Small Cap.
News SentimentNeutral | Hype SentimentBearish | Insider SentimentWaiting |
Given the investment horizon of 90 days and your above-average risk tolerance, our recommendation regarding Dimensional Small Cap is 'Strong Buy'. A buy or sell recommendation is an automated directive regarding whether to purchase or sell Dimensional Small Cap given historical horizon and risk tolerance. When we issue a 'buy' or 'sell' recommendation for Dimensional Small Cap, the advice is generated through an automated system that utilizes algorithms and statistical models.
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Execute Dimensional Small Advice
The Dimensional recommendation should be used to complement the investment advice compiled from the current analysts' consensus on Dimensional Small Cap. Macroaxis does not own or have any residual interests in Dimensional Small Cap or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Dimensional Small's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Buy
Market Performance | Solid | Details | |
Volatility | Very steady | Details | |
Hype Condition | Low key | Details | |
Current Valuation | Undervalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Almost mirrors the market | Details | |
Investor Sentiment | Alarmed | Details | |
Analyst Consensus | Not Available | Details | |
Financial Leverage | Not Rated | Details |
For the selected time horizon Dimensional Small Cap has a Risk Adjusted Performance of 0.1227, Jensen Alpha of 0.1009, Total Risk Alpha of 0.0932, Sortino Ratio of 0.1163 and Treynor Ratio of 0.1301Macroaxis provides unbiased investment recommendation on Dimensional Small Cap that should be used to complement current analysts and expert consensus on Dimensional Small Cap. Our trade advice engine determines the etf's potential to grow exclusively from the perspective of an investors' current risk tolerance and investing horizon. Please use Dimensional Small five year return to make buy, hold, or sell decision on Dimensional Small Cap.
Dimensional Small Trading Alerts and Improvement Suggestions
| Latest headline from thelincolnianonline.com: Dimensional U.S. Small Cap ETF Hits New 1-Year High Time to Buy | |
| The fund retains 99.97% of its assets under management (AUM) in equities |
Dimensional Small Returns Distribution Density
The distribution of Dimensional Small's historical returns is an attempt to chart the uncertainty of Dimensional Small's future price movements. The chart of the probability distribution of Dimensional Small daily returns describes the distribution of returns around its average expected value. We use Dimensional Small Cap price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Dimensional Small returns is essential to provide solid investment analysis for Dimensional Small.
| Mean Return | 0.16 | Value At Risk | -1.52 | Potential Upside | 2.31 | Standard Deviation | 1.06 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Dimensional Small historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Dimensional Small Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Dimensional Small or Dimensional Fund Advisors sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Dimensional Small's price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Dimensional etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over Dow Jones | 0.10 | |
β | Beta against Dow Jones | 1.16 | |
σ | Overall volatility | 1.03 | |
Ir | Information ratio | 0.10 |
Dimensional Small Volatility Alert
Dimensional Small Cap has low volatility with Treynor Ratio of 0.13, Maximum Drawdown of 4.7 and kurtosis of 0.63. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Dimensional Small's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Dimensional Small's etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Dimensional Small Fundamentals Vs Peers
Comparing Dimensional Small's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Dimensional Small's direct or indirect competition across all of the common fundamentals between Dimensional Small and the related equities. This way, we can detect undervalued stocks with similar characteristics as Dimensional Small or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of Dimensional Small's fundamental indicators could also be used in its relative valuation, which is a method of valuing Dimensional Small by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Dimensional Small to competition |
| Fundamentals | Dimensional Small | Peer Average |
| Beta | 1.18 | |
| One Year Return | 14.60 % | (0.97) % |
| Three Year Return | 11.20 % | 3.23 % |
| Five Year Return | 8.20 % | 1.12 % |
| Ten Year Return | 11.70 % | 1.20 % |
| Net Asset | 4.05 B | 2.29 B |
| Equity Positions Weight | 99.97 % | 52.82 % |
Dimensional Small Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Dimensional . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 11838.13 | |||
| Daily Balance Of Power | (0.10) | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 75.37 | |||
| Day Typical Price | 75.42 | |||
| Price Action Indicator | 0.09 | |||
| Period Momentum Indicator | (0.14) |
About Dimensional Small Buy or Sell Advice
When is the right time to buy or sell Dimensional Small Cap? Buying financial instruments such as Dimensional Etf isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
Use Investing Ideas to Build Portfolios
In addition to having Dimensional Small in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
Run Recycling Thematic Idea Now
Recycling
West management companies as well as entities specializing in pollution control and recycling. The Recycling theme has 40 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Recycling Theme or any other thematic opportunities.
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Check out Dimensional Small Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for multiple equity instruments, please use the Instant Ratings tool. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
The market value of Dimensional Small Cap is measured differently than its book value, which is the value of Dimensional that is recorded on the company's balance sheet. Investors also form their own opinion of Dimensional Small's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Small's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Dimensional Small's market value can be influenced by many factors that don't directly affect Dimensional Small's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Dimensional Small's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional Small should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Dimensional Small's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.