Dimensional Core Equity Etf Alpha and Beta Analysis
| DFAC Etf | USD 36.30 0.24 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dimensional Core Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dimensional Core over a specified time horizon. Remember, high Dimensional Core'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 Core's market risk premium analysis include:
Beta 0.98 | Alpha (0.01) | Risk 0.83 | Sharpe Ratio 0.16 | Expected Return 0.13 |
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 Core Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dimensional Core market risk premium is the additional return an investor will receive from holding Dimensional Core 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 Core. 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 Core's performance over market.| α | -0.0083 | β | 0.98 |
Dimensional Core 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 Core's Buy-and-hold return. Our buy-and-hold chart shows how Dimensional Core performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dimensional Core Market Price Analysis
Market price analysis indicators help investors to evaluate how Dimensional Core 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 Core shares will generate the highest return on investment. By understating and applying Dimensional Core etf market price indicators, traders can identify Dimensional Core position entry and exit signals to maximize returns.
Dimensional Core Return and Market Media
The median price of Dimensional Core for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 34.27 with a coefficient of variation of 2.84. The daily time series for the period is distributed with a sample standard deviation of 0.98, arithmetic mean of 34.35, and mean deviation of 0.77. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Dimensional U.S. Core Equity 2 ETF is Hassell Wealth Management LLCs 6th Largest Position | 09/16/2024 |
2 | Zhang Financial LLC Has 85.20 Million Position in Dimensional U.S. Core Equity 2 ETF | 10/15/2024 |
3 | Melfa Wealth Management Inc. Sells 10,535 Shares of Dimensional U.S. Core Equity 2 ETF | 10/17/2024 |
4 | BetterWealth LLC Boosts Holdings in Dimensional U.S. Core Equity 2 ETF | 10/23/2024 |
5 | Wealth Architects LLC Buys 2,793 Shares of Dimensional U.S. Core Equity 2 ETF | 11/07/2024 |
6 | Dopkins Wealth Management LLC Lowers Stock Position in Dimensional U.S. Core Equity 2 ETF | 11/14/2024 |
About Dimensional Core 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 Core Equity 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 Core 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 Core's short interest history, or implied volatility extrapolated from Dimensional Core options trading.
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Check out Dimensional Core Backtesting, Portfolio Optimization, Dimensional Core Correlation, Dimensional Core Hype Analysis, Dimensional Core Volatility, Dimensional Core History and analyze Dimensional Core Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Dimensional Core 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.