Dfa Municipal Real Fund Manager Performance Evaluation

DMREX Fund  USD 10.81  0.01  0.09%   
The fund shows a Beta (market volatility) of 0.0088, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Municipal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Municipal is expected to be smaller as well.

Risk-Adjusted Performance

Very Weak

 
Weak
 
Strong
Over the last 90 days Dfa Municipal Real has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong technical and fundamental indicators, Dfa Municipal is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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JavaScript chart by amCharts 3.21.15Dec2025Feb -3-2-10123
JavaScript chart by amCharts 3.21.15Dfa Municipal Real Dfa Municipal Real Dividend Benchmark Dow Jones Industrial
Expense Ratio0.2400
  

Dfa Municipal Relative Risk vs. Return Landscape

If you would invest  1,082  in Dfa Municipal Real on November 26, 2024 and sell it today you would lose (1.00) from holding Dfa Municipal Real or give up 0.09% of portfolio value over 90 days. Dfa Municipal Real is currently producing negative expected returns and takes up 0.1577% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than Dfa, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
JavaScript chart by amCharts 3.21.15CashMarketDMREX 0.00.10.20.30.40.50.60.70.8 -0.05-0.04-0.03-0.02-0.010.000.01
       Risk  
Assuming the 90 days horizon Dfa Municipal is expected to generate 0.22 times more return on investment than the market. However, the company is 4.6 times less risky than the market. It trades about -0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.07 per unit of risk.

Dfa Municipal Current Valuation

Fairly Valued
Today
10.81
10.810.8110.810.810.810.8110.910.85100%
Please note that Dfa Municipal's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Dfa Municipal Real shows a prevailing Real Value of $10.8 per share. The current price of the fund is $10.81. We determine the value of Dfa Municipal Real from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Since Dfa Municipal is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa Municipal's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  10.81 Real  10.8 Hype  10.81 Naive  10.85
The intrinsic value of Dfa Municipal's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Dfa Municipal's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
10.80
Real Value
10.96
Upside
Estimating the potential upside or downside of Dfa Municipal Real helps investors to forecast how Dfa mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Dfa Municipal more accurately as focusing exclusively on Dfa Municipal's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.7010.7610.83
Details
Hype
Prediction
LowEstimatedHigh
10.6510.8110.97
Details
Naive
Forecast
LowNext ValueHigh
10.6910.8511.01
Details

Dfa Municipal Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Municipal's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa Municipal Real, and traders can use it to determine the average amount a Dfa Municipal's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0092

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Negative ReturnsDMREX

Estimated Market Risk

 0.16
  actual daily
1
99% of assets are more volatile

Expected Return

 0.0
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.01
  actual daily
0
Most of other assets perform better
Based on monthly moving average Dfa Municipal is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dfa Municipal by adding Dfa Municipal to a well-diversified portfolio.

Dfa Municipal Fundamentals Growth

Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa Municipal, and Dfa Municipal fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Dfa Mutual Fund performance.

About Dfa Municipal Performance

Evaluating Dfa Municipal's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dfa Municipal has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Dfa Municipal has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks its investment objective by investing primarily in a universe of investment grade municipal securities, including inflation-protected municipal securities, and in derivative instruments to provide inflation protection. It will invest at least 80 percent of its net assets in municipal securities that pay interest exempt from federal income tax. No more than 25 percent of the funds assets will be invested in municipal securities that, at the time of purchase, are rated in the lowest quarter of the investment grade spectrum.

Things to note about Dfa Municipal Real performance evaluation

Checking the ongoing alerts about Dfa Municipal for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa Municipal Real help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Dfa Municipal Real generated a negative expected return over the last 90 days
The fund retains about 6.51% of its assets under management (AUM) in cash
Evaluating Dfa Municipal's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Dfa Municipal's mutual fund performance include:
  • Analyzing Dfa Municipal's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Dfa Municipal's stock is overvalued or undervalued compared to its peers.
  • Examining Dfa Municipal's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Dfa Municipal's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa Municipal's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Dfa Municipal's mutual fund. These opinions can provide insight into Dfa Municipal's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Dfa Municipal's mutual fund performance is not an exact science, and many factors can impact Dfa Municipal's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Dfa Mutual Fund

Dfa Municipal financial ratios help investors to determine whether Dfa Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dfa with respect to the benefits of owning Dfa Municipal security.
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