Dfa World Ex Fund Manager Performance Evaluation
| DWUSX Fund | USD 14.71 0.03 0.20% |
The fund shows a Beta (market volatility) of 0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa World's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa World is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Dfa World Ex has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Dfa World is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.4800 |
Dfa |
Dfa World Relative Risk vs. Return Landscape
If you would invest 1,478 in Dfa World Ex on September 4, 2024 and sell it today you would lose (7.00) from holding Dfa World Ex or give up 0.47% of portfolio value over 90 days. Dfa World Ex is currently producing negative expected returns and takes up 0.7541% volatility of returns over 90 trading days. Put another way, 6% 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 |
| Risk |
Dfa World Current Valuation
Fairly Valued
Today
Please note that Dfa World's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Dfa World Ex shows a prevailing Real Value of $14.78 per share. The current price of the fund is $14.71. We determine the value of Dfa World Ex 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 World is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa World'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 14.71 | Real 14.78 | Hype 14.71 | Naive 14.75 |
The intrinsic value of Dfa World'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 World'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.
Estimating the potential upside or downside of Dfa World Ex 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 World more accurately as focusing exclusively on Dfa World's fundamentals will not take into account other important factors: Dfa World Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa World's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa World Ex, and traders can use it to determine the average amount a Dfa World'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 = -0.0061
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DWUSX |
Estimated Market Risk
| 0.75 actual daily | 6 94% 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 World 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 World by adding Dfa World to a well-diversified portfolio.
Dfa World Fundamentals Growth
Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa World, and Dfa World 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.
| Price To Earning | 11.37 X | ||||
| Price To Book | 0.89 X | ||||
| Price To Sales | 0.52 X | ||||
| Total Asset | 736.07 M | ||||
About Dfa World Performance
Evaluating Dfa World's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dfa World 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 World 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 Portfolio is designed to provide exposure to a broad and diverse portfolio of securities of non-U.S. companies, with a focus on small and mid-cap value companies with higher profitability, associated with countries with developed and emerging markets, which may include frontier markets , authorized for investment by the Advisors Investment Committee .Things to note about Dfa World Ex performance evaluation
Checking the ongoing alerts about Dfa World for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa World Ex help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Dfa World Ex generated a negative expected return over the last 90 days | |
| The fund retains 98.17% of its assets under management (AUM) in equities |
- Analyzing Dfa World'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 World's stock is overvalued or undervalued compared to its peers.
- Examining Dfa World'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 World's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa World's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Dfa World's mutual fund. These opinions can provide insight into Dfa World's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Dfa Mutual Fund
Dfa World 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 World security.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. |