Dimensional Core Equity Etf Key Fundamental Indicators
| DFAC Etf | USD 40.81 0.02 0.05% |
As of the 17th of February 2026, Dimensional Core shows the Mean Deviation of 0.5653, coefficient of variation of 1102.59, and Downside Deviation of 0.8032. Dimensional Core Equity technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices.
Dimensional Core's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Dimensional Core's valuation are provided below:Dimensional Core Equity does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Dimensional | Build AI portfolio with Dimensional Etf |
The market value of Dimensional Core Equity 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 Core's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Core's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Dimensional Core's market value can be influenced by many factors that don't directly affect Dimensional Core'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 Core's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional Core should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Dimensional Core's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Dimensional Core 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dimensional Core's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dimensional Core.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Dimensional Core on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional Core Equity or generate 0.0% return on investment in Dimensional Core over 90 days. Dimensional Core is related to or competes with SPDR Dow, Vanguard Small, Vanguard Small, Schwab Broad, IShares SP, Health Care, and Dimensional Equity. The fund is designed to purchase a broad and diverse group of securities of U.S More
Dimensional Core Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dimensional Core's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Dimensional Core Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8032 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.3 |
Dimensional Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional Core's standard deviation. In reality, there are many statistical measures that can use Dimensional Core historical prices to predict the future Dimensional Core's volatility.| Risk Adjusted Performance | 0.0726 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | 0.0025 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0696 |
Dimensional Core February 17, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0726 | |||
| Market Risk Adjusted Performance | 0.0796 | |||
| Mean Deviation | 0.5653 | |||
| Semi Deviation | 0.7137 | |||
| Downside Deviation | 0.8032 | |||
| Coefficient Of Variation | 1102.59 | |||
| Standard Deviation | 0.7599 | |||
| Variance | 0.5774 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | 0.0025 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0696 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.3 | |||
| Downside Variance | 0.6451 | |||
| Semi Variance | 0.5094 | |||
| Expected Short fall | (0.59) | |||
| Skewness | (0.14) | |||
| Kurtosis | 0.7875 |
Dimensional Core Equity Backtested Returns
At this point, Dimensional Core is very steady. Dimensional Core Equity secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the etf had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dimensional Core Equity, which you can use to evaluate the volatility of the entity. Please confirm Dimensional Core's Coefficient Of Variation of 1102.59, mean deviation of 0.5653, and Downside Deviation of 0.8032 to check if the risk estimate we provide is consistent with the expected return of 0.12%. The etf shows a Beta (market volatility) of 0.85, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dimensional Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional Core is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Dimensional Core Equity has modest predictability. Overlapping area represents the amount of predictability between Dimensional Core time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dimensional Core Equity price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Dimensional Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Dimensional Core Equity has a Beta of 1.05. This is much higher than that of the Dimensional Fund Advisors family and significantly higher than that of the Large Blend category. The beta for all United States etfs is notably lower than that of the firm.
Dimensional Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Dimensional Core's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Dimensional Core could also be used in its relative valuation, which is a method of valuing Dimensional Core by comparing valuation metrics of similar companies.Dimensional Core is currently under evaluation in beta as compared to similar ETFs.
Dimensional Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Dimensional Core's current stock value. Our valuation model uses many indicators to compare Dimensional Core value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Dimensional Core competition to find correlations between indicators driving Dimensional Core's intrinsic value. More Info.Dimensional Core Equity is one of the top ETFs in beta as compared to similar ETFs. It also is one of the top ETFs in one year return as compared to similar ETFs reporting about 13.90 of One Year Return per Beta. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Dimensional Core's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Dimensional Core
The fund invests 99.99% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Dimensional Core's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Dimensional Core returns are very sensitive to returns on the market. As the market goes up or down, Dimensional Core is expected to follow.
Dimensional Fundamentals
| Beta | 1.05 | |||
| Total Asset | 15.42 B | |||
| One Year Return | 14.60 % | |||
| Three Year Return | 17.30 % | |||
| Five Year Return | 11.90 % | |||
| Ten Year Return | 14.40 % | |||
| Net Asset | 15.42 B | |||
| Equity Positions Weight | 99.99 % |
About Dimensional Core Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Dimensional Core Equity's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Dimensional Core using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Dimensional Core Equity based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund is designed to purchase a broad and diverse group of securities of U.S. companies. Dimensional is traded on NYSEARCA Exchange in the United States.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Dimensional Core Equity is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Dimensional Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Dimensional Core Equity Etf. Highlighted below are key reports to facilitate an investment decision about Dimensional Core Equity Etf:Check out You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
The market value of Dimensional Core Equity 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 Core's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Core's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Dimensional Core's market value can be influenced by many factors that don't directly affect Dimensional Core'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 Core's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional Core should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Dimensional Core's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.