Dimensional Small Cap Etf Key Fundamental Indicators
| DFAS Etf | USD 76.26 2.25 3.04% |
As of the 7th of February, Dimensional Small shows the Downside Deviation of 0.9504, coefficient of variation of 580.97, and Mean Deviation of 0.825. Dimensional Small Cap 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. Please confirm Dimensional Small Cap downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Dimensional Small Cap is priced favorably, providing market reflects its regular price of 76.26 per share.
Dimensional Small'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 Small's valuation are provided below:Dimensional Small Cap 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 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.
Dimensional Small '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 Small'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 Small.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Dimensional Small on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional Small Cap or generate 0.0% return on investment in Dimensional Small over 90 days. Dimensional Small is related to or competes with Dimensional Targeted, Dimensional Marketwide, Dimensional International, Vanguard Pacific, Dimensional International, Vanguard FTSE, and IShares Core. The fund, using a market capitalization weighted approach, is designed to generally purchase a broad and diverse group o... More
Dimensional Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9504 | |||
| Information Ratio | 0.0889 | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 2.31 |
Dimensional Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional Small's standard deviation. In reality, there are many statistical measures that can use Dimensional Small historical prices to predict the future Dimensional Small's volatility.| Risk Adjusted Performance | 0.1412 | |||
| Jensen Alpha | 0.0844 | |||
| Total Risk Alpha | 0.0689 | |||
| Sortino Ratio | 0.1007 | |||
| Treynor Ratio | 0.1535 |
Dimensional Small February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1412 | |||
| Market Risk Adjusted Performance | 0.1635 | |||
| Mean Deviation | 0.825 | |||
| Semi Deviation | 0.741 | |||
| Downside Deviation | 0.9504 | |||
| Coefficient Of Variation | 580.97 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.16 | |||
| Information Ratio | 0.0889 | |||
| Jensen Alpha | 0.0844 | |||
| Total Risk Alpha | 0.0689 | |||
| Sortino Ratio | 0.1007 | |||
| Treynor Ratio | 0.1535 | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 2.31 | |||
| Downside Variance | 0.9033 | |||
| Semi Variance | 0.549 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 0.4283 | |||
| Kurtosis | 0.3813 |
Dimensional Small Cap Backtested Returns
Currently, Dimensional Small Cap is very steady. Dimensional Small Cap secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the etf had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dimensional Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Dimensional Small's Coefficient Of Variation of 580.97, mean deviation of 0.825, and Downside Deviation of 0.9504 to check if the risk estimate we provide is consistent with the expected return of 0.19%. The etf shows a Beta (market volatility) of 1.14, which means a somewhat significant risk relative to the market. Dimensional Small returns are very sensitive to returns on the market. As the market goes up or down, Dimensional Small is expected to follow.
Auto-correlation | 0.73 |
Good predictability
Dimensional Small Cap has good predictability. Overlapping area represents the amount of predictability between Dimensional Small time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 Small Cap price movement. The serial correlation of 0.73 indicates that around 73.0% of current Dimensional Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 2.71 |
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 Small Cap has a Beta of 1.18. This is much higher than that of the Dimensional Fund Advisors family and significantly higher than that of the Small 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 Small'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 Small could also be used in its relative valuation, which is a method of valuing Dimensional Small by comparing valuation metrics of similar companies.Dimensional Small 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 Small's current stock value. Our valuation model uses many indicators to compare Dimensional Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Dimensional Small competition to find correlations between indicators driving Dimensional Small's intrinsic value. More Info.Dimensional Small Cap 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 8.90 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Dimensional Small by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for Dimensional Small
The fund invests 99.97% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Dimensional Small'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.
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dimensional Small will likely underperform.
Dimensional Fundamentals
| Beta | 1.18 | |||
| Total Asset | 4.05 B | |||
| One Year Return | 10.50 % | |||
| Three Year Return | 9.80 % | |||
| Five Year Return | 8.40 % | |||
| Ten Year Return | 11.60 % | |||
| Net Asset | 4.05 B | |||
| Equity Positions Weight | 99.97 % |
About Dimensional Small Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Dimensional Small Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Dimensional Small using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Dimensional Small Cap 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, using a market capitalization weighted approach, is designed to generally purchase a broad and diverse group of securities of U.S. small cap companies. Dimensional is traded on NYSEARCA Exchange in the United States.
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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.