Dimensional Etf Trust Etf Key Fundamental Indicators
| DFIP Etf | USD 41.86 0.01 0.02% |
As of the 6th of February, Dimensional ETF shows the Coefficient Of Variation of 3755.93, mean deviation of 0.1464, and Downside Deviation of 0.203. Dimensional ETF Trust 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.
Analyzing historical trends in various income statement and balance sheet accounts from Dimensional ETF's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Dimensional ETF's valuation are summarized below:Dimensional ETF Trust 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 |
Dimensional ETF Trust's market price often diverges from its book value, the accounting figure shown on Dimensional's balance sheet. Smart investors calculate Dimensional ETF's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Dimensional ETF's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Dimensional ETF's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional ETF should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Dimensional ETF's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Dimensional ETF '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 ETF'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 ETF.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Dimensional ETF on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional ETF Trust or generate 0.0% return on investment in Dimensional ETF over 90 days. Dimensional ETF is related to or competes with SPDR Portfolio, Innovator, WisdomTree International, ALPS ETF, Principal Small, Goldman Sachs, and Innovator Equity. Under normal circumstances, at least 80 percent of the Portfolios net assets will be invested in inflation-protected sec... More
Dimensional ETF 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 ETF'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 ETF Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.203 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 0.8379 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.3133 |
Dimensional ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional ETF's standard deviation. In reality, there are many statistical measures that can use Dimensional ETF historical prices to predict the future Dimensional ETF's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | (0.11) |
Dimensional ETF February 6, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.10) | |||
| Mean Deviation | 0.1464 | |||
| Semi Deviation | 0.1719 | |||
| Downside Deviation | 0.203 | |||
| Coefficient Of Variation | 3755.93 | |||
| Standard Deviation | 0.1833 | |||
| Variance | 0.0336 | |||
| Information Ratio | (0.22) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | (0.11) | |||
| Maximum Drawdown | 0.8379 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.3133 | |||
| Downside Variance | 0.0412 | |||
| Semi Variance | 0.0295 | |||
| Expected Short fall | (0.15) | |||
| Skewness | (0.07) | |||
| Kurtosis | (0.25) |
Dimensional ETF Trust Backtested Returns
Currently, Dimensional ETF Trust is very steady. Dimensional ETF Trust secures Sharpe Ratio (or Efficiency) of 0.0368, which denotes the etf had a 0.0368 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dimensional ETF Trust, which you can use to evaluate the volatility of the entity. Please confirm Dimensional ETF's Downside Deviation of 0.203, mean deviation of 0.1464, and Coefficient Of Variation of 3755.93 to check if the risk estimate we provide is consistent with the expected return of 0.0065%. The etf shows a Beta (market volatility) of 0.0448, which means not very significant fluctuations relative to the market. As returns on the market increase, Dimensional ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional ETF is expected to be smaller as well.
Auto-correlation | -0.47 |
Modest reverse predictability
Dimensional ETF Trust has modest reverse predictability. Overlapping area represents the amount of predictability between Dimensional ETF time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 ETF Trust price movement. The serial correlation of -0.47 indicates that about 47.0% of current Dimensional ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 ETF Trust has a Beta of 0.78. This is much higher than that of the Dimensional Fund Advisors family and significantly higher than that of the Inflation-Protected Bond 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 ETF'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 ETF could also be used in its relative valuation, which is a method of valuing Dimensional ETF by comparing valuation metrics of similar companies.Dimensional ETF 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 ETF's current stock value. Our valuation model uses many indicators to compare Dimensional ETF value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Dimensional ETF competition to find correlations between indicators driving Dimensional ETF's intrinsic value. More Info.Dimensional ETF Trust 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 8.59 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Dimensional ETF 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.As returns on the market increase, Dimensional ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional ETF is expected to be smaller as well.
Dimensional Fundamentals
| Beta | 0.78 | |||
| Total Asset | 238.81 M | |||
| One Year Return | 6.70 % | |||
| Three Year Return | 3.80 % | |||
| Net Asset | 238.81 M |
About Dimensional ETF Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Dimensional ETF Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Dimensional ETF using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Dimensional ETF Trust 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.Under normal circumstances, at least 80 percent of the Portfolios net assets will be invested in inflation-protected securities. Dimensional Inflation-Protec is traded on NYSEARCA Exchange in the United States.
Pair Trading with Dimensional ETF
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dimensional ETF position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dimensional ETF will appreciate offsetting losses from the drop in the long position's value.Moving together with Dimensional Etf
| 0.99 | TIP | iShares TIPS Bond | PairCorr |
| 0.64 | SPIP | SPDR Portfolio TIPS | PairCorr |
| 0.84 | JCPI | JPMorgan Inflation | PairCorr |
The ability to find closely correlated positions to Dimensional ETF could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dimensional ETF when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dimensional ETF - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dimensional ETF Trust to buy it.
The correlation of Dimensional ETF is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dimensional ETF moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dimensional ETF Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dimensional ETF can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Dimensional ETF Trust's market price often diverges from its book value, the accounting figure shown on Dimensional's balance sheet. Smart investors calculate Dimensional ETF's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Dimensional ETF's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Dimensional ETF's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional ETF should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Dimensional ETF's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.