Japanese Small Pany Fund Key Fundamental Indicators
| DFJSX Fund | USD 32.46 0.12 0.37% |
As of the 18th of February 2026, Japanese Small retains the Risk Adjusted Performance of 0.2378, downside deviation of 0.7634, and Market Risk Adjusted Performance of 0.4968. Japanese Small technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Japanese 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 Japanese Small's valuation are provided below:Japanese Small Pany does not presently have any fundamental trends 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. Japanese |
Japanese 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 Japanese Small's mutual fund 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 Japanese Small.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Japanese Small on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Japanese Small Pany or generate 0.0% return on investment in Japanese Small over 90 days. Japanese Small is related to or competes with Intal High, Dfa International, Dfa Inflation, Dfa International, Dfa International, Dfa Mn, and Dfa Municipal. The Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corres... More
Japanese 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 Japanese Small's mutual fund 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 Japanese Small Pany upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7634 | |||
| Information Ratio | 0.2402 | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.92 |
Japanese Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japanese Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Japanese Small's standard deviation. In reality, there are many statistical measures that can use Japanese Small historical prices to predict the future Japanese Small's volatility.| Risk Adjusted Performance | 0.2378 | |||
| Jensen Alpha | 0.2423 | |||
| Total Risk Alpha | 0.2156 | |||
| Sortino Ratio | 0.2918 | |||
| Treynor Ratio | 0.4868 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Japanese Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Japanese Small February 18, 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 | 0.2378 | |||
| Market Risk Adjusted Performance | 0.4968 | |||
| Mean Deviation | 0.7118 | |||
| Semi Deviation | 0.4708 | |||
| Downside Deviation | 0.7634 | |||
| Coefficient Of Variation | 336.26 | |||
| Standard Deviation | 0.9274 | |||
| Variance | 0.86 | |||
| Information Ratio | 0.2402 | |||
| Jensen Alpha | 0.2423 | |||
| Total Risk Alpha | 0.2156 | |||
| Sortino Ratio | 0.2918 | |||
| Treynor Ratio | 0.4868 | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.92 | |||
| Downside Variance | 0.5828 | |||
| Semi Variance | 0.2217 | |||
| Expected Short fall | (0.87) | |||
| Skewness | 0.5162 | |||
| Kurtosis | 1.1 |
Japanese Small Pany Backtested Returns
Japanese Small appears to be very steady, given 3 months investment horizon. Japanese Small Pany holds Efficiency (Sharpe) Ratio of 0.41, which attests that the entity had a 0.41 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Japanese Small Pany, which you can use to evaluate the volatility of the entity. Please utilize Japanese Small's Downside Deviation of 0.7634, market risk adjusted performance of 0.4968, and Risk Adjusted Performance of 0.2378 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Japanese Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Japanese Small is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Japanese Small Pany has very good predictability. Overlapping area represents the amount of predictability between Japanese Small time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Japanese Small Pany price movement. The serial correlation of 0.8 indicates that around 80.0% of current Japanese Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Small firms, start-ups, or companies with high growth potential typically do not pay out dividends or distribute a lot of their profits. These companies will have small yield. Alternatively, more established companies, ETFs, and funds that invest in bonds will have higher yields.
| Competition |
In accordance with the recently published financial statements, Japanese Small Pany has an Annual Yield of 0.0329%. This is much higher than that of the Dimensional Fund Advisors family and significantly higher than that of the Japan Stock category. The annual yield for all United States funds is notably lower than that of the firm.
Japanese Small Pany Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Japanese Small's current stock value. Our valuation model uses many indicators to compare Japanese Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Japanese Small competition to find correlations between indicators driving Japanese Small's intrinsic value. More Info.Japanese Small Pany is one of the top funds in price to earning among similar funds. It also is one of the top funds in price to book among similar funds fabricating about 0.07 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Japanese Small Pany is roughly 14.81 . 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 Japanese Small's earnings, one of the primary drivers of an investment's value.Japanese Annual Yield Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Japanese Small's direct or indirect competition against its Annual Yield to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Japanese Small could also be used in its relative valuation, which is a method of valuing Japanese Small by comparing valuation metrics of similar companies.Japanese Small is currently under evaluation in annual yield among similar funds.
Japanese Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Japanese Small's current stock value. Our valuation model uses many indicators to compare Japanese Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Japanese Small competition to find correlations between indicators driving Japanese Small's intrinsic value. More Info.Japanese Small Pany is one of the top funds in price to earning among similar funds. It also is one of the top funds in price to book among similar funds fabricating about 0.07 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Japanese Small Pany is roughly 14.81 . 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 Japanese Small's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Japanese Small
The fund invests 99.92% of asset under management in tradable equity instruments, with the rest of investments concentrated in cash (0.08%) .Asset allocation divides Japanese 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.
Japanese Fundamentals
| Price To Earning | 13.18 X | ||||
| Price To Book | 0.89 X | ||||
| Price To Sales | 0.44 X | ||||
| Total Asset | 363.24 M | ||||
| Annual Yield | 0.03 % | ||||
| Year To Date Return | 15.08 % | ||||
| One Year Return | 46.47 % | ||||
| Three Year Return | 21.32 % | ||||
| Five Year Return | 9.49 % | ||||
| Ten Year Return | 7.68 % | ||||
| Net Asset | 689.24 M | ||||
| Last Dividend Paid | 0.54 | ||||
| Cash Position Weight | 0.08 % | ||||
| Equity Positions Weight | 99.92 % |
About Japanese Small Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Japanese Small Pany's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Japanese Small using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Japanese Small Pany based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, 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 Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corresponding master fund, the Japanese Small Company Series of the DFA Investment Trust Company , which has the same investment objective and policies as the Portfolio. As a non-fundamental policy, under normal circumstances, the Japanese Small Company Series will invest at least 80 percent of its net assets in securities of Japanese small companies.
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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.Other Information on Investing in Japanese Mutual Fund
Japanese Small financial ratios help investors to determine whether Japanese 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 Japanese with respect to the benefits of owning Japanese Small security.
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