Dfa Intl Core Fund Market Value
| CDFPX Fund | USD 29.57 0.36 1.20% |
| Symbol | Dfa |
It's important to distinguish between Dfa Intl's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dfa Intl should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Dfa Intl's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Dfa Intl '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 Dfa Intl'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 Dfa Intl.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Dfa Intl on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Intl Core or generate 0.0% return on investment in Dfa Intl over 90 days. Dfa Intl is related to or competes with Us Government, Us Government, Us Government, Dunham Porategovernment, Short-term Government, Vanguard Intermediate-ter, and Federated Government. Dfa Intl is entity of United States. It is traded as Fund on NMFQS exchange. More
Dfa Intl 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 Dfa Intl'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 Dfa Intl Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.85 | |||
| Information Ratio | 0.0904 | |||
| Maximum Drawdown | 3.23 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.21 |
Dfa Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Intl's standard deviation. In reality, there are many statistical measures that can use Dfa Intl historical prices to predict the future Dfa Intl's volatility.| Risk Adjusted Performance | 0.1698 | |||
| Jensen Alpha | 0.0981 | |||
| Total Risk Alpha | 0.0734 | |||
| Sortino Ratio | 0.0785 | |||
| Treynor Ratio | 0.2418 |
Dfa Intl February 9, 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 | 0.1698 | |||
| Market Risk Adjusted Performance | 0.2518 | |||
| Mean Deviation | 0.5858 | |||
| Semi Deviation | 0.6171 | |||
| Downside Deviation | 0.85 | |||
| Coefficient Of Variation | 472.07 | |||
| Standard Deviation | 0.7381 | |||
| Variance | 0.5448 | |||
| Information Ratio | 0.0904 | |||
| Jensen Alpha | 0.0981 | |||
| Total Risk Alpha | 0.0734 | |||
| Sortino Ratio | 0.0785 | |||
| Treynor Ratio | 0.2418 | |||
| Maximum Drawdown | 3.23 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.7225 | |||
| Semi Variance | 0.3808 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.48) | |||
| Kurtosis | (0.04) |
Dfa Intl Core Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Intl Core secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the fund had a 0.2 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Dfa Intl Core, which you can use to evaluate the volatility of the entity. Please confirm Dfa Intl's Mean Deviation of 0.5858, downside deviation of 0.85, and Semi Deviation of 0.6171 to check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of 0.61, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Intl is expected to be smaller as well.
Auto-correlation | 0.69 |
Good predictability
Dfa Intl Core has good predictability. Overlapping area represents the amount of predictability between Dfa Intl time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Dfa Intl Core price movement. The serial correlation of 0.69 indicates that around 69.0% of current Dfa Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
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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 Dfa Mutual Fund
Dfa Intl 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 Intl security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |