Dimensional Core Equity Etf Market Value
| DFAC Etf | USD 40.68 0.22 0.54% |
| Symbol | Dimensional |
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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Dimensional Core on November 2, 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 | 0.7895 | |||
| Information Ratio | 0.0196 | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (1.32) | |||
| 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 | 0.0759 | |||
| Jensen Alpha | 0.0213 | |||
| Total Risk Alpha | 0.0145 | |||
| Sortino Ratio | 0.0179 | |||
| Treynor Ratio | 0.0761 |
Dimensional Core January 31, 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 | 0.0759 | |||
| Market Risk Adjusted Performance | 0.0861 | |||
| Mean Deviation | 0.5515 | |||
| Semi Deviation | 0.6672 | |||
| Downside Deviation | 0.7895 | |||
| Coefficient Of Variation | 956.01 | |||
| Standard Deviation | 0.7212 | |||
| Variance | 0.5202 | |||
| Information Ratio | 0.0196 | |||
| Jensen Alpha | 0.0213 | |||
| Total Risk Alpha | 0.0145 | |||
| Sortino Ratio | 0.0179 | |||
| Treynor Ratio | 0.0761 | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.3 | |||
| Downside Variance | 0.6234 | |||
| Semi Variance | 0.4452 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.38) | |||
| Kurtosis | 0.2647 |
Dimensional Core Equity Backtested Returns
At this point, Dimensional Core is very steady. Dimensional Core Equity secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the etf had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dimensional Core Equity, which you can use to evaluate the volatility of the entity. Please confirm Dimensional Core's Downside Deviation of 0.7895, mean deviation of 0.5515, and Coefficient Of Variation of 956.01 to check if the risk estimate we provide is consistent with the expected return of 0.0743%. The etf shows a Beta (market volatility) of 0.86, which means possible diversification benefits within a given portfolio. Dimensional Core returns are very sensitive to returns on the market. As the market goes up or down, Dimensional Core is expected to follow.
Auto-correlation | 0.47 |
Average predictability
Dimensional Core Equity has average predictability. Overlapping area represents the amount of predictability between Dimensional Core time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 0.47 indicates that about 47.0% of current Dimensional Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
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 Dimensional Core Correlation, Dimensional Core Volatility and Dimensional Core Performance module to complement your research on Dimensional Core. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Dimensional Core technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.