Dimensional Targeted Value Etf Market Value
| DFAT Etf | USD 63.42 0.21 0.33% |
| Symbol | Dimensional |
The market value of Dimensional Targeted 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 Targeted's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Targeted'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 Targeted's market value can be influenced by many factors that don't directly affect Dimensional Targeted'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 Targeted's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional Targeted should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Dimensional Targeted's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Dimensional Targeted '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 Targeted'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 Targeted.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Dimensional Targeted on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional Targeted Value or generate 0.0% return on investment in Dimensional Targeted over 90 days. Dimensional Targeted is related to or competes with Dimensional Small, Dimensional Marketwide, Dimensional International, Schwab Emerging, Vanguard International, Vanguard FTSE, and Vanguard Pacific. As a non-fundamental policy, under normal circumstances, the fund will invest at least 80 percent of its net assets in s... More
Dimensional Targeted 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 Targeted'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 Targeted Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8875 | |||
| Information Ratio | 0.0753 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 2.37 |
Dimensional Targeted Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Targeted's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional Targeted's standard deviation. In reality, there are many statistical measures that can use Dimensional Targeted historical prices to predict the future Dimensional Targeted's volatility.| Risk Adjusted Performance | 0.1012 | |||
| Jensen Alpha | 0.1103 | |||
| Total Risk Alpha | 0.0561 | |||
| Sortino Ratio | 0.0865 | |||
| Treynor Ratio | 0.3695 |
Dimensional Targeted January 30, 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 | 0.1012 | |||
| Market Risk Adjusted Performance | 0.3795 | |||
| Mean Deviation | 0.7329 | |||
| Semi Deviation | 0.6592 | |||
| Downside Deviation | 0.8875 | |||
| Coefficient Of Variation | 738.16 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0753 | |||
| Jensen Alpha | 0.1103 | |||
| Total Risk Alpha | 0.0561 | |||
| Sortino Ratio | 0.0865 | |||
| Treynor Ratio | 0.3695 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 2.37 | |||
| Downside Variance | 0.7876 | |||
| Semi Variance | 0.4345 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 0.7091 | |||
| Kurtosis | 1.3 |
Dimensional Targeted Backtested Returns
Currently, Dimensional Targeted Value is not too volatile. Dimensional Targeted 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 thirty technical indicators for Dimensional Targeted Value, which you can use to evaluate the volatility of the entity. Please confirm Dimensional Targeted's Mean Deviation of 0.7329, downside deviation of 0.8875, and Coefficient Of Variation of 738.16 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 0.35, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dimensional Targeted's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional Targeted is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Dimensional Targeted Value has very good predictability. Overlapping area represents the amount of predictability between Dimensional Targeted time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Targeted price movement. The serial correlation of 0.84 indicates that around 84.0% of current Dimensional Targeted price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 2.1 |
Thematic Opportunities
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Check out Dimensional Targeted Correlation, Dimensional Targeted Volatility and Dimensional Targeted Performance module to complement your research on Dimensional Targeted. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Dimensional Targeted 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.