Dimensional Targeted Value Etf Market Value
| DFAT Etf | USD 63.36 0.98 1.52% |
| 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. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. 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.
Please note, there is a significant difference between Dimensional Targeted's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional Targeted is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional Targeted'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 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.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Dimensional Targeted on October 30, 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 | 0.9091 | |||
| Information Ratio | 0.0662 | |||
| 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 | 0.1084 | |||
| Jensen Alpha | 0.1128 | |||
| Total Risk Alpha | 0.0407 | |||
| Sortino Ratio | 0.0746 | |||
| Treynor Ratio | 0.3916 |
Dimensional Targeted January 28, 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 | 0.1084 | |||
| Market Risk Adjusted Performance | 0.4016 | |||
| Mean Deviation | 0.7446 | |||
| Semi Deviation | 0.6689 | |||
| Downside Deviation | 0.9091 | |||
| Coefficient Of Variation | 696.72 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.05 | |||
| Information Ratio | 0.0662 | |||
| Jensen Alpha | 0.1128 | |||
| Total Risk Alpha | 0.0407 | |||
| Sortino Ratio | 0.0746 | |||
| Treynor Ratio | 0.3916 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 2.37 | |||
| Downside Variance | 0.8266 | |||
| Semi Variance | 0.4475 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 0.6718 | |||
| Kurtosis | 1.19 |
Dimensional Targeted Backtested Returns
Currently, Dimensional Targeted Value is very steady. Dimensional Targeted secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the etf had a 0.19 % 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 Coefficient Of Variation of 696.72, downside deviation of 0.9091, and Mean Deviation of 0.7446 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 | 0.78 |
Good predictability
Dimensional Targeted Value has good predictability. Overlapping area represents the amount of predictability between Dimensional Targeted time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 0.78 indicates that around 78.0% of current Dimensional Targeted price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 2.0 |
Thematic Opportunities
Explore Investment Opportunities
Check out Dimensional Targeted Correlation, Dimensional Targeted Volatility and Dimensional Targeted Alpha and Beta module to complement your research on Dimensional Targeted. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
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.