Dfa Calfrna Shrt Fund Market Value
| DFCMX Fund | USD 10.25 0.00 0.00% |
| Symbol | Dfa |
Dfa Calfrna '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 Calfrna'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 Calfrna.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Dfa Calfrna on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Calfrna Shrt or generate 0.0% return on investment in Dfa Calfrna over 90 days. Dfa Calfrna is related to or competes with Goldman Sachs, Perkins Small, Perkins Small, Palm Valley, Goldman Sachs, and Small Cap. As a fundamental investment policy, under normal market conditions, the Portfolio will invest at least 80 percent of its... More
Dfa Calfrna 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 Calfrna'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 Calfrna Shrt upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.75) | |||
| Maximum Drawdown | 0.1963 | |||
| Potential Upside | 0.098 |
Dfa Calfrna Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Calfrna's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Calfrna's standard deviation. In reality, there are many statistical measures that can use Dfa Calfrna historical prices to predict the future Dfa Calfrna's volatility.| Risk Adjusted Performance | 0.0173 | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.07) |
Dfa Calfrna January 26, 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 | 0.0173 | |||
| Market Risk Adjusted Performance | (0.06) | |||
| Mean Deviation | 0.0239 | |||
| Coefficient Of Variation | 374.73 | |||
| Standard Deviation | 0.0389 | |||
| Variance | 0.0015 | |||
| Information Ratio | (1.75) | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.07) | |||
| Maximum Drawdown | 0.1963 | |||
| Potential Upside | 0.098 | |||
| Skewness | 0.9236 | |||
| Kurtosis | 2.79 |
Dfa Calfrna Shrt Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Calfrna Shrt secures Sharpe Ratio (or Efficiency) of 0.28, which denotes the fund had a 0.28 % return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Dfa Calfrna Shrt, which you can use to evaluate the volatility of the entity. Please confirm Dfa Calfrna's Standard Deviation of 0.0389, mean deviation of 0.0239, and Coefficient Of Variation of 374.73 to check if the risk estimate we provide is consistent with the expected return of 0.0112%. The fund shows a Beta (market volatility) of -0.006, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Calfrna are expected to decrease at a much lower rate. During the bear market, Dfa Calfrna is likely to outperform the market.
Auto-correlation | 0.92 |
Excellent predictability
Dfa Calfrna Shrt has excellent predictability. Overlapping area represents the amount of predictability between Dfa Calfrna time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Dfa Calfrna Shrt price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Dfa Calfrna price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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.Other Information on Investing in Dfa Mutual Fund
Dfa Calfrna 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 Calfrna security.
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