Dfa Short Term Extended Fund Market Value
| DFEQX Fund | USD 10.43 0.01 0.1% |
| Symbol | Dfa |
Dfa Short-term '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 Short-term'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 Short-term.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Dfa Short-term on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Short Term Extended or generate 0.0% return on investment in Dfa Short-term over 150 days. Dfa Short-term is related to or competes with Neuberger Berman, Vanguard Reit, Real Estate, Columbia Real, Vy(r) Clarion, and Nexpoint Real. As a non-fundamental policy, under normal circumstances, the Portfolio will invest at least 80 percent of its net assets... More
Dfa Short-term 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 Short-term'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 Short Term Extended upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (2.00) | |||
| Maximum Drawdown | 0.0972 | |||
| Potential Upside | 0.0969 |
Dfa Short-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Short-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Short-term's standard deviation. In reality, there are many statistical measures that can use Dfa Short-term historical prices to predict the future Dfa Short-term's volatility.| Risk Adjusted Performance | 0.2301 | |||
| Jensen Alpha | 0.0102 | |||
| Total Risk Alpha | 0.0062 | |||
| Treynor Ratio | 3.88 |
Dfa Short Term Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Short Term secures Sharpe Ratio (or Efficiency) of 0.52, which denotes the fund had a 0.52 % return per unit of standard deviation over the last 3 months. We have found twenty technical indicators for Dfa Short Term Extended, which you can use to evaluate the volatility of the entity. Please confirm Dfa Short-term's Standard Deviation of 0.0398, mean deviation of 0.0323, and Coefficient Of Variation of 194.2 to check if the risk estimate we provide is consistent with the expected return of 0.0209%. The fund shows a Beta (market volatility) of 0.0027, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Short-term's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Short-term is expected to be smaller as well.
Auto-correlation | 0.98 |
Excellent predictability
Dfa Short Term Extended has excellent predictability. Overlapping area represents the amount of predictability between Dfa Short-term time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 2025. 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 Short Term price movement. The serial correlation of 0.98 indicates that 98.0% of current Dfa Short-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.98 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dfa Short Term lagged returns against current returns
Autocorrelation, which is Dfa Short-term mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Dfa Short-term's mutual fund expected returns. We can calculate the autocorrelation of Dfa Short-term returns to help us make a trade decision. For example, suppose you find that Dfa Short-term has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Dfa Short-term regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Dfa Short-term mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Short-term mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dfa Short-term mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Short-term Lagged Returns
When evaluating Dfa Short-term's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Short-term mutual fund have on its future price. Dfa Short-term autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Dfa Short-term autocorrelation shows the relationship between Dfa Short-term mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Short Term Extended.
Regressed Prices |
| Timeline |
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 Short-term 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 Short-term security.
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