Dfa Emerging Markets Fund Market Value
| DFESX Fund | USD 14.63 0.09 0.61% |
| Symbol | Dfa |
Dfa Emerging '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 Emerging'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 Emerging.
| 02/07/2024 |
| 02/01/2025 |
If you would invest 0.00 in Dfa Emerging on February 7, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Emerging Markets or generate 0.0% return on investment in Dfa Emerging over 360 days. Dfa Emerging is related to or competes with Fidelity Advisor, Great West, Invesco Gold, Gabelli Gold, Precious Metals, Gold And, and Franklin Gold. The fund will invest at least 80 percent of its net assets in emerging markets equity securities that are defined in the... More
Dfa Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 3.32 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 0.9838 |
Dfa Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Emerging's standard deviation. In reality, there are many statistical measures that can use Dfa Emerging historical prices to predict the future Dfa Emerging's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Emerging's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dfa Emerging Markets Backtested Returns
Dfa Emerging Markets secures Sharpe Ratio (or Efficiency) of -0.0662, which denotes the fund had a -0.0662 % return per unit of standard deviation over the last 3 months. Dfa Emerging Markets exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa Emerging's Coefficient Of Variation of (1,509), mean deviation of 0.5438, and Standard Deviation of 0.7118 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Emerging is expected to be smaller as well.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Dfa Emerging Markets has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dfa Emerging time series from 7th of February 2024 to 5th of August 2024 and 5th of August 2024 to 1st of February 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 Emerging Markets price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Dfa Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Dfa Emerging Markets lagged returns against current returns
Autocorrelation, which is Dfa Emerging 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 Emerging's mutual fund expected returns. We can calculate the autocorrelation of Dfa Emerging returns to help us make a trade decision. For example, suppose you find that Dfa Emerging 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 Emerging 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 Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Emerging 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 Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Emerging Lagged Returns
When evaluating Dfa Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Emerging mutual fund have on its future price. Dfa Emerging 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 Emerging autocorrelation shows the relationship between Dfa Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Emerging Markets.
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 Emerging 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 Emerging security.
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