Dfa Emerging Markets Fund Market Value
| DFESX Fund | USD 20.97 0.08 0.38% |
| 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.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in Dfa Emerging on December 1, 2025 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 90 days. Dfa Emerging is related to or competes with Intal High, Dfa International, Dfa Inflation, Dfa International, Dfa International, Dfa Mn, and Dfa Municipal. 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.
| Downside Deviation | 0.5709 | |||
| Information Ratio | 0.2607 | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 1.42 |
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 | 0.294 | |||
| Jensen Alpha | 0.2289 | |||
| Total Risk Alpha | 0.1931 | |||
| Sortino Ratio | 0.3308 | |||
| Treynor Ratio | 0.5384 |
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 March 1, 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 | 0.294 | |||
| Market Risk Adjusted Performance | 0.5484 | |||
| Mean Deviation | 0.5972 | |||
| Downside Deviation | 0.5709 | |||
| Coefficient Of Variation | 259.88 | |||
| Standard Deviation | 0.7245 | |||
| Variance | 0.5249 | |||
| Information Ratio | 0.2607 | |||
| Jensen Alpha | 0.2289 | |||
| Total Risk Alpha | 0.1931 | |||
| Sortino Ratio | 0.3308 | |||
| Treynor Ratio | 0.5384 | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 1.42 | |||
| Downside Variance | 0.3259 | |||
| Semi Variance | (0.06) | |||
| Expected Short fall | (0.75) | |||
| Skewness | 0.0961 | |||
| Kurtosis | (0.23) |
Dfa Emerging Markets Backtested Returns
Dfa Emerging appears to be very steady, given 3 months investment horizon. Dfa Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.35, which denotes the fund had a 0.35 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Dfa Emerging Markets, which you can use to evaluate the volatility of the entity. Please utilize Dfa Emerging's Coefficient Of Variation of 259.88, downside deviation of 0.5709, and Mean Deviation of 0.5972 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.5, which means possible diversification benefits within a given portfolio. 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 | 0.88 |
Very good predictability
Dfa Emerging Markets has very good predictability. Overlapping area represents the amount of predictability between Dfa Emerging time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 Emerging Markets price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Dfa Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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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