Davis Financial Fund Market Value
| DFFCX Fund | USD 61.47 1.03 1.70% |
| Symbol | Davis |
Davis Financial '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 Davis Financial'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 Davis Financial.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Davis Financial on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Davis Financial Fund or generate 0.0% return on investment in Davis Financial over 90 days. Davis Financial is related to or competes with Nebraska Municipal, Barings Active, Multisector Bond, Legg Mason, Dodge Cox, Oklahoma Municipal, and Ambrus Core. The funds investment adviser uses the Davis Investment Discipline to invest at least 80 percent of the funds net assets,... More
Davis Financial 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 Davis Financial'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 Davis Financial Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9535 | |||
| Information Ratio | 0.1295 | |||
| Maximum Drawdown | 5.18 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.7 |
Davis Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davis Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davis Financial's standard deviation. In reality, there are many statistical measures that can use Davis Financial historical prices to predict the future Davis Financial's volatility.| Risk Adjusted Performance | 0.1812 | |||
| Jensen Alpha | 0.1378 | |||
| Total Risk Alpha | 0.1091 | |||
| Sortino Ratio | 0.1304 | |||
| Treynor Ratio | 0.2454 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Davis Financial'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.
Davis Financial February 9, 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 | 0.1812 | |||
| Market Risk Adjusted Performance | 0.2554 | |||
| Mean Deviation | 0.7095 | |||
| Semi Deviation | 0.6254 | |||
| Downside Deviation | 0.9535 | |||
| Coefficient Of Variation | 448.53 | |||
| Standard Deviation | 0.9599 | |||
| Variance | 0.9214 | |||
| Information Ratio | 0.1295 | |||
| Jensen Alpha | 0.1378 | |||
| Total Risk Alpha | 0.1091 | |||
| Sortino Ratio | 0.1304 | |||
| Treynor Ratio | 0.2454 | |||
| Maximum Drawdown | 5.18 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.7 | |||
| Downside Variance | 0.9091 | |||
| Semi Variance | 0.3912 | |||
| Expected Short fall | (0.79) | |||
| Skewness | 0.3109 | |||
| Kurtosis | 1.32 |
Davis Financial Backtested Returns
At this stage we consider Davis Mutual Fund to be very steady. Davis Financial secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Davis Financial Fund, which you can use to evaluate the volatility of the entity. Please confirm Davis Financial's Downside Deviation of 0.9535, coefficient of variation of 448.53, and Mean Deviation of 0.7095 to check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.83, which means possible diversification benefits within a given portfolio. As returns on the market increase, Davis Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Davis Financial is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Davis Financial Fund has poor reverse predictability. Overlapping area represents the amount of predictability between Davis Financial time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th of February 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 Davis Financial price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Davis Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
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 Davis Mutual Fund
Davis Financial financial ratios help investors to determine whether Davis 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 Davis with respect to the benefits of owning Davis Financial security.
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