Dfa Global Real Fund Market Value
| DFGEX Fund | USD 11.30 0.09 0.80% |
| Symbol | Dfa |
Dfa Global '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 Global'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 Global.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Dfa Global on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Global Real or generate 0.0% return on investment in Dfa Global over 90 days. Dfa Global is related to or competes with American Funds, Real Estate, T Rowe, Schwab Small-cap, Delaware Emerging, Pioneer Fundamental, and Oakmark Select. The Portfolio seeks to achieve exposure to a broad portfolio of securities of U.S More
Dfa Global 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 Global'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 Global Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7144 | |||
| Information Ratio | 0.0763 | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.16 |
Dfa Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Global's standard deviation. In reality, there are many statistical measures that can use Dfa Global historical prices to predict the future Dfa Global's volatility.| Risk Adjusted Performance | 0.134 | |||
| Jensen Alpha | 0.0848 | |||
| Total Risk Alpha | 0.0575 | |||
| Sortino Ratio | 0.0668 | |||
| Treynor Ratio | 0.3295 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Global'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 Global February 20, 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 | 0.134 | |||
| Market Risk Adjusted Performance | 0.3395 | |||
| Mean Deviation | 0.4844 | |||
| Semi Deviation | 0.4935 | |||
| Downside Deviation | 0.7144 | |||
| Coefficient Of Variation | 562.19 | |||
| Standard Deviation | 0.6255 | |||
| Variance | 0.3912 | |||
| Information Ratio | 0.0763 | |||
| Jensen Alpha | 0.0848 | |||
| Total Risk Alpha | 0.0575 | |||
| Sortino Ratio | 0.0668 | |||
| Treynor Ratio | 0.3295 | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.16 | |||
| Downside Variance | 0.5104 | |||
| Semi Variance | 0.2435 | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.33) | |||
| Kurtosis | 0.022 |
Dfa Global Real Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Global Real secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the fund had a 0.2 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dfa Global Real, which you can use to evaluate the volatility of the entity. Please confirm Dfa Global's Semi Deviation of 0.4935, downside deviation of 0.7144, and Mean Deviation of 0.4844 to check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Global is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
Dfa Global Real has poor predictability. Overlapping area represents the amount of predictability between Dfa Global time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Dfa Global Real price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Dfa Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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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 Global 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 Global security.
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