Dfa Intermediate Government Fund Market Value
| DFIGX Fund | USD 10.92 0.01 0.09% |
| Symbol | Dfa |
Dfa Intermediate '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 Intermediate'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 Intermediate.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Dfa Intermediate on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Dfa Intermediate Government or generate 0.0% return on investment in Dfa Intermediate over 660 days. Dfa Intermediate is related to or competes with Dfa Five-year, Large Cap, Us Large, Dfa International, and Dfa Short-term. The fund primarily invests in high quality, low-risk obligations of the U.S More
Dfa Intermediate 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 Intermediate'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 Intermediate Government upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 1.35 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.4513 |
Dfa Intermediate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Intermediate's standard deviation. In reality, there are many statistical measures that can use Dfa Intermediate historical prices to predict the future Dfa Intermediate's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.5302 |
Dfa Intermediate Gov Backtested Returns
Dfa Intermediate Gov secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the fund had a -0.14% return per unit of standard deviation over the last 3 months. Dfa Intermediate Government exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa Intermediate's Coefficient Of Variation of (824.69), mean deviation of 0.2219, and Standard Deviation of 0.2905 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0853, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Intermediate are expected to decrease at a much lower rate. During the bear market, Dfa Intermediate is likely to outperform the market.
Auto-correlation | -0.7 |
Very good reverse predictability
Dfa Intermediate Government has very good reverse predictability. Overlapping area represents the amount of predictability between Dfa Intermediate time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th of November 2024. 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 Intermediate Gov price movement. The serial correlation of -0.7 indicates that around 70.0% of current Dfa Intermediate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Dfa Intermediate Gov lagged returns against current returns
Autocorrelation, which is Dfa Intermediate 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 Intermediate's mutual fund expected returns. We can calculate the autocorrelation of Dfa Intermediate returns to help us make a trade decision. For example, suppose you find that Dfa Intermediate 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 Intermediate 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 Intermediate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Intermediate 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 Intermediate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Intermediate Lagged Returns
When evaluating Dfa Intermediate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Intermediate mutual fund have on its future price. Dfa Intermediate 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 Intermediate autocorrelation shows the relationship between Dfa Intermediate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Intermediate Government.
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 Intermediate 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 Intermediate security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |