Dimensional Etf Trust Etf Market Value
| DFIS Etf | USD 35.68 0.18 0.50% |
| Symbol | Dimensional |
Dimensional ETF Trust's market price often diverges from its book value, the accounting figure shown on Dimensional's balance sheet. Smart investors calculate Dimensional ETF's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Dimensional ETF's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Dimensional ETF's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional ETF should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Dimensional ETF's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Dimensional ETF '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 Dimensional ETF's etf 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 Dimensional ETF.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Dimensional ETF on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional ETF Trust or generate 0.0% return on investment in Dimensional ETF over 90 days. Dimensional ETF is related to or competes with Dimensional International, Dimensional ETF, SPDR SP, Pacer Small, WisdomTree Japan, IShares Financials, and JPMorgan BetaBuilders. The Portfolio, using a market capitalization weighted approach, is designed to purchase securities of small, non-U.S More
Dimensional ETF 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 Dimensional ETF's etf 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 Dimensional ETF Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6554 | |||
| Information Ratio | 0.15 | |||
| Maximum Drawdown | 2.47 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.27 |
Dimensional ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional ETF's standard deviation. In reality, there are many statistical measures that can use Dimensional ETF historical prices to predict the future Dimensional ETF's volatility.| Risk Adjusted Performance | 0.1908 | |||
| Jensen Alpha | 0.1259 | |||
| Total Risk Alpha | 0.1067 | |||
| Sortino Ratio | 0.1548 | |||
| Treynor Ratio | 0.2665 |
Dimensional ETF January 29, 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 | 0.1908 | |||
| Market Risk Adjusted Performance | 0.2765 | |||
| Mean Deviation | 0.5585 | |||
| Semi Deviation | 0.4464 | |||
| Downside Deviation | 0.6554 | |||
| Coefficient Of Variation | 383.56 | |||
| Standard Deviation | 0.6764 | |||
| Variance | 0.4576 | |||
| Information Ratio | 0.15 | |||
| Jensen Alpha | 0.1259 | |||
| Total Risk Alpha | 0.1067 | |||
| Sortino Ratio | 0.1548 | |||
| Treynor Ratio | 0.2665 | |||
| Maximum Drawdown | 2.47 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.27 | |||
| Downside Variance | 0.4295 | |||
| Semi Variance | 0.1993 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.20) | |||
| Kurtosis | (0.57) |
Dimensional ETF Trust Backtested Returns
Dimensional ETF appears to be very steady, given 3 months investment horizon. Dimensional ETF Trust secures Sharpe Ratio (or Efficiency) of 0.32, which denotes the etf had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Dimensional ETF Trust, which you can use to evaluate the volatility of the entity. Please utilize Dimensional ETF's Downside Deviation of 0.6554, coefficient of variation of 383.56, and Mean Deviation of 0.5585 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.62, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dimensional ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional ETF is expected to be smaller as well.
Auto-correlation | 0.76 |
Good predictability
Dimensional ETF Trust has good predictability. Overlapping area represents the amount of predictability between Dimensional ETF time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Dimensional ETF Trust price movement. The serial correlation of 0.76 indicates that around 76.0% of current Dimensional ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 1.09 |
Thematic Opportunities
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Check out Dimensional ETF Correlation, Dimensional ETF Volatility and Dimensional ETF Alpha and Beta module to complement your research on Dimensional ETF. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Dimensional ETF technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.