International Small Pany Fund Market Value
| DFISX Fund | USD 19.91 0.15 0.75% |
| Symbol | International |
International Small '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 International Small'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 International Small.
| 02/07/2024 |
| 02/01/2025 |
If you would invest 0.00 in International Small on February 7, 2024 and sell it all today you would earn a total of 0.00 from holding International Small Pany or generate 0.0% return on investment in International Small over 360 days. International Small is related to or competes with Dfa International, Us Micro, Dfa International, Us Large, and Dfa Real. As a non-fundamental policy, under normal circumstances, the International Small Company Portfolio, through its investme... More
International Small 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 International Small'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 International Small Pany upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8115 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.37 |
International Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Small's standard deviation. In reality, there are many statistical measures that can use International Small historical prices to predict the future International Small's volatility.| Risk Adjusted Performance | 0.0014 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of International Small'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.
International Small Pany Backtested Returns
At this stage we consider International Mutual Fund to be very steady. International Small Pany holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for International Small Pany, which you can use to evaluate the volatility of the entity. Please check out International Small's Risk Adjusted Performance of 0.0014, downside deviation of 0.8115, and Market Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.0021%. The fund retains a Market Volatility (i.e., Beta) of 0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Small is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
International Small Pany has poor reverse predictability. Overlapping area represents the amount of predictability between International Small time series from 7th of February 2024 to 5th of August 2024 and 5th of August 2024 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of International Small Pany price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current International Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
International Small Pany lagged returns against current returns
Autocorrelation, which is International Small 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 International Small's mutual fund expected returns. We can calculate the autocorrelation of International Small returns to help us make a trade decision. For example, suppose you find that International Small 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 |
International Small 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 International Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
International Small Lagged Returns
When evaluating International Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Small mutual fund have on its future price. International Small 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, International Small autocorrelation shows the relationship between International Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in International Small Pany.
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 International Mutual Fund
International Small financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Small security.
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