Dfa International Value Fund Market Value
| DFIVX Fund | USD 30.46 0.22 0.72% |
| Symbol | Dfa |
Dfa International '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 International'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 International.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Dfa International on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa International Value or generate 0.0% return on investment in Dfa International over 90 days. Dfa International is related to or competes with Emerging Markets, Mfs Research, Dfa Investment, Dfa International, Emerging Markets, American High-income, and Software And. The Portfolio is a feeder portfolio and pursues its objective by investing substantially all of its assets in its corres... More
Dfa International 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 International'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 International Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7458 | |||
| Information Ratio | 0.1947 | |||
| Maximum Drawdown | 2.99 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.35 |
Dfa International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa International's standard deviation. In reality, there are many statistical measures that can use Dfa International historical prices to predict the future Dfa International's volatility.| Risk Adjusted Performance | 0.2176 | |||
| Jensen Alpha | 0.1647 | |||
| Total Risk Alpha | 0.1437 | |||
| Sortino Ratio | 0.1934 | |||
| Treynor Ratio | 0.3055 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa International'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 International 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 | 0.2176 | |||
| Market Risk Adjusted Performance | 0.3155 | |||
| Mean Deviation | 0.587 | |||
| Semi Deviation | 0.4423 | |||
| Downside Deviation | 0.7458 | |||
| Coefficient Of Variation | 338.07 | |||
| Standard Deviation | 0.7407 | |||
| Variance | 0.5487 | |||
| Information Ratio | 0.1947 | |||
| Jensen Alpha | 0.1647 | |||
| Total Risk Alpha | 0.1437 | |||
| Sortino Ratio | 0.1934 | |||
| Treynor Ratio | 0.3055 | |||
| Maximum Drawdown | 2.99 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.35 | |||
| Downside Variance | 0.5562 | |||
| Semi Variance | 0.1957 | |||
| Expected Short fall | (0.72) | |||
| Skewness | (0.25) | |||
| Kurtosis | 0.0367 |
Dfa International Value Backtested Returns
Dfa International appears to be very steady, given 3 months investment horizon. Dfa International Value secures Sharpe Ratio (or Efficiency) of 0.31, which denotes the fund had a 0.31 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa International Value, which you can use to evaluate the volatility of the entity. Please utilize Dfa International's Downside Deviation of 0.7458, mean deviation of 0.587, and Semi Deviation of 0.4423 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.68, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa International is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Dfa International Value has very good predictability. Overlapping area represents the amount of predictability between Dfa International 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 Dfa International Value price movement. The serial correlation of 0.8 indicates that around 80.0% of current Dfa International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
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 International 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 International security.
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