Us Large Cap Fund Market Value
| DFLVX Fund | USD 52.72 0.46 0.86% |
| Symbol | DFLVX |
Us Large '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 Us Large'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 Us Large.
| 12/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Us Large on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding Us Large Cap or generate 0.0% return on investment in Us Large over 330 days. Us Large is related to or competes with Dfa International, Dfa International, Us Small, Dfa Real, and International Small. The fund is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its correspondi... More
Us Large 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 Us Large'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 Us Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6242 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.67 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.18 |
Us Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Large's standard deviation. In reality, there are many statistical measures that can use Us Large historical prices to predict the future Us Large's volatility.| Risk Adjusted Performance | 0.1036 | |||
| Jensen Alpha | 0.106 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (2.23) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Us Large'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.
Us Large Cap Backtested Returns
At this stage we consider DFLVX Mutual Fund to be very steady. Us Large Cap retains Efficiency (Sharpe Ratio) of 0.11, which indicates the fund had a 0.11% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Us Large, which you can use to evaluate the volatility of the fund. Please validate Us Large's Downside Deviation of 0.6242, risk adjusted performance of 0.1036, and Mean Deviation of 0.6055 to confirm if the risk estimate we provide is consistent with the expected return of 0.0889%. The entity owns a Beta (Systematic Risk) of -0.0451, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Us Large are expected to decrease at a much lower rate. During the bear market, Us Large is likely to outperform the market.
Auto-correlation | 0.69 |
Good predictability
Us Large Cap has good predictability. Overlapping area represents the amount of predictability between Us Large time series from 29th of December 2023 to 11th of June 2024 and 11th of June 2024 to 23rd 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 Us Large Cap price movement. The serial correlation of 0.69 indicates that around 69.0% of current Us Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 2.86 |
Us Large Cap lagged returns against current returns
Autocorrelation, which is Us Large 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 Us Large's mutual fund expected returns. We can calculate the autocorrelation of Us Large returns to help us make a trade decision. For example, suppose you find that Us Large 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 |
Us Large 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 Us Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Large Lagged Returns
When evaluating Us Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Large mutual fund have on its future price. Us Large 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, Us Large autocorrelation shows the relationship between Us Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Large Cap.
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 DFLVX Mutual Fund
Us Large financial ratios help investors to determine whether DFLVX 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 DFLVX with respect to the benefits of owning Us Large security.
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