Dfa Real Estate Fund Market Value
| DFREX Fund | USD 44.14 0.53 1.22% |
| Symbol | Dfa |
Dfa Real '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 Real'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 Real.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in Dfa Real on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Real Estate or generate 0.0% return on investment in Dfa Real over 300 days. Dfa Real is related to or competes with Dfa International, Us Large, International Small, Dfa International, and Dfa Five-year. The fund, using a market capitalization weighted approach, purchases readily marketable equity securities of companies w... More
Dfa Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8658 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 3.57 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.22 |
Dfa Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Real's standard deviation. In reality, there are many statistical measures that can use Dfa Real historical prices to predict the future Dfa Real's volatility.| Risk Adjusted Performance | 0.0456 | |||
| Jensen Alpha | 0.0237 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.3105 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Real'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 Real Estate Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Real Estate secures Sharpe Ratio (or Efficiency) of 0.068, which denotes the fund had a 0.068% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dfa Real Estate, which you can use to evaluate the volatility of the entity. Please confirm Dfa Real's Mean Deviation of 0.678, downside deviation of 0.8658, and Semi Deviation of 0.8078 to check if the risk estimate we provide is consistent with the expected return of 0.0577%. The fund shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Real is expected to be smaller as well.
Auto-correlation | -0.37 |
Poor reverse predictability
Dfa Real Estate has poor reverse predictability. Overlapping area represents the amount of predictability between Dfa Real time series from 1st of February 2024 to 30th of June 2024 and 30th of June 2024 to 27th 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 Real Estate price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Dfa Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 3.24 |
Dfa Real Estate lagged returns against current returns
Autocorrelation, which is Dfa Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Dfa Real returns to help us make a trade decision. For example, suppose you find that Dfa Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Real Lagged Returns
When evaluating Dfa Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Real mutual fund have on its future price. Dfa Real 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 Real autocorrelation shows the relationship between Dfa Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Real Estate.
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 Real 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 Real security.
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