Dfa Real Estate Fund Market Value
| DFREX Fund | USD 42.99 0.71 1.62% |
| 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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Dfa Real on November 20, 2025 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 90 days. Dfa Real is related to or competes with Us Micro, Blackrock Science, Davis New, Invesco Equally-weighted, Franklin Mutual, Ivy Science, and T Rowe. 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 | 0.8266 | |||
| Information Ratio | 0.0805 | |||
| Maximum Drawdown | 3.03 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.44 |
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 | 0.1191 | |||
| Jensen Alpha | 0.0898 | |||
| Total Risk Alpha | 0.063 | |||
| Sortino Ratio | 0.0737 | |||
| Treynor Ratio | 0.3141 |
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 February 18, 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 | 0.1191 | |||
| Market Risk Adjusted Performance | 0.3241 | |||
| Mean Deviation | 0.5845 | |||
| Semi Deviation | 0.6662 | |||
| Downside Deviation | 0.8266 | |||
| Coefficient Of Variation | 664.65 | |||
| Standard Deviation | 0.7577 | |||
| Variance | 0.5741 | |||
| Information Ratio | 0.0805 | |||
| Jensen Alpha | 0.0898 | |||
| Total Risk Alpha | 0.063 | |||
| Sortino Ratio | 0.0737 | |||
| Treynor Ratio | 0.3141 | |||
| Maximum Drawdown | 3.03 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.44 | |||
| Downside Variance | 0.6833 | |||
| Semi Variance | 0.4439 | |||
| Expected Short fall | (0.59) | |||
| Skewness | (0.14) | |||
| Kurtosis | (0.22) |
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 0.24, which denotes the fund had a 0.24 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Real Estate, which you can use to evaluate the volatility of the entity. Please confirm Dfa Real's Downside Deviation of 0.8266, mean deviation of 0.5845, and Semi Deviation of 0.6662 to check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. 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 | -0.09 |
Very weak reverse predictability
Dfa Real Estate has very weak reverse predictability. Overlapping area represents the amount of predictability between Dfa Real time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 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 Real Estate price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Dfa Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
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.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |