Dfa Social Core Fund Market Value
| DFUEX Fund | USD 33.82 0.07 0.21% |
| Symbol | Dfa |
Dfa Us '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 Us' 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 Us.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Dfa Us on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Social Core or generate 0.0% return on investment in Dfa Us over 90 days. Dfa Us is related to or competes with Franklin Gold, Vy Goldman, Great-west Goldman, Global Gold, Wells Fargo, Gold Portfolio, and Gold And. The Portfolio purchases a broad and diverse group of equity securities of U.S More
Dfa Us 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 Us' 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 Social Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.921 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.33 |
Dfa Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Us' standard deviation. In reality, there are many statistical measures that can use Dfa Us historical prices to predict the future Dfa Us' volatility.| Risk Adjusted Performance | 0.0539 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0518 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Us' 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 Us February 5, 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 | 0.0539 | |||
| Market Risk Adjusted Performance | 0.0618 | |||
| Mean Deviation | 0.6112 | |||
| Semi Deviation | 0.7905 | |||
| Downside Deviation | 0.921 | |||
| Coefficient Of Variation | 1385.14 | |||
| Standard Deviation | 0.7952 | |||
| Variance | 0.6323 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0518 | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.8483 | |||
| Semi Variance | 0.6249 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.47) | |||
| Kurtosis | 0.1314 |
Dfa Social Core Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Social Core secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the fund had a 0.1 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Dfa Social Core, which you can use to evaluate the volatility of the entity. Please confirm Dfa Us' Downside Deviation of 0.921, mean deviation of 0.6112, and Semi Deviation of 0.7905 to check if the risk estimate we provide is consistent with the expected return of 0.0798%. The fund shows a Beta (market volatility) of 0.91, which means possible diversification benefits within a given portfolio. Dfa Us returns are very sensitive to returns on the market. As the market goes up or down, Dfa Us is expected to follow.
Auto-correlation | 0.50 |
Modest predictability
Dfa Social Core has modest predictability. Overlapping area represents the amount of predictability between Dfa Us time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Social Core price movement. The serial correlation of 0.5 indicates that about 50.0% of current Dfa Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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 Us 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 Us security.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
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