Dfa Global Core Fund Market Value
| DGCFX Fund | USD 9.27 0.01 0.11% |
| Symbol | Dfa |
Dfa Global '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 Global'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 Global.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Dfa Global on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Global Core or generate 0.0% return on investment in Dfa Global over 90 days. Dfa Global is related to or competes with Lord Abbett, and T Rowe. The Portfolio seeks to achieve its investment objective by investing in a universe of U.S More
Dfa Global 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 Global'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 Global Core upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 0.5424 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.2176 |
Dfa Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Global's standard deviation. In reality, there are many statistical measures that can use Dfa Global historical prices to predict the future Dfa Global's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.15) |
Dfa Global February 3, 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 | (0.05) | |||
| Market Risk Adjusted Performance | (0.14) | |||
| Mean Deviation | 0.1269 | |||
| Coefficient Of Variation | (10,058) | |||
| Standard Deviation | 0.1527 | |||
| Variance | 0.0233 | |||
| Information Ratio | (0.37) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.15) | |||
| Maximum Drawdown | 0.5424 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.2176 | |||
| Skewness | (0.44) | |||
| Kurtosis | (0.67) |
Dfa Global Core Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Global Core secures Sharpe Ratio (or Efficiency) of 0.0867, which denotes the fund had a 0.0867 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Dfa Global Core, which you can use to evaluate the volatility of the entity. Please confirm Dfa Global's Standard Deviation of 0.1527, mean deviation of 0.1269, and Coefficient Of Variation of (10,058) to check if the risk estimate we provide is consistent with the expected return of 0.0127%. The fund shows a Beta (market volatility) of 0.0759, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Global is expected to be smaller as well.
Auto-correlation | 0.02 |
Virtually no predictability
Dfa Global Core has virtually no predictability. Overlapping area represents the amount of predictability between Dfa Global time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Global Core price movement. The serial correlation of 0.02 indicates that only 2.0% of current Dfa Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Global 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 Global security.
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