Dfa Investment Dimensions Fund Market Value
| DGSFX Fund | USD 9.66 0.01 0.10% |
| Symbol | Dfa |
Dfa Investment '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 Investment'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 Investment.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Dfa Investment on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Dfa Investment Dimensions or generate 0.0% return on investment in Dfa Investment over 720 days. Dfa Investment is related to or competes with Baillie Gifford, Prudential Health, Baron Health, Lord Abbett, Invesco Global, Alphacentric Lifesci, and Eventide Healthcare. The portfolio invests in a broad portfolio of investment grade debt securities of U.S More
Dfa Investment 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 Investment'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 Investment Dimensions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2529 | |||
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 0.9373 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.4175 |
Dfa Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Investment's standard deviation. In reality, there are many statistical measures that can use Dfa Investment historical prices to predict the future Dfa Investment's volatility.| Risk Adjusted Performance | 0.0241 | |||
| Jensen Alpha | 0.004 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | 1.15 |
Dfa Investment Dimensions Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Investment Dimensions secures Sharpe Ratio (or Efficiency) of 0.0283, which denotes the fund had a 0.0283% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Investment Dimensions, which you can use to evaluate the volatility of the entity. Please confirm Dfa Investment's Semi Deviation of 0.1617, mean deviation of 0.1877, and Downside Deviation of 0.2529 to check if the risk estimate we provide is consistent with the expected return of 0.0068%. The fund shows a Beta (market volatility) of 0.0039, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Investment is expected to be smaller as well.
Auto-correlation | -0.01 |
Very weak reverse predictability
Dfa Investment Dimensions has very weak reverse predictability. Overlapping area represents the amount of predictability between Dfa Investment time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd of December 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 Investment Dimensions price movement. The serial correlation of -0.01 indicates that just 1.0% of current Dfa Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Dfa Investment Dimensions lagged returns against current returns
Autocorrelation, which is Dfa Investment 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 Investment's mutual fund expected returns. We can calculate the autocorrelation of Dfa Investment returns to help us make a trade decision. For example, suppose you find that Dfa Investment 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 Investment 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 Investment mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Investment 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 Investment mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Investment Lagged Returns
When evaluating Dfa Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Investment mutual fund have on its future price. Dfa Investment 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 Investment autocorrelation shows the relationship between Dfa Investment mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Investment Dimensions.
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 Investment 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 Investment security.
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