Dfa Intl Core Fund Market Value
| DICAX Fund | USD 29.03 0.25 0.87% |
| Symbol | Dfa |
Please note, there is a significant difference between Dfa Intl's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dfa Intl is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dfa Intl's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Dfa Intl '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 Intl'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 Intl.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Dfa Intl on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Intl Core or generate 0.0% return on investment in Dfa Intl over 90 days. More
Dfa Intl 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 Intl'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 Intl Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7325 | |||
| Information Ratio | 0.0322 | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.16 |
Dfa Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Intl's standard deviation. In reality, there are many statistical measures that can use Dfa Intl historical prices to predict the future Dfa Intl's volatility.| Risk Adjusted Performance | 0.1353 | |||
| Jensen Alpha | 0.0493 | |||
| Total Risk Alpha | 0.0289 | |||
| Sortino Ratio | 0.0301 | |||
| Treynor Ratio | 0.1635 |
Dfa Intl January 23, 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 | 0.1353 | |||
| Market Risk Adjusted Performance | 0.1735 | |||
| Mean Deviation | 0.5436 | |||
| Semi Deviation | 0.5261 | |||
| Downside Deviation | 0.7325 | |||
| Coefficient Of Variation | 542.79 | |||
| Standard Deviation | 0.6844 | |||
| Variance | 0.4684 | |||
| Information Ratio | 0.0322 | |||
| Jensen Alpha | 0.0493 | |||
| Total Risk Alpha | 0.0289 | |||
| Sortino Ratio | 0.0301 | |||
| Treynor Ratio | 0.1635 | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.16 | |||
| Downside Variance | 0.5365 | |||
| Semi Variance | 0.2768 | |||
| Expected Short fall | (0.62) | |||
| Skewness | (0.36) | |||
| Kurtosis | 0.0555 |
Dfa Intl Core Backtested Returns
At this stage we consider Dfa Mutual Fund to be out of control. Dfa Intl Core secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dfa Intl Core, which you can use to evaluate the volatility of the entity. Please confirm Dfa Intl's Downside Deviation of 0.7325, semi deviation of 0.5261, and Mean Deviation of 0.5436 to check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.71, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Intl is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Dfa Intl Core has below average predictability. Overlapping area represents the amount of predictability between Dfa Intl time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Intl Core price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Dfa Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
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 Intl 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 Intl security.
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