Dfa Inflation Protected Fund Market Value
| DIPSX Fund | USD 10.97 0.03 0.27% |
| Symbol | DFA |
Dfa Inflation '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 Inflation'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 Inflation.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Dfa Inflation on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Inflation Protected or generate 0.0% return on investment in Dfa Inflation over 180 days. Dfa Inflation is related to or competes with International Core, Dfa Real, Emerging Markets, Dfa Five-year, and Us Core. As a non-fundamental policy, under normal circumstances, the Portfolio will invest at least 80 percent of its net assets... More
Dfa Inflation 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 Inflation'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 Inflation Protected upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.54) | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.3581 |
Dfa Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Inflation's standard deviation. In reality, there are many statistical measures that can use Dfa Inflation historical prices to predict the future Dfa Inflation's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Inflation'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 Inflation Protected Backtested Returns
Dfa Inflation Protected secures Sharpe Ratio (or Efficiency) of -0.0349, which denotes the fund had a -0.0349% return per unit of standard deviation over the last 3 months. Dfa Inflation Protected exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa Inflation's Coefficient Of Variation of (1,992), standard deviation of 0.2672, and Mean Deviation of 0.2082 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0484, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Inflation is expected to be smaller as well.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Dfa Inflation Protected has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Dfa Inflation time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th of November 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 Inflation Protected price movement. The serial correlation of -0.8 indicates that around 80.0% of current Dfa Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Dfa Inflation Protected lagged returns against current returns
Autocorrelation, which is Dfa Inflation 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 Inflation's mutual fund expected returns. We can calculate the autocorrelation of Dfa Inflation returns to help us make a trade decision. For example, suppose you find that Dfa Inflation 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 Inflation 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 Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Inflation 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 Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Inflation Lagged Returns
When evaluating Dfa Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Inflation mutual fund have on its future price. Dfa Inflation 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 Inflation autocorrelation shows the relationship between Dfa Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Inflation Protected.
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 Inflation 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 Inflation security.
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