Dfa International Small Fund Market Value
| DISVX Fund | USD 22.60 0.04 0.18% |
| Symbol | Dfa |
Dfa International '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 International'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 International.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Dfa International on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa International Small or generate 0.0% return on investment in Dfa International over 30 days. Dfa International is related to or competes with Dfa International, International Small, Us Large, Us Small, and Dfa Real. The advisor intends to purchase securities of small value companies associated with developed market countries that the ... More
Dfa International 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 International'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 International Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.85 |
Dfa International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa International's standard deviation. In reality, there are many statistical measures that can use Dfa International historical prices to predict the future Dfa International's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa International'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 International Small Backtested Returns
Dfa International Small secures Sharpe Ratio (or Efficiency) of -0.0774, which denotes the fund had a -0.0774% return per unit of standard deviation over the last 3 months. Dfa International Small exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa International's Mean Deviation of 0.6512, coefficient of variation of (2,312), and Standard Deviation of 0.8895 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.46, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa International is expected to be smaller as well.
Auto-correlation | 0.41 |
Average predictability
Dfa International Small has average predictability. Overlapping area represents the amount of predictability between Dfa International time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 International Small price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Dfa International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Dfa International Small lagged returns against current returns
Autocorrelation, which is Dfa International 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 International's mutual fund expected returns. We can calculate the autocorrelation of Dfa International returns to help us make a trade decision. For example, suppose you find that Dfa International 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 International 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 International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa International 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 International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa International Lagged Returns
When evaluating Dfa International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa International mutual fund have on its future price. Dfa International 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 International autocorrelation shows the relationship between Dfa International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa International Small.
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 International 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 International security.
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