Dfa Social Fixed Fund Market Value
| DSFIX Fund | USD 9.14 0.01 0.11% |
| Symbol | Dfa |
Dfa Social '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 Social'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 Social.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Dfa Social on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Social Fixed or generate 0.0% return on investment in Dfa Social over 30 days. Dfa Social is related to or competes with Lord Abbett, Nationwide Inflation-protec, Asg Managed, American Funds, and Ab Bond. The fund seeks to achieve its investment objective through exposure to a broad portfolio of investment grade debt securi... More
Dfa Social 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 Social'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 Social Fixed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 1.21 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.4357 |
Dfa Social Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Social's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Social's standard deviation. In reality, there are many statistical measures that can use Dfa Social historical prices to predict the future Dfa Social's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.4182 |
Dfa Social Fixed Backtested Returns
Dfa Social Fixed secures Sharpe Ratio (or Efficiency) of -0.0435, which denotes the fund had a -0.0435% return per unit of standard deviation over the last 3 months. Dfa Social Fixed exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa Social's Mean Deviation of 0.2323, standard deviation of 0.3077, and Coefficient Of Variation of (2,140) to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0583, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Social are expected to decrease at a much lower rate. During the bear market, Dfa Social is likely to outperform the market.
Auto-correlation | 0.22 |
Weak predictability
Dfa Social Fixed has weak predictability. Overlapping area represents the amount of predictability between Dfa Social time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Social Fixed price movement. The serial correlation of 0.22 indicates that over 22.0% of current Dfa Social price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dfa Social Fixed lagged returns against current returns
Autocorrelation, which is Dfa Social 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 Social's mutual fund expected returns. We can calculate the autocorrelation of Dfa Social returns to help us make a trade decision. For example, suppose you find that Dfa Social 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 Social 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 Social mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Social 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 Social mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Social Lagged Returns
When evaluating Dfa Social's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Social mutual fund have on its future price. Dfa Social 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 Social autocorrelation shows the relationship between Dfa Social mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Social Fixed.
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 Social 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 Social security.
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