Dfa Selectively Hedged Fund Market Value
| DSHGX Fund | USD 23.01 0.10 0.44% |
| Symbol | DFA |
Dfa Selectively '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 Selectively'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 Selectively.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Dfa Selectively on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Selectively Hedged or generate 0.0% return on investment in Dfa Selectively over 90 days. Dfa Selectively is related to or competes with Intal High, Dfa -, Dfa Inflation, Dfa International, Dfa International, Dfa Mn, and Dfa Municipal. The portfolio is a fund of funds, which means that the Portfolio generally allocates its assets among other mutual funds... More
Dfa Selectively 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 Selectively'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 Selectively Hedged upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7269 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.17 |
Dfa Selectively Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Selectively's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Selectively's standard deviation. In reality, there are many statistical measures that can use Dfa Selectively historical prices to predict the future Dfa Selectively's volatility.| Risk Adjusted Performance | 0.0858 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0887 |
Dfa Selectively Hedged Backtested Returns
At this stage we consider DFA Mutual Fund to be very steady. Dfa Selectively Hedged secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the fund had a 0.11% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Selectively Hedged, which you can use to evaluate the volatility of the entity. Please confirm Dfa Selectively's Downside Deviation of 0.7269, mean deviation of 0.5456, and Semi Deviation of 0.6038 to check if the risk estimate we provide is consistent with the expected return of 0.0796%. The fund shows a Beta (market volatility) of 0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa Selectively's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Selectively is expected to be smaller as well.
Auto-correlation | 0.40 |
Average predictability
Dfa Selectively Hedged has average predictability. Overlapping area represents the amount of predictability between Dfa Selectively time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th 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 Selectively Hedged price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Dfa Selectively price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Dfa Selectively Hedged lagged returns against current returns
Autocorrelation, which is Dfa Selectively 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 Selectively's mutual fund expected returns. We can calculate the autocorrelation of Dfa Selectively returns to help us make a trade decision. For example, suppose you find that Dfa Selectively 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 Selectively 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 Selectively mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Selectively 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 Selectively mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Selectively Lagged Returns
When evaluating Dfa Selectively's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Selectively mutual fund have on its future price. Dfa Selectively 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 Selectively autocorrelation shows the relationship between Dfa Selectively mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Selectively Hedged.
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 Selectively 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 Selectively security.
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