Us Lg Cap Fund Market Value
| DUSQX Fund | USD 33.44 0.12 0.36% |
| Symbol | DUSQX |
Us Lg '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 Us Lg'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 Us Lg.
| 12/10/2022 |
| 11/29/2024 |
If you would invest 0.00 in Us Lg on December 10, 2022 and sell it all today you would earn a total of 0.00 from holding Us Lg Cap or generate 0.0% return on investment in Us Lg over 720 days. Us Lg is related to or competes with Dfa International, Us Large, Dfa Investment, Dfa Us, and Dfa Global. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of large cap... More
Us Lg 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 Us Lg'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 Us Lg Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7923 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.98 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.14 |
Us Lg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Lg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Lg's standard deviation. In reality, there are many statistical measures that can use Us Lg historical prices to predict the future Us Lg's volatility.| Risk Adjusted Performance | 0.1161 | |||
| Jensen Alpha | 0.0063 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1227 |
Us Lg Cap Backtested Returns
At this stage we consider DUSQX Mutual Fund to be out of control. Us Lg Cap retains Efficiency (Sharpe Ratio) of 0.21, which indicates the fund had a 0.21% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Us Lg, which you can use to evaluate the volatility of the fund. Please validate Us Lg's Risk Adjusted Performance of 0.1161, downside deviation of 0.7923, and Mean Deviation of 0.5424 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity owns a Beta (Systematic Risk) of 0.85, which indicates possible diversification benefits within a given portfolio. Us Lg returns are very sensitive to returns on the market. As the market goes up or down, Us Lg is expected to follow.
Auto-correlation | 0.79 |
Good predictability
Us Lg Cap has good predictability. Overlapping area represents the amount of predictability between Us Lg time series from 10th of December 2022 to 5th of December 2023 and 5th of December 2023 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 Us Lg Cap price movement. The serial correlation of 0.79 indicates that around 79.0% of current Us Lg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 4.48 |
Us Lg Cap lagged returns against current returns
Autocorrelation, which is Us Lg 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 Us Lg's mutual fund expected returns. We can calculate the autocorrelation of Us Lg returns to help us make a trade decision. For example, suppose you find that Us Lg 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 |
Us Lg 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 Us Lg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Lg mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Lg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Lg Lagged Returns
When evaluating Us Lg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Lg mutual fund have on its future price. Us Lg 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, Us Lg autocorrelation shows the relationship between Us Lg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Lg Cap.
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 DUSQX Mutual Fund
Us Lg financial ratios help investors to determine whether DUSQX 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 DUSQX with respect to the benefits of owning Us Lg security.
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