Dimensional Small Cap Etf Performance
| DFAS Etf | USD 54.14 2.56 4.51% |
The etf shows a Beta (market volatility) of 1.09, which means a somewhat significant risk relative to the market. Dimensional Small returns are very sensitive to returns on the market. As the market goes up or down, Dimensional Small is expected to follow.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Dimensional Small Cap has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Etf's basic indicators remain comparatively stable which may send shares a bit higher in May 2025. The newest uproar may also be a sign of mid-term up-swing for the exchange-traded fund private investors. ...more
| In Threey Sharp Ratio | 0.05 |
Dimensional |
Dimensional Small Relative Risk vs. Return Landscape
If you would invest 6,560 in Dimensional Small Cap on January 5, 2025 and sell it today you would lose (1,146) from holding Dimensional Small Cap or give up 17.47% of portfolio value over 90 days. Dimensional Small Cap is currently does not generate positive expected returns and assumes 1.512% risk (volatility on return distribution) over the 90 days horizon. In different words, 13% of etfs are less volatile than Dimensional, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Dimensional Small Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Small's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Dimensional Small Cap, and traders can use it to determine the average amount a Dimensional Small's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1969
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DFAS |
Estimated Market Risk
| 1.51 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Dimensional Small is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dimensional Small by adding Dimensional Small to a well-diversified portfolio.
Dimensional Small Fundamentals Growth
Dimensional Etf prices reflect investors' perceptions of the future prospects and financial health of Dimensional Small, and Dimensional Small fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Dimensional Etf performance.
| Total Asset | 4.05 B | |||
About Dimensional Small Performance
Assessing Dimensional Small's fundamental ratios provides investors with valuable insights into Dimensional Small's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Dimensional Small is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund, using a market capitalization weighted approach, is designed to generally purchase a broad and diverse group of securities of U.S. small cap companies. Dimensional is traded on NYSEARCA Exchange in the United States.| Dimensional Small generated a negative expected return over the last 90 days | |
| The fund retains 99.97% of its assets under management (AUM) in equities |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dimensional Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
The market value of Dimensional Small Cap is measured differently than its book value, which is the value of Dimensional that is recorded on the company's balance sheet. Investors also form their own opinion of Dimensional Small's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Small's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Dimensional Small's market value can be influenced by many factors that don't directly affect Dimensional Small's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Dimensional Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional Small's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.