Dimensional Targeted Value Etf Performance
| DFAT Etf | USD 59.22 1.02 1.75% |
The etf shows a Beta (market volatility) of -0.0154, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dimensional Targeted are expected to decrease at a much lower rate. During the bear market, Dimensional Targeted is likely to outperform the market.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional Targeted Value are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Dimensional Targeted may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| In Threey Sharp Ratio | 0.24 |
Dimensional |
Dimensional Targeted Relative Risk vs. Return Landscape
If you would invest 5,538 in Dimensional Targeted Value on August 24, 2024 and sell it today you would earn a total of 384.00 from holding Dimensional Targeted Value or generate 6.93% return on investment over 90 days. Dimensional Targeted Value is currently generating 0.1131% in daily expected returns and assumes 1.3072% risk (volatility on return distribution) over the 90 days horizon. In different words, 11% of etfs are less volatile than Dimensional, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Dimensional Targeted Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Targeted's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Dimensional Targeted Value, and traders can use it to determine the average amount a Dimensional Targeted'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 = 0.0865
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Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Dimensional Targeted is performing at about 6% of its full potential. 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 Targeted by adding it to a well-diversified portfolio.
Dimensional Targeted Fundamentals Growth
Dimensional Etf prices reflect investors' perceptions of the future prospects and financial health of Dimensional Targeted, and Dimensional Targeted 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 | 6.23 B | |||
About Dimensional Targeted Performance
Assessing Dimensional Targeted's fundamental ratios provides investors with valuable insights into Dimensional Targeted's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Dimensional Targeted 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.
As a non-fundamental policy, under normal circumstances, the fund will invest at least 80 percent of its net assets in securities of U.S. companies. Dimensional is traded on NYSEARCA Exchange in the United States.| The fund retains 99.96% 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 Targeted Value. 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
The market value of Dimensional Targeted 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 Targeted's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Targeted'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 Targeted's market value can be influenced by many factors that don't directly affect Dimensional Targeted'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 Targeted's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional Targeted is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional Targeted'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.