Dfa Sustainability Core Fund Manager Performance Evaluation
| DFSIX Fund | USD 47.55 0.24 0.51% |
The fund shows a Beta (market volatility) of 0.99, which means possible diversification benefits within a given portfolio. Dfa Us returns are very sensitive to returns on the market. As the market goes up or down, Dfa Us is expected to follow.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Dfa Sustainability Core are ranked lower than 16 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward indicators, Dfa Us may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...more| Expense Ratio | 0.1700 |
Dfa |
Dfa Us Relative Risk vs. Return Landscape
If you would invest 4,290 in Dfa Sustainability Core on September 2, 2024 and sell it today you would earn a total of 465.00 from holding Dfa Sustainability Core or generate 10.84% return on investment over 90 days. Dfa Sustainability Core is currently producing 0.164% returns and takes up 0.7876% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Dfa, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Dfa Us Current Valuation
Fairly Valued
Today
Please note that Dfa Us' price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Dfa Sustainability Core shows a prevailing Real Value of $46.84 per share. The current price of the fund is $47.55. We determine the value of Dfa Sustainability Core from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Since Dfa Us is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa Us' intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 47.55 | Real 46.84 | Hype 47.55 | Naive 47.65 |
The intrinsic value of Dfa Us' stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Dfa Us' stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Dfa Sustainability Core helps investors to forecast how Dfa mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Dfa Us more accurately as focusing exclusively on Dfa Us' fundamentals will not take into account other important factors: Dfa Us Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Us' investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa Sustainability Core, and traders can use it to determine the average amount a Dfa Us' 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 = 0.2082
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | DFSIX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.79 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Dfa Us is performing at about 16% 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 Dfa Us by adding it to a well-diversified portfolio.
Dfa Us Fundamentals Growth
Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa Us, and Dfa Us 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 Dfa Mutual Fund performance.
| Price To Earning | 18.74 X | ||||
| Price To Book | 2.68 X | ||||
| Price To Sales | 1.39 X | ||||
| Total Asset | 5.86 B | ||||
About Dfa Us Performance
Evaluating Dfa Us' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Dfa Us has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Dfa Us has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The Portfolio purchases a broad and diverse group of securities of U.S. companies. It invests in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the U.S. Universe, while adjusting the composition of the Portfolio based on sustainability impact considerations.Things to note about Dfa Sustainability Core performance evaluation
Checking the ongoing alerts about Dfa Us for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa Sustainability Core help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains 99.16% of its assets under management (AUM) in equities |
- Analyzing Dfa Us' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Dfa Us' stock is overvalued or undervalued compared to its peers.
- Examining Dfa Us' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Dfa Us' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa Us' management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Dfa Us' mutual fund. These opinions can provide insight into Dfa Us' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Dfa Mutual Fund
Dfa Us 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 Us security.
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon |