Dfa Social Core Fund Technical Analysis
| DFUEX Fund | USD 33.81 0.29 0.85% |
As of the 1st of February, Dfa Us shows the Mean Deviation of 0.6084, semi deviation of 0.8235, and Downside Deviation of 0.9416. Dfa Social Core technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices.
Dfa Us Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Dfa, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to DfaDfa |
Dfa Us '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 Us' 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 Us.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Dfa Us on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Social Core or generate 0.0% return on investment in Dfa Us over 90 days. Dfa Us is related to or competes with Royce Special, Fpa Queens, Lsv Small, Omni Small-cap, Perkins Small, and Boston Partners. The Portfolio purchases a broad and diverse group of equity securities of U.S More
Dfa Us 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 Us' 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 Social Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9416 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.33 |
Dfa Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Us' standard deviation. In reality, there are many statistical measures that can use Dfa Us historical prices to predict the future Dfa Us' volatility.| Risk Adjusted Performance | 0.0333 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0277 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Us' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dfa Us February 1, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0333 | |||
| Market Risk Adjusted Performance | 0.0377 | |||
| Mean Deviation | 0.6084 | |||
| Semi Deviation | 0.8235 | |||
| Downside Deviation | 0.9416 | |||
| Coefficient Of Variation | 2231.74 | |||
| Standard Deviation | 0.7981 | |||
| Variance | 0.637 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0277 | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.8866 | |||
| Semi Variance | 0.6781 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.45) | |||
| Kurtosis | 0.0861 |
Dfa Social Core Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Social Core secures Sharpe Ratio (or Efficiency) of 0.0664, which denotes the fund had a 0.0664 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Social Core, which you can use to evaluate the volatility of the entity. Please confirm Dfa Us' Mean Deviation of 0.6084, downside deviation of 0.9416, and Semi Deviation of 0.8235 to check if the risk estimate we provide is consistent with the expected return of 0.0536%. The fund shows a Beta (market volatility) of 0.93, 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.
Auto-correlation | 0.18 |
Very weak predictability
Dfa Social Core has very weak predictability. Overlapping area represents the amount of predictability between Dfa Us time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 2026. 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 Social Core price movement. The serial correlation of 0.18 indicates that over 18.0% of current Dfa Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Dfa Us technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Dfa Social Core Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Dfa Social Core volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Dfa Us Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Dfa Social Core on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Dfa Social Core based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Dfa Social Core price pattern first instead of the macroeconomic environment surrounding Dfa Social Core. By analyzing Dfa Us's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Dfa Us's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Dfa Us specific price patterns or momentum indicators. Please read more on our technical analysis page.
Dfa Us February 1, 2026 Technical Indicators
Most technical analysis of Dfa help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Dfa from various momentum indicators to cycle indicators. When you analyze Dfa charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0333 | |||
| Market Risk Adjusted Performance | 0.0377 | |||
| Mean Deviation | 0.6084 | |||
| Semi Deviation | 0.8235 | |||
| Downside Deviation | 0.9416 | |||
| Coefficient Of Variation | 2231.74 | |||
| Standard Deviation | 0.7981 | |||
| Variance | 0.637 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0277 | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.8866 | |||
| Semi Variance | 0.6781 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.45) | |||
| Kurtosis | 0.0861 |
Dfa Us February 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Dfa stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 33.81 | ||
| Day Typical Price | 33.81 | ||
| Price Action Indicator | (0.14) |
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.
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