Dfa Investment Dimensions Fund Technical Analysis
| DGSFX Fund | USD 9.49 0.02 0.21% |
As of the 8th of February, Dfa Investment shows the Downside Deviation of 0.2024, mean deviation of 0.1106, and Semi Deviation of 0.1085. Dfa Investment Dimensions 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 Investment 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 Investment '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 Investment'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 Dfa Investment.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Dfa Investment on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Investment Dimensions or generate 0.0% return on investment in Dfa Investment over 90 days. Dfa Investment is related to or competes with Balanced Fund, Abr 75/25, Ab Value, and Arrow Managed. The portfolio invests in a broad portfolio of investment grade debt securities of U.S More
Dfa Investment 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 Investment'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 Dfa Investment Dimensions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2024 | |||
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 0.6347 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2121 |
Dfa Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Investment's standard deviation. In reality, there are many statistical measures that can use Dfa Investment historical prices to predict the future Dfa Investment's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | (0.06) |
Dfa Investment February 8, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.05) | |||
| Mean Deviation | 0.1106 | |||
| Semi Deviation | 0.1085 | |||
| Downside Deviation | 0.2024 | |||
| Coefficient Of Variation | 2243.98 | |||
| Standard Deviation | 0.146 | |||
| Variance | 0.0213 | |||
| Information Ratio | (0.57) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | (0.06) | |||
| Maximum Drawdown | 0.6347 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2121 | |||
| Downside Variance | 0.041 | |||
| Semi Variance | 0.0118 | |||
| Expected Short fall | (0.15) | |||
| Skewness | (0.51) | |||
| Kurtosis | 0.0171 |
Dfa Investment Dimensions Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Investment Dimensions secures Sharpe Ratio (or Efficiency) of 0.0356, which denotes the fund had a 0.0356 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Investment Dimensions, which you can use to evaluate the volatility of the entity. Please confirm Dfa Investment's Downside Deviation of 0.2024, mean deviation of 0.1106, and Semi Deviation of 0.1085 to check if the risk estimate we provide is consistent with the expected return of 0.0052%. The fund shows a Beta (market volatility) of 0.0589, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Investment is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Dfa Investment Dimensions has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dfa Investment time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 Investment Dimensions price movement. The serial correlation of -0.16 indicates that over 16.0% of current Dfa Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dfa Investment 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 Investment Dimensions Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 Investment Dimensions volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Dfa Investment 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 Investment Dimensions 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 Investment Dimensions based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Dfa Investment Dimensions price pattern first instead of the macroeconomic environment surrounding Dfa Investment Dimensions. By analyzing Dfa Investment'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 Investment'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 Investment specific price patterns or momentum indicators. Please read more on our technical analysis page.
Dfa Investment February 8, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.05) | |||
| Mean Deviation | 0.1106 | |||
| Semi Deviation | 0.1085 | |||
| Downside Deviation | 0.2024 | |||
| Coefficient Of Variation | 2243.98 | |||
| Standard Deviation | 0.146 | |||
| Variance | 0.0213 | |||
| Information Ratio | (0.57) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | (0.06) | |||
| Maximum Drawdown | 0.6347 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2121 | |||
| Downside Variance | 0.041 | |||
| Semi Variance | 0.0118 | |||
| Expected Short fall | (0.15) | |||
| Skewness | (0.51) | |||
| Kurtosis | 0.0171 |
Dfa Investment February 8, 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 | 1.00 | ||
| Day Median Price | 9.49 | ||
| Day Typical Price | 9.49 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Dfa Mutual Fund
Dfa Investment 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 Investment security.
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