Dfa Ltip Portfolio Fund Technical Analysis
| DRXIX Fund | USD 5.30 0.02 0.38% |
As of the 4th of March, Dfa Ltip shows the Downside Deviation of 0.6509, mean deviation of 0.4933, and Semi Deviation of 0.5542. Dfa Ltip Portfolio 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 Ltip 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 Ltip '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 Ltip'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 Ltip.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Dfa Ltip on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Ltip Portfolio or generate 0.0% return on investment in Dfa Ltip over 90 days. Dfa Ltip is related to or competes with Intal High, Dfa International, Dfa Inflation, Dfa International, Dfa International, Dfa Mn, and Dfa Municipal. The fund seeks its investment objective by generally investing in a universe of long-term fixed income securities struct... More
Dfa Ltip 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 Ltip'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 Ltip Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6509 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.52 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.17 |
Dfa Ltip Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Ltip's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Ltip's standard deviation. In reality, there are many statistical measures that can use Dfa Ltip historical prices to predict the future Dfa Ltip's volatility.| Risk Adjusted Performance | 0.0039 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.10) |
Dfa Ltip March 4, 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 | 0.0039 | |||
| Market Risk Adjusted Performance | (0.09) | |||
| Mean Deviation | 0.4933 | |||
| Semi Deviation | 0.5542 | |||
| Downside Deviation | 0.6509 | |||
| Coefficient Of Variation | 13104.5 | |||
| Standard Deviation | 0.6343 | |||
| Variance | 0.4023 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.10) | |||
| Maximum Drawdown | 2.52 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.17 | |||
| Downside Variance | 0.4236 | |||
| Semi Variance | 0.3072 | |||
| Expected Short fall | (0.61) | |||
| Skewness | 0.2869 | |||
| Kurtosis | 0.2711 |
Dfa Ltip Portfolio Backtested Returns
At this stage we consider Dfa Mutual Fund to be not too volatile. Dfa Ltip Portfolio secures Sharpe Ratio (or Efficiency) of 0.0438, which denotes the fund had a 0.0438 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Ltip Portfolio, which you can use to evaluate the volatility of the entity. Please confirm Dfa Ltip's Mean Deviation of 0.4933, semi deviation of 0.5542, and Downside Deviation of 0.6509 to check if the risk estimate we provide is consistent with the expected return of 0.0268%. The fund shows a Beta (market volatility) of 0.0513, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Ltip's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Ltip is expected to be smaller as well.
Auto-correlation | 0.04 |
Virtually no predictability
Dfa Ltip Portfolio has virtually no predictability. Overlapping area represents the amount of predictability between Dfa Ltip time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 Ltip Portfolio price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Dfa Ltip price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Dfa Ltip 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 Ltip Portfolio Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Dfa Ltip Portfolio across different markets.
About Dfa Ltip 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 Ltip Portfolio 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 Ltip Portfolio based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Dfa Ltip Portfolio price pattern first instead of the macroeconomic environment surrounding Dfa Ltip Portfolio. By analyzing Dfa Ltip'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 Ltip'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 Ltip specific price patterns or momentum indicators. Please read more on our technical analysis page.
Dfa Ltip March 4, 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 | 0.0039 | |||
| Market Risk Adjusted Performance | (0.09) | |||
| Mean Deviation | 0.4933 | |||
| Semi Deviation | 0.5542 | |||
| Downside Deviation | 0.6509 | |||
| Coefficient Of Variation | 13104.5 | |||
| Standard Deviation | 0.6343 | |||
| Variance | 0.4023 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.10) | |||
| Maximum Drawdown | 2.52 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.17 | |||
| Downside Variance | 0.4236 | |||
| Semi Variance | 0.3072 | |||
| Expected Short fall | (0.61) | |||
| Skewness | 0.2869 | |||
| Kurtosis | 0.2711 |
Dfa Ltip March 4, 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 | 5.30 | ||
| Day Typical Price | 5.30 | ||
| Price Action Indicator | (0.01) |
Other Information on Investing in Dfa Mutual Fund
Dfa Ltip 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 Ltip security.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Transaction History View history of all your transactions and understand their impact on performance |