Dfa One Year Fixed Fund Alpha and Beta Analysis
| DFIHX Fund | USD 10.24 0.04 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dfa One Year Fixed. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dfa One-year over a specified time horizon. Remember, high Dfa One-year's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Dfa One-year's market risk premium analysis include:
Beta (0.01) | Alpha 0.0109 | Risk 0.0905 | Sharpe Ratio 0.23 | Expected Return 0.0206 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Dfa One-year Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dfa One-year market risk premium is the additional return an investor will receive from holding Dfa One-year long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Dfa One-year. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Dfa One-year's performance over market.| α | 0.01 | β | -0.0063 |
Dfa One-year expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Dfa One-year's Buy-and-hold return. Our buy-and-hold chart shows how Dfa One-year performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dfa One-year Market Price Analysis
Market price analysis indicators help investors to evaluate how Dfa One-year mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dfa One-year shares will generate the highest return on investment. By understating and applying Dfa One-year mutual fund market price indicators, traders can identify Dfa One-year position entry and exit signals to maximize returns.
Dfa One-year Return and Market Media
The median price of Dfa One-year for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 10.18 with a coefficient of variation of 0.41. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 10.18, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Dfa One-year Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Dfa or other funds. Alpha measures the amount that position in Dfa One Year has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Dfa One-year in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Dfa One-year's short interest history, or implied volatility extrapolated from Dfa One-year options trading.
Build Portfolio with Dfa One-year
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Check out Dfa One-year Backtesting, Portfolio Optimization, Dfa One-year Correlation, Dfa One-year Hype Analysis, Dfa One-year Volatility, Dfa One-year History and analyze Dfa One-year Performance. Note that the Dfa One Year information on this page should be used as a complementary analysis to other Dfa One-year's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Dfa One-year 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.