Dimensional Etf Trust Etf Key Fundamental Indicators
| DFGR Etf | 26.84 0.00 0.00% |
As of the 3rd of February, Dimensional ETF shows the Variance of 0.4324, standard deviation of 0.6576, and Mean Deviation of 0.4853. Dimensional ETF Trust 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. Please confirm Dimensional ETF Trust standard deviation and value at risk to decide if Dimensional ETF Trust is priced favorably, providing market reflects its regular price of 26.84 per share.
Dimensional ETF's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Dimensional ETF's valuation are provided below:Dimensional ETF Trust does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Dimensional | Build AI portfolio with Dimensional Etf |
Investors evaluate Dimensional ETF Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Dimensional ETF's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Dimensional ETF's market price to deviate significantly from intrinsic value.
It's important to distinguish between Dimensional ETF's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional ETF should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Dimensional ETF's market price signifies the transaction level at which participants voluntarily complete trades.
Dimensional ETF '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 Dimensional ETF's etf 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 Dimensional ETF.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Dimensional ETF on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional ETF Trust or generate 0.0% return on investment in Dimensional ETF over 90 days. Dimensional ETF is related to or competes with Global X, Vanguard Global, Vanguard Global, IShares Dow, Global X, Invesco China, and IShares Edge. Dimensional ETF is entity of United States More
Dimensional ETF 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 Dimensional ETF's etf 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 Dimensional ETF Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.88 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 0.9956 |
Dimensional ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional ETF's standard deviation. In reality, there are many statistical measures that can use Dimensional ETF historical prices to predict the future Dimensional ETF's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.28) |
Dimensional ETF February 3, 2026 Technical Indicators
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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | (0.27) | |||
| Mean Deviation | 0.4853 | |||
| Coefficient Of Variation | (37,078) | |||
| Standard Deviation | 0.6576 | |||
| Variance | 0.4324 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.28) | |||
| Maximum Drawdown | 2.88 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 0.9956 | |||
| Skewness | (0.59) | |||
| Kurtosis | 0.9524 |
Dimensional ETF Trust Backtested Returns
Currently, Dimensional ETF Trust is very steady. Dimensional ETF Trust secures Sharpe Ratio (or Efficiency) of 0.0836, which denotes the etf had a 0.0836 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Dimensional ETF Trust, which you can use to evaluate the volatility of the entity. Please confirm Dimensional ETF's Mean Deviation of 0.4853, variance of 0.4324, and Standard Deviation of 0.6576 to check if the risk estimate we provide is consistent with the expected return of 0.0505%. The etf shows a Beta (market volatility) of 0.042, which means not very significant fluctuations relative to the market. As returns on the market increase, Dimensional ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional ETF is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
Dimensional ETF Trust has virtually no predictability. Overlapping area represents the amount of predictability between Dimensional ETF time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Dimensional ETF Trust price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Dimensional ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Dimensional ETF Trust has a Beta of 1.12. This is much higher than that of the family and significantly higher than that of the Global Real Estate category. The beta for all United States etfs is notably lower than that of the firm.
Dimensional Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Dimensional ETF's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Dimensional ETF could also be used in its relative valuation, which is a method of valuing Dimensional ETF by comparing valuation metrics of similar companies.Dimensional ETF is currently under evaluation in beta as compared to similar ETFs.
Dimensional Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Dimensional ETF's current stock value. Our valuation model uses many indicators to compare Dimensional ETF value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Dimensional ETF competition to find correlations between indicators driving Dimensional ETF's intrinsic value. More Info.Dimensional ETF Trust is one of the top ETFs in beta as compared to similar ETFs. It also is one of the top ETFs in one year return as compared to similar ETFs reporting about 7.95 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Dimensional ETF by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Dimensional ETF returns are very sensitive to returns on the market. As the market goes up or down, Dimensional ETF is expected to follow.
Dimensional Fundamentals
| Beta | 1.12 | |||
| One Year Return | 8.90 % | |||
| Three Year Return | 4.20 % |
About Dimensional ETF Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Dimensional ETF Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Dimensional ETF using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Dimensional ETF Trust based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Dimensional ETF is entity of United States. It is traded as Etf on NYSE ARCA exchange.
Pair Trading with Dimensional ETF
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dimensional ETF position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dimensional ETF will appreciate offsetting losses from the drop in the long position's value.Moving together with Dimensional Etf
| 0.99 | REET | iShares Global REIT | PairCorr |
| 0.8 | RWO | SPDR Dow Jones | PairCorr |
| 0.77 | HAUZ | Xtrackers International | PairCorr |
| 0.77 | RWX | SPDR Dow Jones | PairCorr |
| 0.81 | GQRE | FlexShares Global Quality | PairCorr |
The ability to find closely correlated positions to Dimensional ETF could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dimensional ETF when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dimensional ETF - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dimensional ETF Trust to buy it.
The correlation of Dimensional ETF is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dimensional ETF moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dimensional ETF Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dimensional ETF can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Investors evaluate Dimensional ETF Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Dimensional ETF's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Dimensional ETF's market price to deviate significantly from intrinsic value.
It's important to distinguish between Dimensional ETF's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Dimensional ETF should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Dimensional ETF's market price signifies the transaction level at which participants voluntarily complete trades.