Desjardins Ri Global Etf Key Fundamental Indicators
| DRFG Etf | CAD 39.77 0.12 0.30% |
As of the 25th of February, Desjardins shows the Downside Deviation of 1.82, coefficient of variation of 1145.58, and Mean Deviation of 0.7289. Desjardins RI Global 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.
Desjardins' 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 Desjardins' valuation are provided below:Desjardins RI Global 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. Desjardins |
Desjardins '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 Desjardins' 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 Desjardins.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Desjardins on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Desjardins RI Global or generate 0.0% return on investment in Desjardins over 90 days. Desjardins is related to or competes with Vanguard FTSE, Vanguard Dividend, Mackenzie Canadian, IShares Core, IShares SPTSX, IShares Core, and NBI Unconstrained. DRFG seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of a global mar... More
Desjardins 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 Desjardins' 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 Desjardins RI Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | 0.0188 | |||
| Maximum Drawdown | 10.64 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.28 |
Desjardins Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Desjardins' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Desjardins' standard deviation. In reality, there are many statistical measures that can use Desjardins historical prices to predict the future Desjardins' volatility.| Risk Adjusted Performance | 0.0724 | |||
| Jensen Alpha | 0.1342 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0164 | |||
| Treynor Ratio | (2.36) |
Desjardins February 25, 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 | 0.0724 | |||
| Market Risk Adjusted Performance | (2.35) | |||
| Mean Deviation | 0.7289 | |||
| Semi Deviation | 1.45 | |||
| Downside Deviation | 1.82 | |||
| Coefficient Of Variation | 1145.58 | |||
| Standard Deviation | 1.59 | |||
| Variance | 2.53 | |||
| Information Ratio | 0.0188 | |||
| Jensen Alpha | 0.1342 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0164 | |||
| Treynor Ratio | (2.36) | |||
| Maximum Drawdown | 10.64 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.28 | |||
| Downside Variance | 3.31 | |||
| Semi Variance | 2.1 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.1162 | |||
| Kurtosis | 21.64 |
Desjardins RI Global Backtested Returns
As of now, Desjardins Etf is very steady. Desjardins RI Global secures Sharpe Ratio (or Efficiency) of 0.0643, which denotes the etf had a 0.0643 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Desjardins RI Global, which you can use to evaluate the volatility of the entity. Please confirm Desjardins' Mean Deviation of 0.7289, coefficient of variation of 1145.58, and Downside Deviation of 1.82 to check if the risk estimate we provide is consistent with the expected return of 0.11%. The etf shows a Beta (market volatility) of -0.0546, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Desjardins are expected to decrease at a much lower rate. During the bear market, Desjardins is likely to outperform the market.
Auto-correlation | 0.18 |
Very weak predictability
Desjardins RI Global has very weak predictability. Overlapping area represents the amount of predictability between Desjardins time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 Desjardins RI Global price movement. The serial correlation of 0.18 indicates that over 18.0% of current Desjardins price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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, Desjardins RI Global has a Beta of 0.96. This is much higher than that of the DGAM family and significantly higher than that of the Global Equity category. The beta for all Canada etfs is notably lower than that of the firm.
Desjardins Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Desjardins' 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 Desjardins could also be used in its relative valuation, which is a method of valuing Desjardins by comparing valuation metrics of similar companies.Desjardins is currently under evaluation in beta as compared to similar ETFs.
Desjardins Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Desjardins's current stock value. Our valuation model uses many indicators to compare Desjardins value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Desjardins competition to find correlations between indicators driving Desjardins's intrinsic value. More Info.Desjardins RI Global 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 24.06 of One Year Return per Beta. Comparative valuation analysis is a catch-all model that can be used if you cannot value Desjardins by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for Desjardins' Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for Desjardins
The fund invests 99.35% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Desjardins' investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Desjardins returns are very sensitive to returns on the market. As the market goes up or down, Desjardins is expected to follow.
Desjardins Fundamentals
| Beta | 0.96 | |||
| Total Asset | 9.45 M | |||
| One Year Return | 23.10 % | |||
| Three Year Return | 20.80 % | |||
| Five Year Return | 13.20 % | |||
| Net Asset | 9.45 M | |||
| Last Dividend Paid | 1.4 | |||
| Equity Positions Weight | 99.35 % |
About Desjardins Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Desjardins RI Global's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Desjardins using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Desjardins RI Global 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.DRFG seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of a global markets index that employs a multifactor approach. DESJARDINS GBL is traded on Toronto Stock Exchange in Canada.
Pair Trading with Desjardins
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 Desjardins 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 Desjardins will appreciate offsetting losses from the drop in the long position's value.Moving together with Desjardins Etf
| 0.86 | XEQT | iShares Core Equity | PairCorr |
| 0.85 | XAW | iShares Core MSCI | PairCorr |
| 0.78 | DXG | Dynamic Active Global | PairCorr |
| 0.85 | VXC | Vanguard FTSE Global | PairCorr |
| 0.78 | XWD | iShares MSCI World | PairCorr |
The ability to find closely correlated positions to Desjardins could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Desjardins 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 Desjardins - 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 Desjardins RI Global to buy it.
The correlation of Desjardins 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 Desjardins moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Desjardins RI Global 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 Desjardins 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.Other Information on Investing in Desjardins Etf
Desjardins financial ratios help investors to determine whether Desjardins Etf 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 Desjardins with respect to the benefits of owning Desjardins security.