Dfa Ca Int Tr Fund Market Value
| DCIBX Fund | USD 10.21 0.01 0.1% |
| Symbol | Dfa |
Dfa Ca '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 Ca'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 Ca.
| 04/17/2025 |
| 07/16/2025 |
If you would invest 0.00 in Dfa Ca on April 17, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Ca Int Tr or generate 0.0% return on investment in Dfa Ca over 90 days. Dfa Ca is related to or competes with Prudential Financial, Financials Ultrasector, Vanguard Financials, and Icon Financial. The fund normally invests in a universe of municipal securities issued by or on behalf of California state or local gove... More
Dfa Ca 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 Ca'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 Ca Int Tr upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2419 | |||
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 1.89 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.1982 |
Dfa Ca Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Ca's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Ca's standard deviation. In reality, there are many statistical measures that can use Dfa Ca historical prices to predict the future Dfa Ca's volatility.| Risk Adjusted Performance | 0.1344 | |||
| Jensen Alpha | 0.0299 | |||
| Total Risk Alpha | 0.0014 | |||
| Sortino Ratio | (0.38) | |||
| Treynor Ratio | (0.55) |
Dfa Ca Int Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Ca Int secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Dfa Ca Int Tr, which you can use to evaluate the volatility of the entity. Please confirm Dfa Ca's Downside Deviation of 0.2419, mean deviation of 0.1057, and Coefficient Of Variation of 574.89 to check if the risk estimate we provide is consistent with the expected return of 0.0162%. The fund shows a Beta (market volatility) of -0.0446, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Ca are expected to decrease at a much lower rate. During the bear market, Dfa Ca is likely to outperform the market.
Auto-correlation | 0.79 |
Good predictability
Dfa Ca Int Tr has good predictability. Overlapping area represents the amount of predictability between Dfa Ca time series from 17th of April 2025 to 1st of June 2025 and 1st of June 2025 to 16th of July 2025. 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 Ca Int price movement. The serial correlation of 0.79 indicates that around 79.0% of current Dfa Ca price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dfa Ca Int lagged returns against current returns
Autocorrelation, which is Dfa Ca mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Dfa Ca's mutual fund expected returns. We can calculate the autocorrelation of Dfa Ca returns to help us make a trade decision. For example, suppose you find that Dfa Ca has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Dfa Ca regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Dfa Ca mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Ca mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dfa Ca mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Ca Lagged Returns
When evaluating Dfa Ca's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Ca mutual fund have on its future price. Dfa Ca autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Dfa Ca autocorrelation shows the relationship between Dfa Ca mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Ca Int Tr.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Dfa Mutual Fund
Dfa Ca 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 Ca security.
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