Lwasdfa Two Year Fund Market Value
| DFCFX Fund | USD 9.68 0.01 0.10% |
| Symbol | Lwas/dfa |
Lwas/dfa Two '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 Lwas/dfa Two'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 Lwas/dfa Two.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in Lwas/dfa Two on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding Lwasdfa Two Year or generate 0.0% return on investment in Lwas/dfa Two over 90 days. Lwas/dfa Two is related to or competes with Mfs Technology, Dreyfus Technology, Nationwide Bailard, Vanguard Information, Blackrock Science, and Science Technology. The fund seeks to maximize total returns from a universe of high quality, U.S More
Lwas/dfa Two 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 Lwas/dfa Two'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 Lwasdfa Two Year upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (2.24) | |||
| Maximum Drawdown | 0.1046 | |||
| Potential Upside | 0.1043 |
Lwas/dfa Two Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lwas/dfa Two's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lwas/dfa Two's standard deviation. In reality, there are many statistical measures that can use Lwas/dfa Two historical prices to predict the future Lwas/dfa Two's volatility.| Risk Adjusted Performance | 0.1578 | |||
| Jensen Alpha | 0.008 | |||
| Total Risk Alpha | 0.0026 | |||
| Treynor Ratio | (1.13) |
Lwasdfa Two Year Backtested Returns
At this stage we consider Lwas/dfa Mutual Fund to be very steady. Lwasdfa Two Year has Sharpe Ratio of 0.44, which conveys that the entity had a 0.44 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Lwas/dfa Two, which you can use to evaluate the volatility of the fund. Please verify Lwas/dfa Two's Mean Deviation of 0.0289, standard deviation of 0.0391, and Risk Adjusted Performance of 0.1578 to check out if the risk estimate we provide is consistent with the expected return of 0.017%. The fund secures a Beta (Market Risk) of -0.0065, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lwas/dfa Two are expected to decrease at a much lower rate. During the bear market, Lwas/dfa Two is likely to outperform the market.
Auto-correlation | 0.95 |
Excellent predictability
Lwasdfa Two Year has excellent predictability. Overlapping area represents the amount of predictability between Lwas/dfa Two time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 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 Lwasdfa Two Year price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Lwas/dfa Two price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lwasdfa Two Year lagged returns against current returns
Autocorrelation, which is Lwas/dfa Two 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 Lwas/dfa Two's mutual fund expected returns. We can calculate the autocorrelation of Lwas/dfa Two returns to help us make a trade decision. For example, suppose you find that Lwas/dfa Two 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 |
Lwas/dfa Two 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 Lwas/dfa Two mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lwas/dfa Two mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lwas/dfa Two mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lwas/dfa Two Lagged Returns
When evaluating Lwas/dfa Two's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lwas/dfa Two mutual fund have on its future price. Lwas/dfa Two 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, Lwas/dfa Two autocorrelation shows the relationship between Lwas/dfa Two mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lwasdfa Two Year.
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 Lwas/dfa Mutual Fund
Lwas/dfa Two financial ratios help investors to determine whether Lwas/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 Lwas/dfa with respect to the benefits of owning Lwas/dfa Two security.
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