Dfa Emerging Markets Fund Market Value

DFESX Fund  USD 17.10  0.21  1.24%   
Dfa Emerging's market value is the price at which a share of Dfa Emerging trades on a public exchange. It measures the collective expectations of Dfa Emerging Markets investors about its performance. Dfa Emerging is trading at 17.10 as of the 24th of July 2025; that is 1.24 percent up since the beginning of the trading day. The fund's open price was 16.89.
With this module, you can estimate the performance of a buy and hold strategy of Dfa Emerging Markets and determine expected loss or profit from investing in Dfa Emerging over a given investment horizon. Check out Dfa Emerging Correlation, Dfa Emerging Volatility and Dfa Emerging Alpha and Beta module to complement your research on Dfa Emerging.
Symbol

Please note, there is a significant difference between Dfa Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dfa Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dfa Emerging's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Dfa Emerging '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 Emerging'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 Emerging.
0.00
04/25/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/24/2025
0.00
If you would invest  0.00  in Dfa Emerging on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Emerging Markets or generate 0.0% return on investment in Dfa Emerging over 90 days. Dfa Emerging is related to or competes with Ambrus Core, Versatile Bond, Rbc Ultra-short, Calvert Bond, Bbh Intermediate, Ab Bond, and Intermediate-term. The fund will invest at least 80 percent of its net assets in emerging markets equity securities that are defined in the... More

Dfa Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.

Dfa Emerging Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Emerging's standard deviation. In reality, there are many statistical measures that can use Dfa Emerging historical prices to predict the future Dfa Emerging's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dfa Emerging's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
16.3917.1017.81
Details
Intrinsic
Valuation
LowRealHigh
16.0816.7917.50
Details
Naive
Forecast
LowNextHigh
16.3117.0217.73
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.9916.5917.20
Details

Dfa Emerging Markets Backtested Returns

Dfa Emerging appears to be very steady, given 3 months investment horizon. Dfa Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.37, which denotes the fund had a 0.37 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Emerging Markets, which you can use to evaluate the volatility of the entity. Please utilize Dfa Emerging's Coefficient Of Variation of 248.05, downside deviation of 0.6976, and Mean Deviation of 0.4762 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dfa Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Emerging is expected to be smaller as well.

Auto-correlation

    
  0.86  

Very good predictability

Dfa Emerging Markets has very good predictability. Overlapping area represents the amount of predictability between Dfa Emerging time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Emerging Markets price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Dfa Emerging price fluctuation can be explain by its past prices.
Correlation Coefficient0.86
Spearman Rank Test0.85
Residual Average0.0
Price Variance0.11

Dfa Emerging Markets lagged returns against current returns

Autocorrelation, which is Dfa Emerging 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 Emerging's mutual fund expected returns. We can calculate the autocorrelation of Dfa Emerging returns to help us make a trade decision. For example, suppose you find that Dfa Emerging 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 Emerging 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 Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Emerging 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 Emerging mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Dfa Emerging Lagged Returns

When evaluating Dfa Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Emerging mutual fund have on its future price. Dfa Emerging 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 Emerging autocorrelation shows the relationship between Dfa Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Emerging Markets.
   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 Emerging 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 Emerging security.
Money Managers
Screen money managers from public funds and ETFs managed around the world
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets