Dfa Sustainability Core Fund Market Value
| DFSIX Fund | USD 48.40 0.80 1.68% |
| Symbol | Dfa |
Dfa Sustainability '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 Sustainability'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 Sustainability.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in Dfa Sustainability on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Sustainability Core or generate 0.0% return on investment in Dfa Sustainability over 90 days. Dfa Sustainability is related to or competes with Dfa Intl, Dfa Emerging, Us E, Emerging Markets, and Dfa Global. The Portfolio purchases a broad and diverse group of securities of U.S More
Dfa Sustainability 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 Sustainability'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 Sustainability Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7254 | |||
| Information Ratio | 0.0762 | |||
| Maximum Drawdown | 5.51 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.22 |
Dfa Sustainability Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Sustainability's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Sustainability's standard deviation. In reality, there are many statistical measures that can use Dfa Sustainability historical prices to predict the future Dfa Sustainability's volatility.| Risk Adjusted Performance | 0.1663 | |||
| Jensen Alpha | 0.0636 | |||
| Total Risk Alpha | 0.0568 | |||
| Sortino Ratio | 0.0888 | |||
| Treynor Ratio | 0.1665 |
Dfa Sustainability Core Backtested Returns
Dfa Sustainability appears to be very steady, given 3 months investment horizon. Dfa Sustainability Core secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the fund had a 0.23 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dfa Sustainability Core, which you can use to evaluate the volatility of the entity. Please utilize Dfa Sustainability's Downside Deviation of 0.7254, semi deviation of 0.4979, and Mean Deviation of 0.6062 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.01, which means a somewhat significant risk relative to the market. Dfa Sustainability returns are very sensitive to returns on the market. As the market goes up or down, Dfa Sustainability is expected to follow.
Auto-correlation | 0.84 |
Very good predictability
Dfa Sustainability Core has very good predictability. Overlapping area represents the amount of predictability between Dfa Sustainability time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th 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 Dfa Sustainability Core price movement. The serial correlation of 0.84 indicates that around 84.0% of current Dfa Sustainability price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
Dfa Sustainability Core lagged returns against current returns
Autocorrelation, which is Dfa Sustainability 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 Sustainability's mutual fund expected returns. We can calculate the autocorrelation of Dfa Sustainability returns to help us make a trade decision. For example, suppose you find that Dfa Sustainability 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 Sustainability 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 Sustainability mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Sustainability 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 Sustainability mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Sustainability Lagged Returns
When evaluating Dfa Sustainability's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Sustainability mutual fund have on its future price. Dfa Sustainability 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 Sustainability autocorrelation shows the relationship between Dfa Sustainability mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Sustainability Core.
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 Sustainability 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 Sustainability security.
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