Dfa Oregon Municipal Fund Market Value
| DOGMX Fund | USD 9.70 0.01 0.10% |
| Symbol | Dfa |
Dfa Oregon '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 Oregon'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 Oregon.
| 02/22/2025 |
| 05/23/2025 |
If you would invest 0.00 in Dfa Oregon on February 22, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Oregon Municipal or generate 0.0% return on investment in Dfa Oregon over 90 days. Dfa Oregon is related to or competes with Pgim Jennison, Harbor Diversified, T Rowe, Columbia Diversified, and Putnam Diversified. As a fundamental investment policy, under normal market conditions, the Portfolio will invest at least 80 percent of its... More
Dfa Oregon 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 Oregon'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 Oregon Municipal upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2954 | |||
| Maximum Drawdown | 1.67 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.2075 |
Dfa Oregon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Oregon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Oregon's standard deviation. In reality, there are many statistical measures that can use Dfa Oregon historical prices to predict the future Dfa Oregon's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 0.6435 |
Dfa Oregon Municipal Backtested Returns
Dfa Oregon Municipal secures Sharpe Ratio (or Efficiency) of -0.0355, which denotes the fund had a -0.0355 % return per unit of standard deviation over the last 3 months. Dfa Oregon Municipal exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dfa Oregon's Coefficient Of Variation of (4,416), mean deviation of 0.1529, and Standard Deviation of 0.2603 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0247, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Oregon are expected to decrease at a much lower rate. During the bear market, Dfa Oregon is likely to outperform the market.
Auto-correlation | -0.58 |
Good reverse predictability
Dfa Oregon Municipal has good reverse predictability. Overlapping area represents the amount of predictability between Dfa Oregon time series from 22nd of February 2025 to 8th of April 2025 and 8th of April 2025 to 23rd of May 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 Oregon Municipal price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Dfa Oregon price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dfa Oregon Municipal lagged returns against current returns
Autocorrelation, which is Dfa Oregon 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 Oregon's mutual fund expected returns. We can calculate the autocorrelation of Dfa Oregon returns to help us make a trade decision. For example, suppose you find that Dfa Oregon 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 Oregon 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 Oregon mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Oregon 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 Oregon mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Oregon Lagged Returns
When evaluating Dfa Oregon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Oregon mutual fund have on its future price. Dfa Oregon 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 Oregon autocorrelation shows the relationship between Dfa Oregon mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Oregon Municipal.
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 Oregon 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 Oregon security.
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