Dfa Small Fund Market Value
| DSCGX Fund | USD 29.21 0.35 1.21% |
| Symbol | Dfa |
Dfa - '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 -'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 -.
| 04/19/2025 |
| 07/18/2025 |
If you would invest 0.00 in Dfa - on April 19, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Small or generate 0.0% return on investment in Dfa - over 90 days. Dfa - is related to or competes with Dfa Large, Dfa -, Dfa -, Us Large, and Dfa Real. The Portfolio, using a market capitalization weighted approach, purchases a broad and diverse group of readily marketabl... More
Dfa - 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 -'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 Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9209 | |||
| Information Ratio | 0.1195 | |||
| Maximum Drawdown | 5.84 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.29 |
Dfa - Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa -'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa -'s standard deviation. In reality, there are many statistical measures that can use Dfa - historical prices to predict the future Dfa -'s volatility.| Risk Adjusted Performance | 0.2502 | |||
| Jensen Alpha | 0.3002 | |||
| Total Risk Alpha | 0.1066 | |||
| Sortino Ratio | 0.1393 | |||
| Treynor Ratio | (1.66) |
Dfa Small Backtested Returns
Dfa - appears to be very steady, given 3 months investment horizon. Dfa Small secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the fund had a 0.27 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dfa Small, which you can use to evaluate the volatility of the entity. Please utilize Dfa -'s Downside Deviation of 0.9209, mean deviation of 0.7964, and Semi Deviation of 0.572 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa - are expected to decrease at a much lower rate. During the bear market, Dfa - is likely to outperform the market.
Auto-correlation | 0.68 |
Good predictability
Dfa Small has good predictability. Overlapping area represents the amount of predictability between Dfa - time series from 19th of April 2025 to 3rd of June 2025 and 3rd of June 2025 to 18th 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 Small price movement. The serial correlation of 0.68 indicates that around 68.0% of current Dfa - price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Dfa Small lagged returns against current returns
Autocorrelation, which is Dfa - 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 -'s mutual fund expected returns. We can calculate the autocorrelation of Dfa - returns to help us make a trade decision. For example, suppose you find that Dfa - 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 - 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 - mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa - 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 - mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa - Lagged Returns
When evaluating Dfa -'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa - mutual fund have on its future price. Dfa - 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 - autocorrelation shows the relationship between Dfa - mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Small.
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 - 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 - security.
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