Dfa Emerging Markets Fund Market Value
| DFESX Fund | USD 15.06 0.08 0.53% |
| Symbol | Dfa |
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.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Dfa Emerging on November 4, 2024 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 30 days. Dfa Emerging is related to or competes with T Rowe, Calamos Dynamic, Bbh Intermediate, Blrc Sgy, and Maryland Tax-free. 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.
| Downside Deviation | 0.8575 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.37 |
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.| Risk Adjusted Performance | 0.008 | |||
| Jensen Alpha | 0.0034 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0413 |
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.
Dfa Emerging Markets Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.0466, which denotes the fund had a 0.0466% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dfa Emerging Markets, which you can use to evaluate the volatility of the entity. Please confirm Dfa Emerging's Semi Deviation of 0.8271, downside deviation of 0.8575, and Mean Deviation of 0.6572 to check if the risk estimate we provide is consistent with the expected return of 0.0398%. The fund shows a Beta (market volatility) of -0.0549, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Emerging are expected to decrease at a much lower rate. During the bear market, Dfa Emerging is likely to outperform the market.
Auto-correlation | -0.66 |
Very good reverse predictability
Dfa Emerging Markets has very good reverse predictability. Overlapping area represents the amount of predictability between Dfa Emerging time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. 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 -0.66 indicates that around 66.0% of current Dfa Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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.
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