Dimensional Etf Profile

DFAC -  USA Etf  

USD 27.27  0.39  1.41%

Market Performance
0 of 100
Odds Of Distress
Less than 8
Dimensional is trading at 27.27 as of the 21st of January 2022, a -1.41 percent down since the beginning of the trading day. The etf's open price was 27.66. Dimensional has only a 8 % chance of going through financial distress over the next few years, but has generated negative returns over the last 90 days. Equity ratings for Dimensional US Core are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 22nd of December 2021 and ending today, the 21st of January 2022. Click here to learn more.
The investment seeks to achieve long-term capital appreciation while considering federal income tax implications of investment decisions. Dimensional is traded on NYSEArca Exchange in the United States.. More on Dimensional US Core

Dimensional Etf Highlights

Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. If you consider yourself one of those investors, make sure you clearly understand your entering position. Dimensional's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding Dimensional or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
Dimensional US Core generated a negative expected return over the last 90 days
The fund retains 99.99% of its assets under management (AUM) in equities
Legal NameDimensional US Core
Macroaxis Advice
Unlike general analyst consensus, Macroaxis buy hold or sell recommendation is provided in the context of your current investment horizon and risk tolerance. The advice algorithm takes into account all of Dimensional's available fundamental, technical, and predictive indicators. Your current horizon is 90 days - details
Strong BuyFairly Valued
IssuerDimensional Fund Advisors
DescriptionDimensional U.S. Core Equity 2 ETF
Inception Date2007-10-04
BenchmarkRussell 3000 Index
Entity TypeRegulated Investment Company
Asset TypeEquity
CategoryBroad Equity
FocusBroad Equity
Market ConcentrationDeveloped Markets
RegionNorth America
AdministratorCiti Fund Services Ohio, Inc.
AdvisorDimensional Fund Advisors LP
CustodianCitibank N.A.
DistributorDFA Securities LLC
Portfolio ManagerJed S. Fogdall, Joel P. Schneider, Lukas J. Smart
Transfer AgentCitibank N.A.
Fiscal Year End31-Oct
ExchangeNYSE Arca, Inc.
Market MakerVirtu Financial
Total Expense0.19
Management Fee0.16
Nav Price28.81
Two Hundred Day Average27.67
Average Daily Volume In Three Month775.96k
Fifty Two Week Low24.87
As Of Date31st of July 2021
Average Daily Volume Last 10 Day1.03M
Fifty Two Week High29.33
One Month0.41%
Fifty Day Average28.62
Beta In Three Year1.13
Dimensional US Core [DFAC] is traded in USA and was established 2007-10-04. The fund is listed under Large Blend category and is part of Dimensional Fund Advisors family. Dimensional US Core currently have 13.53 B in assets under management (AUM).
Check Dimensional Probability Of Bankruptcy

Sector Allocation (%)

Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Dimensional Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Dimensional , and the less return is expected.

Top Dimensional US Core Constituents

Dimensional Target Price Odds Analysis

What are Dimensional's target price odds to finish over the current price? Depending on a normal probability distribution, the odds of Dimensional jumping above the current price in 90 days from now is close to 99%. The Dimensional US Core probability density function shows the probability of Dimensional etf to fall within a particular range of prices over 90 days. Given the investment horizon of 90 days the etf has a beta coefficient of 1.0786 suggesting Dimensional US Core market returns are sensitive to returns on the market. As the market goes up or down, Dimensional is expected to follow. Additionally, the company has an alpha of 0.0072, implying that it can generate a 0.007213 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Odds Down 27.27HorizonTargetOdds Up 27.27 
0.59%90 days
 27.27 
99.38%
Based on a normal probability distribution, the odds of Dimensional to move above the current price in 90 days from now is close to 99 (This Dimensional US Core probability density function shows the probability of Dimensional Etf to fall within a particular range of prices over 90 days) .

Dimensional Major Institutional Holders

Institutional Holdings refers to the ownership stake in Dimensional that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Dimensional's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Dimensional's value.
InstituionSecurity TypeTotal SharesValue
Pure Financial Advisors LlcFund Units4.4 M126.5 M
View Dimensional Diagnostics

Dimensional US Core Risk Profiles

Investors will always prefer to have the highest possible return on investment while minimizing volatility. Dimensional market risk premium is the additional return an investor will receive from holding Dimensional long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Dimensional. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although Dimensional's alpha and beta are two of the key measurements used to evaluate Dimensional's performance over the market, the standard measures of volatility play an important role as well.

Dimensional US Core Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Dimensional US Core Sine Of Price Series is a trigonometric price transformation method. View also all equity analysis or get more info about sine of price series math transform indicator.

Dimensional Against Markets

Picking the right benchmark for Dimensional etf is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in Dimensional etf price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for Dimensional is critical whether you are bullish or bearish towards Dimensional US Core at a given time.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Dimensional without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Global Correlations Now

   

Global Correlations

Find global opportunities by holding instruments from different markets
All  Next Launch Module
Continue to Investing Opportunities. Note that the Dimensional US Core information on this page should be used as a complementary analysis to other Dimensional's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for Dimensional Etf analysis

When running Dimensional US Core price analysis, check to measure Dimensional's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dimensional is operating at the current time. Most of Dimensional's value examination focuses on studying past and present price action to predict the probability of Dimensional's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Dimensional's price. Additionally, you may evaluate how the addition of Dimensional to your portfolios can decrease your overall portfolio volatility.
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
The market value of Dimensional US Core is measured differently than its book value, which is the value of Dimensional that is recorded on the company's balance sheet. Investors also form their own opinion of Dimensional's value that differs from its market value or its book value, called intrinsic value, which is Dimensional's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Dimensional's market value can be influenced by many factors that don't directly affect Dimensional's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Dimensional's value and its price as these two are different measures arrived at by different means. Investors typically determine Dimensional value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional'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.