Dfa Global Correlation, Dfa Global Volatility and Dfa Global Alpha and Beta module to complement your research on Dfa Global.Dfa Global's market value is the price at which a share of Dfa Global stock trades on a public exchange. It measures the collective expectations of Dfa Global Real investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Dfa Global Real and determine expected loss or profit from investing in Dfa Global over a given investment horizon. Check out
Dfa Global '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 Global'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 Global.
If you would invest 0.00 in Dfa Global on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa Global Real or generate 0.0% return on investment in Dfa Global over 30 days. Dfa Global is related to or competes with Intal High, Dfa -, Dfa Inflation, Dfa International, Dfa -, Dfa Mn, and Dfa Municipal. The Portfolio seeks to achieve exposure to a broad portfolio of securities of U.S More
Dfa Global 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 Global'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 Global Real upside and downside potential and time the market with a certain degree of confidence.
Dfa Global Market Risk IndicatorsToday, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Global's standard deviation. In reality, there are many statistical measures that can use Dfa Global historical prices to predict the future Dfa Global's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Dfa Global'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. Please use the tools below to analyze the current value of Dfa Global in the context of predictive analytics.
Dfa Global Real Backtested Returns
Dfa Global Real lagged returns against current returns
Autocorrelation, which is Dfa Global 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 Global's mutual fund expected returns. We can calculate the autocorrelation of Dfa Global returns to help us make a trade decision. For example, suppose you find that Dfa Global mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Dfa Global 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 Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Global 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 Global mutual fund over time.
Dfa Global Lagged Returns
When evaluating Dfa Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Global mutual fund have on its future price. Dfa Global 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 Global autocorrelation shows the relationship between Dfa Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Global Real.
Pair Trading with Dfa GlobalOne of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dfa Global position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dfa Global will appreciate offsetting losses from the drop in the long position's value.
Check out Dfa Global Correlation, Dfa Global Volatility and Dfa Global Alpha and Beta module to complement your research on Dfa Global.Note that the Dfa Global Real information on this page should be used as a complementary analysis to other Dfa Global'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 the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Dfa Mutual Fund analysis
When running Dfa Global's price analysis, check to measure Dfa Global'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 Dfa Global is operating at the current time. Most of Dfa Global's value examination focuses on studying past and present price action to predict the probability of Dfa Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dfa Global's price. Additionally, you may evaluate how the addition of Dfa Global to your portfolios can decrease your overall portfolio volatility.
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Dfa Global technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.