Dfa Global Real Fund Market Value

DFGEX Fund  USD 9.87  0.08  0.82%   
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 Correlation, Dfa Global Volatility and Dfa Global Alpha and Beta module to complement your research on Dfa Global.
Symbol

Please note, there is a significant difference between Dfa Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dfa Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dfa Global'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.

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.
0.00
02/01/2024
No Change 0.00  0.0 
In 31 days
03/02/2024
0.00
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 Indicators

Today, 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.
Hype
Prediction
LowEstimatedHigh
8.969.8710.78
Details
Intrinsic
Valuation
LowRealHigh
8.209.1110.02
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dfa Global. Your research has to be compared to or analyzed against Dfa Global's peers to derive any actionable benefits. When done correctly, Dfa Global's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Dfa Global Real.

Dfa Global Real Backtested Returns

Dfa Global Real secures Sharpe Ratio (or Efficiency) of -0.0191, which denotes the fund had -0.0191% return per unit of standard deviation over the last 3 months. Our philosophy in predicting the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Dfa Global Real exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please confirm Dfa Global's Semi Deviation of 0.8565, mean deviation of 0.7021, and Downside Deviation of 0.9489 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Dfa Global are expected to decrease at a much lower rate. During the bear market, Dfa Global is likely to outperform the market. Our philosophy in predicting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators.

Auto-correlation

    
  -0.69  

Very good reverse predictability

Dfa Global Real has very good reverse predictability. Overlapping area represents the amount of predictability between Dfa Global time series from 1st of February 2024 to 16th of February 2024 and 16th of February 2024 to 2nd of March 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 Global Real price movement. The serial correlation of -0.69 indicates that around 69.0% of current Dfa Global price fluctuation can be explain by its past prices.
Correlation Coefficient-0.69
Spearman Rank Test-0.53
Residual Average0.0
Price Variance0.0

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.
   Current and Lagged Values   
       Timeline  

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.
   Current vs Lagged Prices   
       Timeline  

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.
   Regressed Prices   
       Timeline  

Pair Trading with Dfa Global

One 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.

Moving against Dfa Mutual Fund

  0.43DFELX Enhanced Us LargePairCorr
The ability to find closely correlated positions to Dfa Global could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dfa Global when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dfa Global - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dfa Global Real to buy it.
The correlation of Dfa Global is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dfa Global moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dfa Global Real moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dfa Global can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
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.

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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.
A focus of Dfa Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Dfa Global trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...