Dfa International Real Fund Market Value

DFITX Fund  USD 3.52  0.01  0.28%   
Dfa International's market value is the price at which a share of Dfa International stock trades on a public exchange. It measures the collective expectations of Dfa International Real investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Dfa International Real and determine expected loss or profit from investing in Dfa International over a given investment horizon.
Check out Dfa International Correlation, Dfa International Volatility and Dfa International Alpha and Beta module to complement your research on Dfa International.
Symbol

Please note, there is a significant difference between Dfa International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dfa International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dfa International'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 International '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 International'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 International.
0.00
01/24/2024
No Change 0.00  0.0 
In 30 days
02/23/2024
0.00
If you would invest  0.00  in Dfa International on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Dfa International Real or generate 0.0% return on investment in Dfa International over 30 days. Dfa International is related to or competes with Dfa Global, Mfs Global, American Balanced, HUMANA, Barloworld, Morningstar Unconstrained, and High Yield. The Portfolio, using a market capitalization weighted approach, purchases a broad and diverse set of securities of non-U... More

Dfa International 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 International'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 International Real upside and downside potential and time the market with a certain degree of confidence.

Dfa International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa International's standard deviation. In reality, there are many statistical measures that can use Dfa International historical prices to predict the future Dfa International'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 International'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 International in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
2.423.524.62
Details
Intrinsic
Valuation
LowRealHigh
2.443.544.64
Details
Naive
Forecast
LowNextHigh
2.403.504.60
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
3.463.563.67
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dfa International. Your research has to be compared to or analyzed against Dfa International's peers to derive any actionable benefits. When done correctly, Dfa International'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 International Real.

Dfa International Real Backtested Returns

Dfa International Real secures Sharpe Ratio (or Efficiency) of -0.024, which denotes the fund had -0.024% 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 International Real exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please confirm Dfa International's Mean Deviation of 0.6819, standard deviation of 1.08, and Coefficient Of Variation of (39,303) to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.9, which means possible diversification benefits within a given portfolio. Dfa International returns are very sensitive to returns on the market. As the market goes up or down, Dfa International is expected to follow. 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

    
  -0.35  

Poor reverse predictability

Dfa International Real has poor reverse predictability. Overlapping area represents the amount of predictability between Dfa International time series from 24th of January 2024 to 8th of February 2024 and 8th of February 2024 to 23rd of February 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 International Real price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Dfa International price fluctuation can be explain by its past prices.
Correlation Coefficient-0.35
Spearman Rank Test-0.32
Residual Average0.0
Price Variance0.0

Dfa International Real lagged returns against current returns

Autocorrelation, which is Dfa International 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 International's mutual fund expected returns. We can calculate the autocorrelation of Dfa International returns to help us make a trade decision. For example, suppose you find that Dfa International 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 International 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 International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa International 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 International mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Dfa International Lagged Returns

When evaluating Dfa International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa International mutual fund have on its future price. Dfa International 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 International autocorrelation shows the relationship between Dfa International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa International Real.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Dfa International in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Dfa International's short interest history, or implied volatility extrapolated from Dfa International options trading.

Pair Trading with Dfa International

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 International 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 International will appreciate offsetting losses from the drop in the long position's value.

Moving against Dfa Mutual Fund

  0.49DFELX Enhanced Us LargePairCorr
The ability to find closely correlated positions to Dfa International 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 International 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 International - 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 International Real to buy it.
The correlation of Dfa International 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 International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dfa International 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 International 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 International Correlation, Dfa International Volatility and Dfa International Alpha and Beta module to complement your research on Dfa International.
You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.

Complementary Tools for Dfa Mutual Fund analysis

When running Dfa International's price analysis, check to measure Dfa International'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 International is operating at the current time. Most of Dfa International's value examination focuses on studying past and present price action to predict the probability of Dfa International'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 International's price. Additionally, you may evaluate how the addition of Dfa International to your portfolios can decrease your overall portfolio volatility.
Equity Valuation
Check real value of public entities based on technical and fundamental data
Economic Indicators
Top statistical indicators that provide insights into how an economy is performing
CEOs Directory
Screen CEOs from public companies around the world
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Investing Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Dfa International 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 International technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Dfa International 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...