Us Small Cap Fund Market Value

DFSTX Fund  USD 44.78  0.28  0.63%   
Us Small's market value is the price at which a share of Us Small stock trades on a public exchange. It measures the collective expectations of Us Small Cap investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Us Small Cap and determine expected loss or profit from investing in Us Small over a given investment horizon.
Check out Us Small Correlation, Us Small Volatility and Us Small Alpha and Beta module to complement your research on Us Small.
Symbol

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

Us Small '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 Us Small'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 Us Small.
0.00
12/31/2023
No Change 0.00  0.0 
In 2 months and 2 days
02/29/2024
0.00
If you would invest  0.00  in Us Small on December 31, 2023 and sell it all today you would earn a total of 0.00 from holding Us Small Cap or generate 0.0% return on investment in Us Small over 60 days. Us Small is related to or competes with Intal High, Dfa -, Dfa Inflation, Dfa International, Dfa -, Dfa Mn, and Dfa Municipal. The fund, using a market capitalization weighted approach, purchases a broad and diverse group of readily marketable sec... More

Us Small 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 Us Small'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 Us Small Cap upside and downside potential and time the market with a certain degree of confidence.

Us Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Small's standard deviation. In reality, there are many statistical measures that can use Us Small historical prices to predict the future Us Small's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Us Small'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 Us Small in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
43.5744.7946.01
Details
Intrinsic
Valuation
LowRealHigh
39.5740.7949.26
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Us Small. Your research has to be compared to or analyzed against Us Small's peers to derive any actionable benefits. When done correctly, Us Small'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 Us Small Cap.

Us Small Cap Backtested Returns

We consider Us Small very steady. Us Small Cap retains Efficiency (Sharpe Ratio) of 0.1, which indicates the fund had 0.1% return per unit of price deviation over the last 3 months. Our standpoint towards measuring the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Us Small, which you can use to evaluate the future volatility of the fund. Please validate Us Small's Mean Deviation of 0.9331, downside deviation of 1.21, and Risk Adjusted Performance of 0.0929 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity owns a Beta (Systematic Risk) of -0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Us Small are expected to decrease at a much lower rate. During the bear market, Us Small is likely to outperform the market. Although it is important to respect Us Small Cap existing price patterns, it is better to be realistic regarding the information on the equity's price patterns.

Auto-correlation

    
  0.41  

Average predictability

Us Small Cap has average predictability. Overlapping area represents the amount of predictability between Us Small time series from 31st of December 2023 to 30th of January 2024 and 30th of January 2024 to 29th 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 Us Small Cap price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Us Small price fluctuation can be explain by its past prices.
Correlation Coefficient0.41
Spearman Rank Test0.26
Residual Average0.0
Price Variance0.42

Us Small Cap lagged returns against current returns

Autocorrelation, which is Us Small 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 Us Small's mutual fund expected returns. We can calculate the autocorrelation of Us Small returns to help us make a trade decision. For example, suppose you find that Us Small 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  

Us Small 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 Us Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Small mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Us Small Lagged Returns

When evaluating Us Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Small mutual fund have on its future price. Us Small 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, Us Small autocorrelation shows the relationship between Us Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Small Cap.
   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 Us Small 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, Us Small's short interest history, or implied volatility extrapolated from Us Small options trading.

Pair Trading with Us Small

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

Moving together with DFSTX Mutual Fund

  0.85DIHRX Intal High RelativePairCorr
  0.8DILRX Dfa - InternationalPairCorr
  0.75DISVX Dfa International SmallPairCorr
  0.87DISMX Dfa - InternationalPairCorr
The ability to find closely correlated positions to Us Small could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Us Small 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 Us Small - 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 Us Small Cap to buy it.
The correlation of Us Small 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 Us Small moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Us Small Cap 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 Us Small 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 Us Small Correlation, Us Small Volatility and Us Small Alpha and Beta module to complement your research on Us Small.
You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.

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When running Us Small's price analysis, check to measure Us Small'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 Us Small is operating at the current time. Most of Us Small's value examination focuses on studying past and present price action to predict the probability of Us Small's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Us Small's price. Additionally, you may evaluate how the addition of Us Small to your portfolios can decrease your overall portfolio volatility.
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Us Small 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 Us Small technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Us Small 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...