DISVX Mutual Fund Market Value

DISVX -  USA Fund  

USD 22.24  0.10  0.45%

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 Small investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Dfa International Small and determine expected loss or profit from investing in Dfa International over a given investment horizon. Continue to Dfa International Hype Analysis, Dfa International Correlation, Portfolio Optimization, Dfa International Volatility, as well as analyze Dfa International Alpha and Beta and Dfa International Performance.
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Backtest

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 Dfa International value 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
10/07/2019
No Change 0.00  0.0 
In 1 year 11 months and 21 days
09/26/2021
0.00
If you would invest  0.00  in Dfa International on October 7, 2019 and sell it all today you would earn a total of 0.00 from holding Dfa International Small or generate 0.0% return on investment in Dfa International over 720 days. Dfa International is related to or competes with Oakmark International, Tiaa-Cref Quant, Tiaa-Cref Quant, Harbor International, ClearBridge International, and ClearBridge International. The advisor intends to purchase securities of small value companies associated with developed market countries that the ...

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 Small 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
LowEstimated ValueHigh
21.3522.2423.13
Details
Intrinsic
Valuation
LowReal ValueHigh
21.2222.1123.00
Details
Naive
Forecast
LowNext ValueHigh
20.9321.8122.70
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
21.7422.2322.71
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 towards taking a position in Dfa International Small.

Dfa International Small Backtested Returns

We consider Dfa International very steady. Dfa International Small secures Sharpe Ratio (or Efficiency) of 0.0383, which denotes the fund had 0.0383% of return per unit of standard deviation over the last 3 months. Our philosophy in predicting 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-one technical indicators for Dfa International Small, which you can use to evaluate the future volatility of the entity. Please confirm Dfa International Small Downside Deviation of 0.963, mean deviation of 0.6806, and Semi Deviation of 0.9266 to check if the risk estimate we provide is consistent with the expected return of 0.034%.
The fund shows a Beta (market volatility) of 0.2851, which means not very significant fluctuations relative to the market. Let's try to break down what DISVX's beta means in this case. As returns on the market increase, Dfa International returns are expected to increase less than the market. However, during the bear market, the loss on holding Dfa International will be expected to be smaller as well. Although it is extremely important to respect Dfa International Small historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in predicting future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing Dfa International Small technical indicators, you can presently evaluate if the expected return of 0.034% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.66)   

Very good reverse predictability

Dfa International Small has very good reverse predictability. Overlapping area represents the amount of predictability between Dfa International time series from 7th of October 2019 to 1st of October 2020 and 1st of October 2020 to 26th of September 2021. 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 Small price movement. The serial correlation of -0.66 indicates that around 66.0% of current Dfa International price fluctuation can be explain by its past prices. Given that Dfa International Small has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Dfa International for similar time interval.
Correlation Coefficient-0.66
Spearman Rank Test-0.52
Residual Average0.0
Price Variance3.64

Dfa International Small 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 
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      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 
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      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 Small.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Dfa International 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.

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Price Exposure Probability

Analyze equity upside and downside potential for a given time horizon across multiple markets
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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.

Dfa International Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Dfa International and Oakmark International. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Continue to Dfa International Hype Analysis, Dfa International Correlation, Portfolio Optimization, Dfa International Volatility, as well as analyze Dfa International Alpha and Beta and Dfa International Performance. Note that the Dfa International Small information on this page should be used as a complementary analysis to other Dfa International'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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

Complementary Tools for DISVX Mutual Fund analysis

When running Dfa International Small 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 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.
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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, stock 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...