DISVX Mutual Fund Market Value

DISVX Fund  USD 20.41  0.04  0.20%   
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 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 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
02/09/2021
No Change 0.00  0.0 
In 1 year 11 months and 22 days
01/30/2023
0.00
If you would invest  0.00  in DFA INTERNATIONAL on February 9, 2021 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 General Electric, Unified Series, SPDR Russell, HUMANA, FRANKLIN STRATEGIC, MicroAlgo, and Small Cap. The advisor intends to purchase securities of small value companies associated with developed market countries that the ... 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 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
19.2020.4121.62
Details
Intrinsic
Valuation
LowReal ValueHigh
18.3721.6722.88
Details
Naive
Forecast
LowNext ValueHigh
19.0620.2721.48
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.7820.1720.56
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

DFA INTERNATIONAL appears to be very steady, given 3 months investment horizon. DFA INTERNATIONAL SMALL retains Efficiency (Sharpe Ratio) of 0.27, which denotes the fund had 0.27% of return per unit of risk over the last 3 months. Our approach to 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, which you can use to evaluate the future volatility of the entity. Please utilize DFA INTERNATIONAL's Coefficient Of Variation of 346.54, downside deviation of 0.9778, and Market Risk Adjusted Performance of 0.378 to check if our risk estimates are consistent with your expectations.
The fund owns a Beta (Systematic Risk) of 0.9195, which means possible diversification benefits within a given portfolio. Let's try to break down what DISVX's beta means in this case. DFA INTERNATIONAL returns are very sensitive to returns on the market. As the market goes up or down, DFA INTERNATIONAL is expected to follow. Although it is vital to follow DFA INTERNATIONAL SMALL existing price patterns, it is good to be conservative about what you can do with the information regarding equity price patterns. The approach to 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 analyzing DFA INTERNATIONAL SMALL technical indicators, you can at this time evaluate if the expected return of 0.33% will be sustainable into the future.

Auto-correlation

    
  -0.54  

Good reverse predictability

DFA INTERNATIONAL SMALL has good reverse predictability. Overlapping area represents the amount of predictability between DFA INTERNATIONAL time series from 9th of February 2021 to 4th of February 2022 and 4th of February 2022 to 30th of January 2023. 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 -0.54 indicates that about 54.0% of current DFA INTERNATIONAL price fluctuation can be explain by its past prices.
Correlation Coefficient-0.54
Spearman Rank Test-0.25
Residual Average0.0
Price Variance1.95

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   
       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 SMALL.
   Regressed Prices   
       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 the 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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Portfolio Rebalancing

Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
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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.
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 SMALL 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 SMALL 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
Continue to DFA INTERNATIONAL Correlation, DFA INTERNATIONAL Volatility and DFA INTERNATIONAL Alpha and Beta module to complement your research on DFA INTERNATIONAL. You can also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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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, 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...