Dfa Global Real Fund Manager Performance Evaluation

DFGEX Fund  USD 9.83  0.02  0.20%   
The fund shows a Beta (market volatility) of 1.06, which means a somewhat significant risk relative to the market. Dfa Global returns are very sensitive to returns on the market. As the market goes up or down, Dfa Global is expected to follow. Our main 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.

Risk-Adjusted Performance

3 of 100

 
Low
 
High
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Dfa Global Real are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Dfa Global is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Expense Ratio0.2200
  

Dfa Global Relative Risk vs. Return Landscape

If you would invest  959.00  in Dfa Global Real on November 27, 2023 and sell it today you would earn a total of  24.00  from holding Dfa Global Real or generate 2.5% return on investment over 90 days. Dfa Global Real is currently producing 0.0442% returns and takes up 0.9385% volatility of returns over 90 trading days. Put another way, 8% of traded mutual funds are less volatile than Dfa, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Dfa Global is expected to generate 3.72 times less return on investment than the market. In addition to that, the company is 1.45 times more volatile than its market benchmark. It trades about 0.05 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.25 per unit of volatility.

Dfa Global Current Valuation

Fairly Valued
Today
9.83
Please note that Dfa Global's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Dfa Global Real shows a prevailing Real Value of $9.87 per share. The current price of the fund is $9.83. We determine the value of Dfa Global Real from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Our valuation method for Dfa Global Real is useful when determining the fair value of the Dfa mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Dfa Global. Since Dfa Global is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa Global's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  9.83 Real  9.87 Hype  9.83 Naive  9.86
The real value of a stock, also known as the intrinsic value, is the underlying worth of a company that is reflected in its stock price. It is based on the company's financial performance, assets, liabilities, growth prospects, management team, industry conditions, and other relevant factors. The real value of a stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, price-to-book ratio, and other valuation metrics. The real value of a stock may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence the stock's price. It is important to note that the real value of a stock is not a fixed number and may change over time based on changes in the company's performance and other relevant factors.
9.87
Real Value
10.81
Upside
Estimating the potential upside or downside of Dfa Global Real helps investors to forecast how Dfa mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Dfa Global more accurately as focusing exclusively on Dfa Global's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.789.829.87
Details
Hype
Prediction
LowEstimatedHigh
8.899.8310.77
Details
Naive
Forecast
LowNext ValueHigh
8.929.8610.80
Details

Dfa Global Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Global's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa Global Real, and traders can use it to determine the average amount a Dfa Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0471

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Estimated Market Risk

 0.94
  actual daily
8
92% of assets are more volatile

Expected Return

 0.04
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.05
  actual daily
3
97% of assets perform better
Based on monthly moving average Dfa Global is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dfa Global by adding it to a well-diversified portfolio.

Dfa Global Fundamentals Growth

Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa Global, and Dfa Global fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Dfa Mutual Fund performance.

About Dfa Global Performance

To evaluate Dfa Global Real Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Dfa Global generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Dfa Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Dfa Global Real market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Dfa's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The Portfolio seeks to achieve exposure to a broad portfolio of securities of U.S. and non-U.S. companies in the real estate industry, with a focus on real estate investment trusts or companies that the Advisor considers to be REIT-like entities. It may pursue its investment objective by investing its assets in the DFA Real Estate Securities Portfolio, DFA International Real Estate Securities Portfolio , andor directly in securities of companies in the real estate industry.

Things to note about Dfa Global Real performance evaluation

Checking the ongoing alerts about Dfa Global for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa Global Real help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund retains 98.9% of its assets under management (AUM) in equities
Evaluating Dfa Global's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Dfa Global's mutual fund performance include:
  • Analyzing Dfa Global's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Dfa Global's stock is overvalued or undervalued compared to its peers.
  • Examining Dfa Global's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Dfa Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa Global's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Dfa Global's mutual fund. These opinions can provide insight into Dfa Global's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Dfa Global's mutual fund performance is not an exact science, and many factors can impact Dfa Global's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dfa Global Real. Also, note that the market value of any Mutual Fund could be tightly coupled with the direction of predictive economic indicators such as signals in income.
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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for Dfa Mutual Fund analysis

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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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.