Dfa International Real Fund Manager Performance Evaluation

DFITX Fund  USD 3.48  0.01  0.29%   
The fund shows a Beta (market volatility) of 0.86, 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.

Risk-Adjusted Performance

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Over the last 90 days Dfa International Real has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Dfa International 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 Ratio0.2700
  

Dfa International Relative Risk vs. Return Landscape

If you would invest  363.00  in Dfa International Real on December 2, 2023 and sell it today you would lose (15.00) from holding Dfa International Real or give up 4.13% of portfolio value over 90 days. Dfa International Real is currently producing negative expected returns and takes up 1.0974% volatility of returns over 90 trading days. Put another way, 9% 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 International is expected to under-perform the market. In addition to that, the company is 1.71 times more volatile than its market benchmark. It trades about -0.06 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.21 per unit of volatility.

Dfa International Current Valuation

Fairly Valued
Today
3.48
Please note that Dfa International's price fluctuation is somewhat reliable at this time. At this time, the entity appears to be fairly valued. Dfa International Real shows a prevailing Real Value of $3.51 per share. The current price of the fund is $3.48. We determine the value of Dfa International 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 International 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 International. Since Dfa International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa International'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  3.48 Real  3.51 Hype  3.48 Naive  3.41
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.
3.51
Real Value
4.61
Upside
Estimating the potential upside or downside of Dfa International 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 International more accurately as focusing exclusively on Dfa International's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
3.463.493.52
Details
Hype
Prediction
LowEstimatedHigh
2.383.484.58
Details
Naive
Forecast
LowNext ValueHigh
2.323.414.51
Details

Dfa International Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa International's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa International Real, and traders can use it to determine the average amount a Dfa International'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 = -0.0586

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Estimated Market Risk

 1.1
  actual daily
9
91% of assets are more volatile

Expected Return

 -0.06
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.06
  actual daily
0
Most of other assets perform better
Based on monthly moving average Dfa International is not performing at its full potential. However, 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 International by adding Dfa International to a well-diversified portfolio.

Dfa International Fundamentals Growth

Dfa Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Dfa International, and Dfa International 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 International Performance

To evaluate Dfa International 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 International 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 International 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, using a market capitalization weighted approach, purchases a broad and diverse set of securities of non-U.S. companies principally engaged in the real estate industry, including developed and emerging markets, with a particular focus on non-U.S. real estate investment trusts and companies the Advisor considers to be REIT-like entities. As a non-fundamental policy, under normal circumstances, at least 80 percent of the Portfolios net assets will be invested in securities of companies in the real estate industry.

Things to note about Dfa International Real performance evaluation

Checking the ongoing alerts about Dfa International for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa International Real help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Dfa International generated a negative expected return over the last 90 days
Dfa International Real generated five year return of -2.0%
This fund retains 97.51% of its assets under management (AUM) in equities
Evaluating Dfa International's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Dfa International's mutual fund performance include:
  • Analyzing Dfa International'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 International's stock is overvalued or undervalued compared to its peers.
  • Examining Dfa International'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 International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa International's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Dfa International's mutual fund. These opinions can provide insight into Dfa International's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Dfa International's mutual fund performance is not an exact science, and many factors can impact Dfa International'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 International 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 employment.
You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.

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.
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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.