Dfa International Fund Manager Performance Evaluation

DISMX Fund  USD 14.79  0.05  0.34%   
The fund shows a Beta (market volatility) of 1.02, which means a somewhat significant risk relative to the market. Dfa - returns are very sensitive to returns on the market. As the market goes up or down, Dfa - is expected to follow.

Risk-Adjusted Performance

5 of 100

 
Weak
 
Strong
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Dfa International are ranked lower than 5 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong primary indicators, Dfa - is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more
Expense Ratio0.5000
  

Dfa - Relative Risk vs. Return Landscape

If you would invest  1,433  in Dfa International on January 17, 2024 and sell it today you would earn a total of  46.00  from holding Dfa International or generate 3.21% return on investment over 90 days. Dfa International is currently producing 0.0525% returns and takes up 0.6954% volatility of returns over 90 trading days. Put another way, 6% 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 - is expected to generate 1.62 times less return on investment than the market. In addition to that, the company is 1.11 times more volatile than its market benchmark. It trades about 0.08 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.14 per unit of volatility.

Dfa - Current Valuation

Fairly Valued
Today
14.79
Please note that Dfa -'s price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Dfa International shows a prevailing Real Value of $14.83 per share. The current price of the fund is $14.79. We determine the value of Dfa International 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 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 -. Since Dfa - is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Dfa Mutual Fund. However, Dfa -'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  14.79 Real  14.83 Hype  14.79
The real value of Dfa Mutual Fund, also known as its intrinsic value, is the underlying worth of Dfa International Mutual Fund, which is reflected in its stock price. It is based on Dfa -'s financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Dfa -'s stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value 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 Dfa -'s stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
14.83
Real Value
15.53
Upside
Estimating the potential upside or downside of Dfa International 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 - more accurately as focusing exclusively on Dfa -'s fundamentals will not take into account other important factors:
Hype
Prediction
LowEstimatedHigh
14.0914.7915.49
Details

Dfa - Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa -'s investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Dfa International, and traders can use it to determine the average amount a Dfa -'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 = 0.0756

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashDISMXAverage RiskHigh RiskHuge Risk
Negative Returns

Estimated Market Risk

 0.7
  actual daily
6
94% of assets are more volatile

Expected Return

 0.05
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.08
  actual daily
5
95% of assets perform better
Based on monthly moving average Dfa - is performing at about 5% 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 - by adding it to a well-diversified portfolio.

Dfa - Fundamentals Growth

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

To evaluate Dfa International 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 - 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 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 securities of small, non-U.S. companies in countries with developed markets that the Advisor determines to have high profitability and relative prices compared to other non-U.S. small cap companies at the time of purchase. As a non-fundamental policy, under normal circumstances, it will invest at least 80 percent of its net assets in securities of small companies in the particular markets in which it invests.

Things to note about Dfa International performance evaluation

Checking the ongoing alerts about Dfa - for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Dfa International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund generated three year return of -4.0%
Dfa International retains 99.35% of its assets under management (AUM) in equities
Evaluating Dfa -'s performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Dfa -'s mutual fund performance include:
  • Analyzing Dfa -'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 -'s stock is overvalued or undervalued compared to its peers.
  • Examining Dfa -'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 -'s management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dfa -'s management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Dfa -'s mutual fund. These opinions can provide insight into Dfa -'s potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Dfa -'s mutual fund performance is not an exact science, and many factors can impact Dfa -'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. 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 population.
You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Please note, there is a significant difference between Dfa -'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Dfa - is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dfa -'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.