Dimensional Etf Trust Etf Performance

DISV Etf  USD 26.23  0.01  0.04%   
The etf shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dimensional ETF are expected to decrease at a much lower rate. During the bear market, Dimensional ETF is likely to outperform the market.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional ETF Trust are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Dimensional ETF is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
  

Dimensional ETF Relative Risk vs. Return Landscape

If you would invest  2,492  in Dimensional ETF Trust on January 19, 2024 and sell it today you would earn a total of  131.00  from holding Dimensional ETF Trust or generate 5.26% return on investment over 90 days. Dimensional ETF Trust is currently generating 0.084% in daily expected returns and assumes 0.7325% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Dimensional, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
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Given the investment horizon of 90 days Dimensional ETF is expected to generate 1.18 times more return on investment than the market. However, the company is 1.18 times more volatile than its market benchmark. It trades about 0.11 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.11 per unit of risk.

Dimensional ETF Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Dimensional ETF Trust, and traders can use it to determine the average amount a Dimensional ETF'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 = 0.1147

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Estimated Market Risk

 0.73
  actual daily
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94% of assets are more volatile

Expected Return

 0.08
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99% of assets have higher returns

Risk-Adjusted Return

 0.11
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92% of assets perform better
Based on monthly moving average Dimensional ETF is performing at about 8% 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 Dimensional ETF by adding it to a well-diversified portfolio.

Dimensional ETF Fundamentals Growth

Dimensional Etf prices reflect investors' perceptions of the future prospects and financial health of Dimensional ETF, and Dimensional ETF 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 Dimensional Etf performance.
Total Asset369.81 M

About Dimensional ETF Performance

To evaluate Dimensional ETF Trust Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Dimensional ETF 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 Dimensional Etf'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 Dimensional ETF Trust market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Dimensional'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, is designed to purchase securities of small, non-U.S. companies in countries with developed markets that the Advisor determines to be value stocks at the time of purchase. Dimensional Intl is traded on BATS Exchange in the United States.
The fund retains all of its assets under management (AUM) in equities
When determining whether Dimensional ETF Trust is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Dimensional Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Dimensional Etf Trust Etf. Highlighted below are key reports to facilitate an investment decision about Dimensional Etf Trust Etf:
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dimensional ETF Trust. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in state.
You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
The market value of Dimensional ETF Trust is measured differently than its book value, which is the value of Dimensional that is recorded on the company's balance sheet. Investors also form their own opinion of Dimensional ETF's value that differs from its market value or its book value, called intrinsic value, which is Dimensional ETF's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Dimensional ETF's market value can be influenced by many factors that don't directly affect Dimensional ETF's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Dimensional ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional ETF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional ETF'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.