Dfa Global Real Fund Alpha and Beta Analysis

DFGEX Fund  USD 9.35  0.12  1.27%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dfa Global Real. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dfa Global over a specified time horizon. Remember, high Dfa Global's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Dfa Global's market risk premium analysis include:
Beta
1.22
Alpha
(0.18)
Risk
0.97
Sharpe Ratio
(0.07)
Expected Return
(0.07)
Please note that although Dfa Global alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Dfa Global did 0.18  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Dfa Global Real fund's relative risk over its benchmark. Dfa Global Real has a beta of 1.22  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dfa Global will likely underperform. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Dfa Global Backtesting, Portfolio Optimization, Dfa Global Correlation, Dfa Global Hype Analysis, Dfa Global Volatility, Dfa Global History and analyze Dfa Global Performance.

Dfa Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dfa Global market risk premium is the additional return an investor will receive from holding Dfa Global long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Dfa Global. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Dfa Global's performance over market.
α-0.18   β1.22

Dfa Global expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Dfa Global's Buy-and-hold return. Our buy-and-hold chart shows how Dfa Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Dfa Global Market Price Analysis

Market price analysis indicators help investors to evaluate how Dfa Global mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dfa Global shares will generate the highest return on investment. By understating and applying Dfa Global mutual fund market price indicators, traders can identify Dfa Global position entry and exit signals to maximize returns.

Dfa Global Return and Market Media

The median price of Dfa Global for the period between Thu, Jan 18, 2024 and Wed, Apr 17, 2024 is 9.87 with a coefficient of variation of 1.51. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 9.87, and mean deviation of 0.11. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Dfa Global Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Dfa or other funds. Alpha measures the amount that position in Dfa Global Real has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Dfa Global in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Dfa Global's short interest history, or implied volatility extrapolated from Dfa Global options trading.

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Check out Dfa Global Backtesting, Portfolio Optimization, Dfa Global Correlation, Dfa Global Hype Analysis, Dfa Global Volatility, Dfa Global History and analyze Dfa Global Performance.
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 Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Dfa Global 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 Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Dfa Global 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...