This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DFA INTERNATIONAL SMALL. It also helps investors analyze the systematic and unsystematic risks associated with investing in DFA INTERNATIONAL over a specified time horizon. Remember, high DFA INTERNATIONAL'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.
Please note that although DFA INTERNATIONAL 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 INTERNATIONAL did 0.006463 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 INTERNATIONAL SMALL fund's relative risk over its benchmark. DFA INTERNATIONAL SMALL has a beta of 0.26 . As returns on the market increase, DFA INTERNATIONAL returns are expected to increase less than the market. However, during the bear market, the loss on holding DFA INTERNATIONAL will be expected to be smaller as well. .
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 INTERNATIONAL Backtesting, Portfolio Optimization, DFA INTERNATIONAL Correlation, DFA INTERNATIONAL Hype Analysis, DFA INTERNATIONAL Volatility, DFA INTERNATIONAL History and analyze DFA INTERNATIONAL Performance.
DFA INTERNATIONAL Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DFA INTERNATIONAL market risk premium is the additional return an investor will receive from holding DFA INTERNATIONAL 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 INTERNATIONAL. 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 INTERNATIONAL's performance over market.
DFA INTERNATIONAL expected buy-and-hold returnsAlthough buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of DFA INTERNATIONAL's Buy-and-hold return. Our buy-and-hold chart shows how DFA INTERNATIONAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
DFA INTERNATIONAL Market Price Analysis
Market price analysis indicators help investors to evaluate how DFA INTERNATIONAL 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 INTERNATIONAL shares will generate the highest return on investment. By understating and applying DFA INTERNATIONAL mutual fund market price indicators, traders can identify DFA INTERNATIONAL position entry and exit signals to maximize returns.
DFA INTERNATIONAL Return and Market MediaThe median price of DFA INTERNATIONAL for the period between Wed, Jul 5, 2023 and Tue, Oct 3, 2023 is 20.41 with a coefficient of variation of 1.82. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 20.38, and mean deviation of 0.31. The Fund received substential amount of media coverage during this period.
About DFA INTERNATIONAL Beta and Alpha
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 INTERNATIONAL 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 INTERNATIONAL's short interest history, or implied volatility extrapolated from DFA INTERNATIONAL options trading.
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Check out DFA INTERNATIONAL Backtesting, Portfolio Optimization, DFA INTERNATIONAL Correlation, DFA INTERNATIONAL Hype Analysis, DFA INTERNATIONAL Volatility, DFA INTERNATIONAL History and analyze DFA INTERNATIONAL Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
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.
DFA INTERNATIONAL 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.