DISVX Mutual Fund Volatility

Mutual Funds . USA . 
Fund . DFA INTERNATIONAL SMALL
DISVX Fund  USD 19.43  0.05  0.26%   
We consider DFA INTERNATIONAL very steady. DFA INTERNATIONAL SMALL retains Efficiency (Sharpe Ratio) of 0.0664, which denotes the fund had 0.0664% of return per unit of risk over the last 3 months. Our approach to predicting the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for DFA INTERNATIONAL, which you can use to evaluate the future volatility of the entity. Please confirm DFA INTERNATIONAL SMALL Coefficient Of Variation of 1019.28, downside deviation of 0.9317, and Market Risk Adjusted Performance of (0.41) to check if the risk estimate we provide is consistent with the expected return of 0.0619%.
  
DFA INTERNATIONAL Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of DISVX daily returns, and it is calculated using variance and standard deviation. We also use DISVX's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of DFA INTERNATIONAL volatility.

30 Days Market Risk

Very steady

Chance of Distress

Below Average

30 Days Economic Sensitivity

Moves indifferently to market moves
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as DFA INTERNATIONAL can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of DFA INTERNATIONAL at lower prices. For example, an investor can purchase DISVX stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of DFA INTERNATIONAL's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with DFA INTERNATIONAL

+0.99DFVQXDFA International VectorPairCorr
+0.95FMNEXFREE MARKET INTERNATIONALPairCorr
+0.68KGGIXKOPERNIK GLOBAL ALL-CAPPairCorr
+0.68KGGAXKOPERNIK GLOBAL ALL-CAPPairCorr
+0.9OAYEXOAKMARK INTERNATIONALPairCorr
+0.9OAKEXOAKMARK INTERNATIONALPairCorr
+0.95OAZEXOakmark InternationalPairCorr
+0.92TTISXTIAA-CREF Intl Small-CapPairCorr

DFA INTERNATIONAL Market Sensitivity And Downside Risk

DFA INTERNATIONAL's beta coefficient measures the volatility of DISVX mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents DISVX mutual fund's returns against your selected market. In other words, DFA INTERNATIONAL's beta of -0.19 provides an investor with an approximation of how much risk DFA INTERNATIONAL mutual fund can potentially add to one of your existing portfolios.
DFA INTERNATIONAL SMALL has low volatility with Treynor Ratio of -0.42, Maximum Drawdown of 5.14 and kurtosis of 0.7. However, we advice all investors to further analyze DFA INTERNATIONAL SMALL to make certain all market information is desiminated and is consistent with the current expectations about DFA INTERNATIONAL upside potential. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure DFA INTERNATIONAL's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact DFA INTERNATIONAL's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze DFA INTERNATIONAL SMALL Demand Trend
Check current 90 days DFA INTERNATIONAL correlation with market (NYSE Composite)

DISVX Beta

    
  -0.19  
DISVX standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.93  
It is essential to understand the difference between upside risk (as represented by DFA INTERNATIONAL's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of DFA INTERNATIONAL's daily returns or price. Since the actual investment returns on holding a position in disvx mutual fund tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in DFA INTERNATIONAL.

DFA INTERNATIONAL SMALL Mutual Fund Volatility Analysis

Volatility refers to the frequency at which DFA INTERNATIONAL fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with DFA INTERNATIONAL's price changes. Investors will then calculate the volatility of DFA INTERNATIONAL's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of DFA INTERNATIONAL's volatility:

Historical Volatility

This type of fund volatility measures DFA INTERNATIONAL's fluctuations based on previous trends. It's commonly used to predict DFA INTERNATIONAL's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for DFA INTERNATIONAL's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on DFA INTERNATIONAL's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. DFA INTERNATIONAL SMALL Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
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DFA INTERNATIONAL Projected Return Density Against Market

Assuming the 90 days horizon DFA INTERNATIONAL SMALL has a beta of -0.1902 suggesting as returns on benchmark increase, returns on holding DFA INTERNATIONAL are expected to decrease at a much lower rate. During the bear market, however, DFA INTERNATIONAL SMALL is likely to outperform the market.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to DFA INTERNATIONAL or Dimensional Fund Advisors sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that DFA INTERNATIONAL's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a DISVX fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has an alpha of 0.0727, implying that it can generate a 0.0727 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
DFA INTERNATIONAL's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how disvx mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a DFA INTERNATIONAL Price Volatility?

Several factors can influence a fund's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

DFA INTERNATIONAL Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to DFA INTERNATIONAL or Dimensional Fund Advisors sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that DFA INTERNATIONAL's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a DISVX fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of DFA INTERNATIONAL is 1505.54. The daily returns are distributed with a variance of 0.87 and standard deviation of 0.93. The mean deviation of DFA INTERNATIONAL SMALL is currently at 0.72. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.95
α
Alpha over NYSE Composite		0.07
β
Beta against NYSE Composite-0.19
σ
Overall volatility		0.93
Ir
Information ratio 0.13

DFA INTERNATIONAL Mutual Fund Return Volatility

DFA INTERNATIONAL historical daily return volatility represents how much of DFA INTERNATIONAL fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.9317% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.9637% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About DFA INTERNATIONAL Volatility

Volatility is a rate at which the price of DFA INTERNATIONAL or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of DFA INTERNATIONAL may increase or decrease. In other words, similar to DISVX's beta indicator, it measures the risk of DFA INTERNATIONAL and helps estimate the fluctuations that may happen in a short period of time. So if prices of DFA INTERNATIONAL fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The advisor intends to purchase securities of small value companies associated with developed market countries that the Advisor has designated as approved markets. Dfa International is traded on NASDAQ Exchange in the United States.
DFA INTERNATIONAL's stock vo
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