Dimensional Emerging Markets Etf Market Value
| DFSE Etf | USD 39.23 0.36 0.93% |
| Symbol | Dimensional |
The market value of Dimensional Emerging 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 Emerging's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Emerging'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 Emerging's market value can be influenced by many factors that don't directly affect Dimensional Emerging'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 Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional Emerging'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.
Dimensional Emerging 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dimensional Emerging's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dimensional Emerging.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Dimensional Emerging on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional Emerging Markets or generate 0.0% return on investment in Dimensional Emerging over 90 days. Dimensional Emerging is related to or competes with Dimensional International, Dimensional Sustainability, Dimensional ETF, Dimensional ETF, and Dimensional International. Dimensional Emerging is entity of United States More
Dimensional Emerging Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dimensional Emerging's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Dimensional Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6941 | |||
| Information Ratio | 0.0833 | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.73 |
Dimensional Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional Emerging's standard deviation. In reality, there are many statistical measures that can use Dimensional Emerging historical prices to predict the future Dimensional Emerging's volatility.| Risk Adjusted Performance | 0.3056 | |||
| Jensen Alpha | 0.1736 | |||
| Total Risk Alpha | 0.0835 | |||
| Sortino Ratio | 0.0993 | |||
| Treynor Ratio | 0.5589 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dimensional Emerging's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dimensional Emerging Backtested Returns
Dimensional Emerging appears to be very steady, given 3 months investment horizon. Dimensional Emerging secures Sharpe Ratio (or Efficiency) of 0.31, which denotes the etf had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dimensional Emerging Markets, which you can use to evaluate the volatility of the entity. Please utilize Dimensional Emerging's Coefficient Of Variation of 290.54, mean deviation of 0.6358, and Downside Deviation of 0.6941 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dimensional Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dimensional Emerging is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Dimensional Emerging Markets has very good predictability. Overlapping area represents the amount of predictability between Dimensional Emerging time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dimensional Emerging price movement. The serial correlation of 0.85 indicates that around 85.0% of current Dimensional Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
Dimensional Emerging lagged returns against current returns
Autocorrelation, which is Dimensional Emerging etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Dimensional Emerging's etf expected returns. We can calculate the autocorrelation of Dimensional Emerging returns to help us make a trade decision. For example, suppose you find that Dimensional Emerging has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Dimensional Emerging regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Dimensional Emerging etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dimensional Emerging etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dimensional Emerging etf over time.
Current vs Lagged Prices |
| Timeline |
Dimensional Emerging Lagged Returns
When evaluating Dimensional Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dimensional Emerging etf have on its future price. Dimensional Emerging autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Dimensional Emerging autocorrelation shows the relationship between Dimensional Emerging etf current value and its past values and can show if there is a momentum factor associated with investing in Dimensional Emerging Markets.
Regressed Prices |
| Timeline |
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Check out Dimensional Emerging Correlation, Dimensional Emerging Volatility and Dimensional Emerging Alpha and Beta module to complement your research on Dimensional Emerging. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Dimensional Emerging technical etf 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, etf market cycles, or different charting patterns.