Dimensional Marketwide Value Etf Market Value
| DFUV Etf | USD 42.50 0.08 0.19% |
| Symbol | Dimensional |
The market value of Dimensional Marketwide 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 Marketwide's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Marketwide'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 Marketwide's market value can be influenced by many factors that don't directly affect Dimensional Marketwide'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 Marketwide's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional Marketwide is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional Marketwide'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 Marketwide '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 Marketwide'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 Marketwide.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Dimensional Marketwide on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional Marketwide Value or generate 0.0% return on investment in Dimensional Marketwide over 90 days. Dimensional Marketwide is related to or competes with Dimensional Targeted, Dimensional International, Dimensional Core, Dimensional Small, and Dimensional Equity. The US Marketwide Value ETF is designed to purchase a broad and diverse group of securities of U.S More
Dimensional Marketwide 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 Marketwide'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 Marketwide Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8255 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.66 |
Dimensional Marketwide Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Marketwide's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional Marketwide's standard deviation. In reality, there are many statistical measures that can use Dimensional Marketwide historical prices to predict the future Dimensional Marketwide's volatility.| Risk Adjusted Performance | 0.1709 | |||
| Jensen Alpha | 0.175 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (1.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dimensional Marketwide'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 Marketwide Backtested Returns
At this stage we consider Dimensional Etf to be very steady. Dimensional Marketwide secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the etf had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Dimensional Marketwide Value, which you can use to evaluate the volatility of the entity. Please confirm Dimensional Marketwide's Downside Deviation of 0.8255, mean deviation of 0.648, and Coefficient Of Variation of 526.88 to check if the risk estimate we provide is consistent with the expected return of 0.14%. 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 Marketwide are expected to decrease at a much lower rate. During the bear market, Dimensional Marketwide is likely to outperform the market.
Auto-correlation | 0.79 |
Good predictability
Dimensional Marketwide Value has good predictability. Overlapping area represents the amount of predictability between Dimensional Marketwide time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Marketwide price movement. The serial correlation of 0.79 indicates that around 79.0% of current Dimensional Marketwide price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Dimensional Marketwide lagged returns against current returns
Autocorrelation, which is Dimensional Marketwide 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 Marketwide's etf expected returns. We can calculate the autocorrelation of Dimensional Marketwide returns to help us make a trade decision. For example, suppose you find that Dimensional Marketwide 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 Marketwide 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 Marketwide etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dimensional Marketwide etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dimensional Marketwide etf over time.
Current vs Lagged Prices |
| Timeline |
Dimensional Marketwide Lagged Returns
When evaluating Dimensional Marketwide's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dimensional Marketwide etf have on its future price. Dimensional Marketwide 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 Marketwide autocorrelation shows the relationship between Dimensional Marketwide etf current value and its past values and can show if there is a momentum factor associated with investing in Dimensional Marketwide Value.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Dimensional Marketwide Correlation, Dimensional Marketwide Volatility and Dimensional Marketwide Alpha and Beta module to complement your research on Dimensional Marketwide. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Dimensional Marketwide 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.