Dfa Diversified Fixed Fund Market Value
| DFXIX Fund | USD 9.28 0.01 0.11% |
| Symbol | Dfa |
Dfa Diversified '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 Dfa Diversified's mutual fund 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 Dfa Diversified.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Dfa Diversified on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Diversified Fixed or generate 0.0% return on investment in Dfa Diversified over 90 days. Dfa Diversified is related to or competes with Intal High, Dfa -, Dfa Inflation, Dfa International, Dfa -, Dfa Mn, and Dfa Municipal. As a non-fundamental policy, under normal circumstances, the fund will invest directly, or indirectly through its invest... More
Dfa Diversified 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 Dfa Diversified's mutual fund 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 Dfa Diversified Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2504 | |||
| Information Ratio | (0.60) | |||
| Maximum Drawdown | 0.7636 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.3257 |
Dfa Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Diversified's standard deviation. In reality, there are many statistical measures that can use Dfa Diversified historical prices to predict the future Dfa Diversified's volatility.| Risk Adjusted Performance | 0.0641 | |||
| Jensen Alpha | 0.0098 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.48) | |||
| Treynor Ratio | 0.8327 |
Dfa Diversified Fixed Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Diversified Fixed secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the fund had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dfa Diversified Fixed, which you can use to evaluate the volatility of the entity. Please confirm Dfa Diversified's Mean Deviation of 0.1601, downside deviation of 0.2504, and Semi Deviation of 0.133 to check if the risk estimate we provide is consistent with the expected return of 0.0226%. The fund shows a Beta (market volatility) of 0.0139, which means not very significant fluctuations relative to the market. As returns on the market increase, Dfa Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dfa Diversified is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Dfa Diversified Fixed has weak reverse predictability. Overlapping area represents the amount of predictability between Dfa Diversified time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Dfa Diversified Fixed price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Dfa Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dfa Diversified Fixed lagged returns against current returns
Autocorrelation, which is Dfa Diversified mutual fund'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 Dfa Diversified's mutual fund expected returns. We can calculate the autocorrelation of Dfa Diversified returns to help us make a trade decision. For example, suppose you find that Dfa Diversified has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Dfa Diversified 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 Dfa Diversified mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dfa Diversified mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dfa Diversified mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dfa Diversified Lagged Returns
When evaluating Dfa Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dfa Diversified mutual fund have on its future price. Dfa Diversified 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, Dfa Diversified autocorrelation shows the relationship between Dfa Diversified mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dfa Diversified Fixed.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Dfa Mutual Fund
Dfa Diversified financial ratios help investors to determine whether Dfa Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dfa with respect to the benefits of owning Dfa Diversified security.
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