Dimensional Global Credit Etf Market Value
| DGCB Etf | 53.98 0.06 0.11% |
| Symbol | Dimensional |
The market value of Dimensional Global Credit 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 Global's value that differs from its market value or its book value, called intrinsic value, which is Dimensional Global'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 Global's market value can be influenced by many factors that don't directly affect Dimensional Global'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 Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional Global'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 Global '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 Global'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 Global.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Dimensional Global on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Dimensional Global Credit or generate 0.0% return on investment in Dimensional Global over 90 days. Dimensional Global is related to or competes with First Trust, Vanguard Intermediate, Vanguard Long, Vanguard Short, and IDX Dynamic. Dimensional Global is entity of United States More
Dimensional Global 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 Global'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 Global Credit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3047 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.71 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.6009 |
Dimensional Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dimensional Global's standard deviation. In reality, there are many statistical measures that can use Dimensional Global historical prices to predict the future Dimensional Global's volatility.| Risk Adjusted Performance | 0.1643 | |||
| Jensen Alpha | 0.06 | |||
| Total Risk Alpha | 0.0079 | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | (0.82) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dimensional Global'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 Global Credit Backtested Returns
At this point, Dimensional Global is very steady. Dimensional Global Credit secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the etf had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Dimensional Global Credit, which you can use to evaluate the volatility of the entity. Please confirm Dimensional Global's Mean Deviation of 0.238, coefficient of variation of 507.47, and Downside Deviation of 0.3047 to check if the risk estimate we provide is consistent with the expected return of 0.0499%. The etf shows a Beta (market volatility) of -0.0628, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dimensional Global are expected to decrease at a much lower rate. During the bear market, Dimensional Global is likely to outperform the market.
Auto-correlation | 0.19 |
Very weak predictability
Dimensional Global Credit has very weak predictability. Overlapping area represents the amount of predictability between Dimensional Global time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Global Credit price movement. The serial correlation of 0.19 indicates that over 19.0% of current Dimensional Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Dimensional Global Credit lagged returns against current returns
Autocorrelation, which is Dimensional Global 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 Global's etf expected returns. We can calculate the autocorrelation of Dimensional Global returns to help us make a trade decision. For example, suppose you find that Dimensional Global 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 Global 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 Global etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dimensional Global etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dimensional Global etf over time.
Current vs Lagged Prices |
| Timeline |
Dimensional Global Lagged Returns
When evaluating Dimensional Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dimensional Global etf have on its future price. Dimensional Global 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 Global autocorrelation shows the relationship between Dimensional Global etf current value and its past values and can show if there is a momentum factor associated with investing in Dimensional Global Credit.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Dimensional Global Credit offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Dimensional Global's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Dimensional Global Credit Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Dimensional Global Credit Etf:Check out Dimensional Global Correlation, Dimensional Global Volatility and Dimensional Global Alpha and Beta module to complement your research on Dimensional Global. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Dimensional Global 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.