Dfa Five Year Global Fund Volatility
| DFGBX Fund | USD 10.15 0.01 0.1% |
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Five Year secures Sharpe Ratio (or Efficiency) of 0.49, which denotes the fund had a 0.49 % return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Dfa Five Year Global, which you can use to evaluate the volatility of the entity. Please confirm Dfa Five-year's Coefficient Of Variation of 203.46, variance of 0.0016, and Standard Deviation of 0.0398 to check if the risk estimate we provide is consistent with the expected return of 0.0192%. Key indicators related to Dfa Five-year's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Dfa Five-year 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 Dfa daily returns, and it is calculated using variance and standard deviation. We also use Dfa's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Dfa Five-year volatility.
Dfa |
Dfa Five Year Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Dfa Five-year fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Dfa Five-year's price changes. Investors will then calculate the volatility of Dfa Five-year'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 Five-year's volatility:
Historical Volatility
This type of fund volatility measures Dfa Five-year's fluctuations based on previous trends. It's commonly used to predict Dfa Five-year'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 Five-year'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 Five-year'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 Five Year 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.
Dfa Five-year Projected Return Density Against Market
Assuming the 90 days horizon Dfa Five-year has a beta that is very close to zero suggesting the returns on DOW JONES INDUSTRIAL and Dfa Five-year do not appear to be sensitive.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 Five-year 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 Five-year'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 Dfa 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.
It does not look like Dfa Five-year's alpha can have any bearing on the current valuation. Predicted Return Density |
| Returns |
What Drives a Dfa Five-year 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 Five-year Mutual Fund Risk Measures
Assuming the 90 days horizon the coefficient of variation of Dfa Five-year is 205.79. The daily returns are distributed with a variance of 0.0 and standard deviation of 0.04. The mean deviation of Dfa Five Year Global is currently at 0.03. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.93
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 0.04 | |
Ir | Information ratio | -3.05 |
Dfa Five-year Mutual Fund Return Volatility
Dfa Five-year historical daily return volatility represents how much of Dfa Five-year fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.0395% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.8415% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Dfa Five-year Volatility
Volatility is a rate at which the price of Dfa Five-year 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 Five-year may increase or decrease. In other words, similar to Dfa's beta indicator, it measures the risk of Dfa Five-year and helps estimate the fluctuations that may happen in a short period of time. So if prices of Dfa Five-year 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 fund invests in a universe of U.S. and foreign debt securities maturing in five years or less from the date of settlement. It primarily invests in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, corporate debt obligations, bank obligations, commercial paper, repurchase agreements, money market funds, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations.
Dfa Five-year's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Dfa Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Dfa Five-year's price varies over time.
3 ways to utilize Dfa Five-year's volatility to invest better
Higher Dfa Five-year's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Dfa Five Year fund is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Dfa Five Year fund volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Dfa Five Year investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Dfa Five-year's fund can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Dfa Five-year's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Dfa Five-year Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.84 and is 21.0 times more volatile than Dfa Five Year Global. 0 percent of all equities and portfolios are less risky than Dfa Five-year. You can use Dfa Five Year Global to enhance the returns of your portfolios. The mutual fund experiences a normal upward fluctuation. Check odds of Dfa Five-year to be traded at $10.66 in 90 days.Dfa Five-year Additional Risk Indicators
The analysis of Dfa Five-year's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Dfa Five-year's investment and either accepting that risk or mitigating it. Along with some common measures of Dfa Five-year mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.2341 | |||
| Mean Deviation | 0.0314 | |||
| Coefficient Of Variation | 203.46 | |||
| Standard Deviation | 0.0398 | |||
| Variance | 0.0016 | |||
| Information Ratio | (3.05) | |||
| Total Risk Alpha | 0.004 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Dfa Five-year Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Dfa Five-year as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Dfa Five-year's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Dfa Five-year's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Dfa Five Year Global.
Other Information on Investing in Dfa Mutual Fund
Dfa Five-year 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 Five-year security.
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