DAABX Mutual Fund Alpha and Beta Analysis

DAABX
 Fund
  

USD 17.02  0.02  0.12%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DFA US Sustainability. It also helps investors analyze the systematic and unsystematic risks associated with investing in DFA US over a specified time horizon. Remember, high DFA US's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Continue to DFA US Backtesting, Portfolio Optimization, DFA US Correlation, DFA US Hype Analysis, DFA US Volatility, DFA US History and analyze DFA US Performance.
  
Please note that although DFA US alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, DFA US did 0.15  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of DFA US Sustainability fund's relative risk over its benchmark. DFA US Sustainability has a beta of 1.13  . Let's try to break down what DAABX's beta means in this case. DFA US returns are very sensitive to returns on the market. As the market goes up or down, DFA US is expected to follow.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

DFA US Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DFA US market risk premium is the additional return an investor will receive from holding DFA US long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in DFA US. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate DFA US's performance over market.
α-0.15   β1.13
90 days against NYA

DFA US expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of DFA US's Buy-and-hold return. Our buy-and-hold chart shows how DFA US performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

DFA US Market Price Analysis

Market price analysis indicators help investors to evaluate how DFA US mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DFA US shares will generate the highest return on investment. By understating and applying DFA US mutual fund market price indicators, traders can identify DFA US position entry and exit signals to maximize returns.

DFA US Return and Market Media

The median price of DFA US for the period between Tue, Dec 7, 2021 and Fri, Dec 2, 2022 is 16.54 with a coefficient of variation of 5.58. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 16.37, and mean deviation of 0.77. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About DFA US Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including DAABX or other funds. Alpha measures the amount that position in DFA US Sustainability has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards DFA US in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, DFA US's short interest history, or implied volatility extrapolated from DFA US options trading.

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Continue to DFA US Backtesting, Portfolio Optimization, DFA US Correlation, DFA US Hype Analysis, DFA US Volatility, DFA US History and analyze DFA US Performance. Note that the DFA US Sustainability information on this page should be used as a complementary analysis to other DFA US's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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When running DFA US Sustainability price analysis, check to measure DFA US's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy DFA US is operating at the current time. Most of DFA US's value examination focuses on studying past and present price action to predict the probability of DFA US's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move DFA US's price. Additionally, you may evaluate how the addition of DFA US to your portfolios can decrease your overall portfolio volatility.
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DFA US technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of DFA US technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of DFA US trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...