DFA Intl Mutual Fund Forward View - Polynomial Regression
| DFSPX Fund | USD 15.65 -0.09 -0.57% |
Dfa Intl Sustainability's Polynomial Regression reference page covers the model's projected value and error measures from recent price data. The forecast output and associated deviation metrics are shown for informational use.
The Polynomial Regression forecasted value of Dfa Intl Sustainability on the next trading day is expected to be 15.08 with a mean absolute deviation of 0.15 and the sum of the absolute errors of 9.34.A single variable polynomial regression model attempts to put a curve through the DFA Intl historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm All Polynomial Regression forecast figures shown for Dfa Intl Sustainability are reference data reflecting model output based on available historical prices. Polynomial Regression Price Forecast For the 26th of March
Given 90 days horizon, the Polynomial Regression forecasted value of Dfa Intl Sustainability on the next trading day is expected to be 15.08 with a mean absolute deviation of 0.15 , mean absolute percentage error of 0.04 , and the sum of the absolute errors of 9.34 .Please note that although there have been many attempts to predict DFA Mutual Fund prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that DFA Intl's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest DFA Intl | DFA Intl Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for Dfa Intl Sustainability focuses on identifying predictive downside and upside bands that can frame a realistic trading range. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of DFA Intl mutual fund data series using in forecasting. Note that when a statistical model is used to represent DFA Intl mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 116.6855 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.1506 |
| MAPE | Mean absolute percentage error | 0.0091 |
| SAE | Sum of the absolute errors | 9.3363 |
Other Forecasting Options for DFA Intl
Bollinger Bands applied to DFA Mutual Fund price data measure how far DFA has deviated from its recent average relative to its own volatility. This distinction drives the choice of forecasting model applied to DFA Intl's price data.DFA Intl Related Equities
DFA Intl's market space within the Foreign Large Blend space is best grasped by looking at the firms listed below. Profit comparisons show whether DFA Intl earns above or below average returns next to its peers. How DFA Intl ranks within this group can shift over time as the competitive picture changes.
| Risk & Return | Correlation |
DFA Intl Market Strength Events
For investors tracking Dfa Intl Sustainability, market strength indicators offer quantitative evaluation of mutual fund behavior. These indicators add context to timing decisions around Dfa Intl Sustainability positions.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 15.65 | |||
| Day Typical Price | 15.65 | |||
| Price Action Indicator | -0.04 | |||
| Period Momentum Indicator | -0.09 |
DFA Intl Risk Indicators
Analyzing DFA Intl's basic risk indicators provides investors with a structured view of the risk-return trade-off for dfa mutual fund. By identifying the level of risk embedded in DFA Intl's investment, investors can make informed decisions about position sizing.
| Mean Deviation | 0.7574 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.05 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for DFA Intl
Coverage intensity for Dfa Intl Sustainability matters because narrative visibility can influence sentiment, participation, and volatility around the name. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.
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