Dimensional International Variance
| DFIV Etf | | | USD 50.80 -1.31 -2.51% |
The Variance profile for Dimensional International Value is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners.
Investing Opportunities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. A position in Dimensional International Value appears within the mix. The allocation reflects this within the position set. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Dimensional International Value has current Variance of 0.9933. Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean.
Variance | = | SUM(RET DEV)2N |
| = | 0.9933 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
Variance Relative To Other Indicators
Dimensional International Value is rated
below average for variance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
5.26 ratio of Maximum Drawdown to Variance. Dimensional International Value's Maximum Drawdown exceeds Variance by a factor of
5.26 Variance is also a measure of stock volatility and can help determine the risk an investor might take on when purchasing a specific security. A relatively big variance indicates that the daily prices or returns are far from the mean and a small variance indicates that they are located around the mean.
Compare Dimensional International to Peers
Other Technical Indicators