Emerging Markets Value Fund Technical Analysis
| DFEVX Fund | USD 40.00 0.37 0.93% |
As of the 18th of March 2026, EMERGING MARKETS reports 40.00 per share in the latest quote. Technical drivers report Downside Deviation of 1.18, mean deviation of 0.6823, and Coefficient Of Variation of 682.83. Price momentum and volatility relationships form the basis of the analysis. Cross-sectional analysis places indicator values in market context.
EMERGING MARKETS Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as EMERGING, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to EMERGINGEMERGING |
What if' Analysis
What-if analysis for Emerging Markets Value is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/18/2025 |
| 03/18/2026 |
An initial 0.00 allocation to EMERGING MARKETS on December 18, 2025 held through today would record 0.00 in cumulative gains. That corresponds to a 0.0% cumulative return in EMERGING MARKETS on balance over 90 days. EMERGING MARKETS is related to or competes with DFA INTERNATIONAL, DFA Investment, DFA INTERNATIONAL, AMERICAN HIGH-INCOME, JPMORGAN MID, Six Circles, and US LARGE. This provides context for relative positioning. The Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corres... More
EMERGING MARKETS Momentum Range Indicators Summary
This section highlights upside and downside signals that contextualize EMERGING MARKETS price behavior. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.179 | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | -1.72 | |||
| Potential Upside | 1.35 |
EMERGING MARKETS Volatility and Risk Indicators Snapshot
This section presents risk metrics that describe EMERGING MARKETS' historical price variability. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.1174 | |||
| Jensen Alpha | 0.1499 | |||
| Total Risk Alpha | 0.1777 | |||
| Sortino Ratio | 0.1441 | |||
| Treynor Ratio | 0.248 |
Valuation-driven investors use mean reversion to time EMERGING MARKETS's investments: buying when it trades materially below its historical average valuation multiples and selling when it reaches premium territory.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1174 | |||
| Market Risk Adjusted Performance | 0.258 | |||
| Mean Deviation | 0.6823 | |||
| Semi Deviation | 0.9585 | |||
| Downside Deviation | 1.18 | |||
| Coefficient Of Variation | 682.83 | |||
| Standard Deviation | 0.9472 | |||
| Variance | 0.8972 | |||
| Information Ratio | 0.179 | |||
| Jensen Alpha | 0.1499 | |||
| Total Risk Alpha | 0.1777 | |||
| Sortino Ratio | 0.1441 | |||
| Treynor Ratio | 0.248 | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | -1.72 | |||
| Potential Upside | 1.35 | |||
| Downside Variance | 1.38 | |||
| Semi Variance | 0.9188 | |||
| Expected Short fall | -0.69 | |||
| Skewness | -1.43 | |||
| Kurtosis | 4.28 |
Emerging Markets Value Backtested Returns
EMERGING MARKETS suggests a very low volatility profile over the observed timeframe. It shows a risk-adjusted return measure of 0.17, defining risk-normalized returns. We identified twenty-six technical indicators influencing the company's volatility profile. Please assess metrics such as Downside Deviation of 1.18, mean deviation of 0.6823, and Coefficient Of Variation of 682.83 to evaluate statistical risk alignment. The fund retains a Market Volatility (i.e., Beta) of 0.52, which conveys possible diversification benefits within a given portfolio. With a sub-1 beta, EMERGING MARKETS participates in market rallies at a reduced pace while also limiting downside exposure.
Auto-correlation | -0.31 |
Poor reverse predictability
Emerging Markets Value shows poor reverse predictability when comparing price series from 18th of December 2025 to 1st of February 2026 against from 1st of February 2026 to 18th of March 2026. A strong serial relationship would imply that EMERGING MARKETS's recent trajectory contains information about its near-term direction. With a serial correlation of -0.31, nearly 31.0% of EMERGING MARKETS's price variation is attributable to patterns in preceding intervals. Given that Emerging Markets Value has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 1.25 |
Technical analysis for EMERGING MARKETS examines price and volume behavior across market regimes. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Emerging Markets Value volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of EMERGING MARKETS focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Signal reliability can vary across market regimes and liquidity conditions.
For Emerging Markets Value, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardEMERGING MARKETS Technical Indicators
Technical analysis of Emerging Markets Value is useful because it helps investors judge whether the current trend still looks durable or is beginning to weaken. A disciplined technical workflow helps investors separate stronger setups from noisier price action.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1174 | |||
| Market Risk Adjusted Performance | 0.258 | |||
| Mean Deviation | 0.6823 | |||
| Semi Deviation | 0.9585 | |||
| Downside Deviation | 1.18 | |||
| Coefficient Of Variation | 682.83 | |||
| Standard Deviation | 0.9472 | |||
| Variance | 0.8972 | |||
| Information Ratio | 0.179 | |||
| Jensen Alpha | 0.1499 | |||
| Total Risk Alpha | 0.1777 | |||
| Sortino Ratio | 0.1441 | |||
| Treynor Ratio | 0.248 | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | -1.72 | |||
| Potential Upside | 1.35 | |||
| Downside Variance | 1.38 | |||
| Semi Variance | 0.9188 | |||
| Expected Short fall | -0.69 | |||
| Skewness | -1.43 | |||
| Kurtosis | 4.28 |
March 18, 2026 Daily Trend Indicators
Technical analysis of Emerging Markets Value is useful because it helps investors judge whether the current trend still looks durable or is beginning to weaken. A disciplined technical workflow helps investors separate stronger setups from noisier price action.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 40.00 | ||
| Day Typical Price | 40.00 | ||
| Price Action Indicator | 0.18 |