Alpha Architect Quantitative Etf Performance
QMOM Etf | USD 57.38 0.68 1.20% |
The etf shows a Beta (market volatility) of 1.56, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alpha Architect will likely underperform.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Alpha Architect Quantitative are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of very abnormal basic indicators, Alpha Architect may actually be approaching a critical reversion point that can send shares even higher in June 2024. ...more
1 | Technical Data - Stock Traders Daily.com | 03/06/2024 |
2 | Investment Report - Stock Traders Daily | 03/27/2024 |
3 | Long Term Investment Analysis - Stock Traders Daily | 04/26/2024 |
In Threey Sharp Ratio | 0.08 |
Alpha |
Alpha Architect Relative Risk vs. Return Landscape
If you would invest 5,284 in Alpha Architect Quantitative on February 3, 2024 and sell it today you would earn a total of 386.00 from holding Alpha Architect Quantitative or generate 7.31% return on investment over 90 days. Alpha Architect Quantitative is currently generating 0.1209% in daily expected returns and assumes 1.3487% risk (volatility on return distribution) over the 90 days horizon. In different words, 11% of etfs are less volatile than Alpha, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Alpha Architect Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Architect's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Alpha Architect Quantitative, and traders can use it to determine the average amount a Alpha Architect's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0896
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Estimated Market Risk
1.35 actual daily | 11 89% of assets are more volatile |
Expected Return
0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Alpha Architect is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alpha Architect by adding it to a well-diversified portfolio.
Alpha Architect Fundamentals Growth
Alpha Etf prices reflect investors' perceptions of the future prospects and financial health of Alpha Architect, and Alpha Architect fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Alpha Etf performance.
Price To Earning | 23.72 X | |||
Price To Book | 2.68 X | |||
Price To Sales | 1.28 X | |||
Total Asset | 91.34 M | |||
About Alpha Architect Performance
To evaluate Alpha Architect Quan Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Alpha Architect generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Alpha Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Alpha Architect Quan market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Alpha's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 100 equity securities with the highest relative momentum. Quantitative Momentum is traded on BATS Exchange in the United States.Latest headline from news.google.com: Long Term Investment Analysis - Stock Traders Daily | |
The fund maintains 99.5% of its assets in stocks |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Alpha Architect Quantitative. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in persons. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
The market value of Alpha Architect Quan is measured differently than its book value, which is the value of Alpha that is recorded on the company's balance sheet. Investors also form their own opinion of Alpha Architect's value that differs from its market value or its book value, called intrinsic value, which is Alpha Architect's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Alpha Architect's market value can be influenced by many factors that don't directly affect Alpha Architect's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alpha Architect's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alpha Architect is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alpha Architect's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.