Alpha Architect Correlations

QVAL Etf

USD 51.85 0.35 0.68%

The current 90-days correlation between Alpha Architect Quan and Vident International Equity is 0.49 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Alpha Architect moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alpha Architect Quantitative moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Alpha Architect Correlation With Market

Almost no diversification

The correlation between Alpha Architect Quantitative and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Alpha Architect Quantitative and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Alpha Etf

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 closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Alpha Etf

0.99	VOE	Vanguard Mid Cap	Pair Corr
0.92	SDY	SPDR SP Dividend	Pair Corr
0.92	DVY	iShares Select Dividend	Pair Corr
0.97	IWS	iShares Russell Mid	Pair Corr
0.95	FVD	First Trust Value	Pair Corr
0.97	SPYD	SPDR Portfolio SP Sell-off Trend	Pair Corr
0.96	COWZ	Pacer Cash Cows	Pair Corr
0.98	IJJ	iShares SP Mid	Pair Corr
0.99	DON	WisdomTree MidCap	Pair Corr
0.98	RPV	Invesco SP 500	Pair Corr
0.88	GDXU	MicroSectors Gold Miners	Pair Corr
0.82	MUU	Direxion Daily MU Trending	Pair Corr
0.82	MULL	GraniteShares 2x Long Trending	Pair Corr
0.84	AGQ	ProShares Ultra Silver	Pair Corr
0.91	JNUG	Direxion Daily Junior	Pair Corr
0.75	KORU	Direxion Daily South	Pair Corr
0.91	NUGT	Direxion Daily Gold Sell-off Trend	Pair Corr
0.9	GDMN	WisdomTree Efficient Gold	Pair Corr
0.81	SHNY	Microsectors Gold	Pair Corr
0.94	SIL	Global X Silver	Pair Corr
0.94	AA	Alcoa Corp	Pair Corr
0.89	DD	Dupont De Nemours Earnings Call This Week	Pair Corr
0.92	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.85	BA	Boeing	Pair Corr
0.69	CVX	Chevron Corp	Pair Corr
0.69	INTC	Intel Aggressive Push	Pair Corr

Moving against Alpha Etf

0.81	HPQ	HP Inc Aggressive Push	Pair Corr
0.36	MMM	3M Company	Pair Corr

Related Correlations Analysis

	CDX	EWJV	AVNM	IDOG	GVAL	AMZA	IPKW	CCNR	MFDX	VIDI
CDX		-0.34	-0.27	-0.37	-0.18	-0.09	-0.38	-0.22	-0.31	-0.2	CDX
EWJV	-0.34		0.97	0.94	0.94	0.82	0.97	0.96	0.96	0.95	EWJV
AVNM	-0.27	0.97		0.96	0.98	0.83	0.97	0.99	0.98	0.99	AVNM
IDOG	-0.37	0.94	0.96		0.93	0.78	0.98	0.94	0.95	0.94	IDOG
GVAL	-0.18	0.94	0.98	0.93		0.89	0.94	0.99	0.96	0.99	GVAL
AMZA	-0.09	0.82	0.83	0.78	0.89		0.77	0.88	0.84	0.85	AMZA
IPKW	-0.38	0.97	0.97	0.98	0.94	0.77		0.95	0.96	0.95	IPKW
CCNR	-0.22	0.96	0.99	0.94	0.99	0.88	0.95		0.97	0.99	CCNR
MFDX	-0.31	0.96	0.98	0.95	0.96	0.84	0.96	0.97		0.97	MFDX
VIDI	-0.2	0.95	0.99	0.94	0.99	0.85	0.95	0.99	0.97		VIDI
	CDX	EWJV	AVNM	IDOG	GVAL	AMZA	IPKW	CCNR	MFDX	VIDI

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CCNR	+ 0.99	AVNM
VIDI	+ 0.99	AVNM
CCNR	+ 0.99	GVAL
VIDI	+ 0.99	GVAL
VIDI	+ 0.99	CCNR
GVAL	+ 0.98	AVNM

High negative correlations

IPKW	- 0.38	CDX
IDOG	- 0.37	CDX
EWJV	- 0.34	CDX
MFDX	- 0.31	CDX
AVNM	- 0.27	CDX
CCNR	- 0.22	CDX

Alpha Architect Constituents Risk-Adjusted Indicators

There is a big difference between Alpha Etf performing well and Alpha Architect ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Alpha Architect's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CDX	0.19	(0.03)	0.00	(0.33)	0.00	0.00	0.41	(0.45)	1.08
EWJV	0.70	0.13	0.12	0.24	0.71	(0.78)	1.89	(1.58)	4.62
AVNM	0.55	0.11	0.12	0.21	0.57	(0.58)	1.18	(1.17)	3.63
IDOG	0.61	0.10	0.13	0.22	0.47	(0.69)	1.27	(0.97)	2.81
GVAL	0.54	0.21	0.27	0.45	0.31	(0.63)	1.39	(0.90)	3.65
AMZA	0.83	0.12	0.07	(4.69)	0.94	(0.87)	1.86	(1.55)	4.99
IPKW	0.60	0.13	0.16	0.23	0.53	(0.69)	1.47	(1.29)	3.16
CCNR	0.92	0.25	0.18	0.33	1.02	(1.00)	1.94	(2.01)	5.65
MFDX	0.55	0.12	0.11	1.28	0.44	(0.57)	1.14	(1.00)	2.50
VIDI	0.57	0.15	0.18	0.28	0.48	(0.64)	1.25	(1.45)	3.44

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