Alpha Architect Financials
| QMOM Etf | USD 70.95 0.59 0.84% |
Net Expense Ratio 0.0029 | 3 y Sharp Ratio 0.27 |
Alpha |
The data published in Alpha Architect's official financial statements typically reflect Alpha Architect's business processes, product offerings, services, and other fundamental events. However, there are additional fundamental indicators that are easier to understand and visualize along the underlying realities that are driving Alpha Architect's quantitative information. For example, before you start analyzing numbers published by Alpha accountants, it's essential to understand Alpha Architect's liquidity, profitability, and earnings quality within the context of the Alpha Architect space in which it operates.
Alpha Architect Etf Summary
Alpha Architect competes with Freedom Day, Davis Select, IShares MSCI, SmartETFs Dividend, and Listed Funds. 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.| Instrument | USA Etf View All |
| Exchange | BATS Exchange |
| ISIN | US02072L4095 |
| CUSIP | 02072L409 |
| Region | North America |
| Investment Issuer | Alpha Architect |
| Etf Family | Alpha Architect |
| Fund Category | Broad Equity |
| Portfolio Concentration | Strategy |
| Benchmark | Dow Jones Industrial |
| Phone | NA |
| Currency | USD - US Dollar |
Alpha Architect Key Financial Ratios
Alpha Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Alpha Architect's current stock value. Our valuation model uses many indicators to compare Alpha Architect value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Alpha Architect competition to find correlations between indicators driving Alpha Architect's intrinsic value. More Info.Alpha Architect Quantitative is presently regarded as number one ETF in price to earning as compared to similar ETFs. It also is presently regarded as number one ETF in price to book as compared to similar ETFs fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Alpha Architect Quantitative is roughly 8.85 . Comparative valuation analysis is a catch-all technique that is used if you cannot value Alpha Architect by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Alpha Architect Quan Systematic Risk
Alpha Architect's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Alpha Architect volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.
The output start index for this execution was twelve with a total number of output elements of fourty-nine. The Beta measures systematic risk based on how returns on Alpha Architect Quan correlated with the market. If Beta is less than 0 Alpha Architect generally moves in the opposite direction as compared to the market. If Alpha Architect Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Alpha Architect Quan is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Alpha Architect is generally in the same direction as the market. If Beta > 1 Alpha Architect moves generally in the same direction as, but more than the movement of the benchmark.
Alpha Architect Thematic Clasifications
Alpha Architect Quantitative is part of several thematic ideas from Broad Equity ETFs to Strategy ETFs. If you are a theme-oriented, socially responsible, and at the same time, a result-driven investor, you can align your investing habits with your values without jeopardizing your expectations about returns. You can easily create an optimal portfolio of stocks, ETFs, funds, or cryptocurrencies based on a specific theme of your liking. Get More Thematic IdeasAlpha Architect November 25, 2024 Opportunity Range
Along with financial statement analysis, the daily predictive indicators of Alpha Architect help investors to analyze its daily demand and supply, volume, patterns, and price swings to determine the real value of Alpha Architect Quantitative. We use our internally-developed statistical techniques to arrive at the intrinsic value of Alpha Architect Quantitative based on widely used predictive technical indicators. In general, we focus on analyzing Alpha Etf price patterns and their correlations with different microeconomic environment and drivers. We also apply predictive analytics to build Alpha Architect's daily price indicators and compare them against related drivers.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.0976 | |||
| Maximum Drawdown | 4.73 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.02 |
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 persons. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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.