Alpha Architect ETF Forward View - 20 Period Moving Average
| IVAL ETF | USD 35.32 0.24 0.68% |
20 Period Moving Average is applied to Alpha Architect International's daily closing prices, and the resulting forecast is presented with accuracy metrics. Wide deviation between fitted and observed values suggests the model's assumptions may not match current market conditions. The 20 Period Moving Average model projects Alpha Architect at 34.90 for the next trading day, below the most recent closing price. This 20 Period Moving Average output is provided as analytical reference and does not constitute a trading recommendation.
20 Period Moving Average Price Forecast For the 11th of May 2026
Over a 90-day horizon, the 20 Period Moving Average model forecasts Alpha Architect at 34.90 for the next trading day, with a mean absolute deviation of 0.90 , mean absolute percentage error of 0.03 , and sum of absolute errors of 36.71 .This represents a tight forecast with good short-term tracking of Alpha Architect's price movement. This output is intended for short-term analytical reference.
ETF Forecast Pattern
| Backtest Alpha Architect | Alpha Architect Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast range for Alpha Architect defines statistically derived downside and upside boundaries based on model performance. The forecast band spans 33.60 to 36.20. The moderate spread reflects defined uncertainty around the forecast.
Model Predictive Factors
The table below summarizes the 20 Period Moving Average model's error metrics for Alpha Architect ETF. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.| AIC | Akaike Information Criteria | 81.4963 |
| Bias | Arithmetic mean of the errors | 0.0082 |
| MAD | Mean absolute deviation | 0.8954 |
| MAPE | Mean absolute percentage error | 0.0261 |
| SAE | Sum of the absolute errors | 36.713 |
Other Forecasting Options for Alpha Architect
Alpha Architect's daily price returns decompose into trend, seasonal, and residual components. Divergence between short-term and long-term averages in Alpha Architect often signals an upcoming reversal or acceleration.Alpha Architect Comparable Funds
The instruments listed below are comparable funds for Alpha Architect and provide a practical reference set. Useful comparisons usually include net asset value behavior, total return, volatility, distribution profile, and leverage.
| Risk & Return | Correlation |
Alpha Architect Market Strength Events
Market strength indicators for Alpha Architect ETF provide a framework for assessing security responsiveness. A rising Accumulation/Distribution line alongside rising price confirms institutional buying interest in Alpha Architect.
Alpha Architect Risk Indicators
Assessing Alpha Architect's risk indicators is a structured way to evaluate the risk-return trade-off for alpha architect etf. The level of risk embedded in Alpha Architect's feeds directly into exposure calibration.
| Mean Deviation | 0.9589 | |||
| Semi Deviation | 1.26 | |||
| Standard Deviation | 1.32 | |||
| Variance | 1.75 | |||
| Downside Variance | 1.84 | |||
| Semi Variance | 1.59 | |||
| Expected Short fall | -0.99 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
More Resources for Alpha Architect ETF Analysis
Market price and NAV offer complementary views of Alpha Architect - the first driven by trading activity, the second by underlying asset values.
Note that Alpha Architect's market price and net asset value (NAV) are different measures derived from different inputs. Holdings diversification, category fit, and cost efficiency offer additional analytical signals.