Alpha Architect Gdsdn Etf Market Outlook
| GDMA Etf | USD 41.63 0.25 0.60% |
About 61% of Alpha Architect's investor base is looking to short. The current sentiment regarding investing in Alpha Architect Gdsdn etf implies that many traders are alarmed. The current market sentiment, together with Alpha Architect's historical and current headlines, can help investors time the market. In addition, many technical investors use Alpha Architect Gdsdn etf news signals to limit their universe of possible portfolio assets.
Comfort Level 39
Alarmed
Panic | Confidence |
Today, several news technology companies offer sentiment data to assist traders in manufacturing news sentiment indicators for investment decisions. We partner with these technology firms in helping retail investors build forecasting models that use Alpha Architect's input sentiment indicators derived from textual data and news published on major financial information outlets and social sites. These indicators can be used to analyze time-dependent numerical information representing public perception toward Alpha Architect Gdsdn.
News SentimentNeutral | Hype SentimentBearish | Insider SentimentWaiting |
Given the investment horizon of 90 days and your complete indifference towards market risk, our recommendation regarding Alpha Architect Gdsdn is 'Strong Buy'. Macroaxis provides Alpha Architect buy-hold-or-sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding GDMA positions.
Execute Alpha Architect Advice
The Alpha recommendation should be used to complement the investment advice compiled from the current analysts' consensus on Alpha Architect Gdsdn. Macroaxis does not own or have any residual interests in Alpha Architect Gdsdn or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Alpha Architect's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Buy
Market Performance | Solid | Details | |
Volatility | Very steady | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Undervalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Slowly supersedes the market | Details | |
Investor Sentiment | Alarmed | Details | |
Analyst Consensus | Not Available | Details | |
Financial Leverage | Not Rated | Details |
For the selected time horizon Alpha Architect Gdsdn has a Risk Adjusted Performance of 0.1502, Jensen Alpha of 0.1121, Total Risk Alpha of 0.0911, Sortino Ratio of 0.1272 and Treynor Ratio of 0.2927Alpha Architect advice module can be used to check and cross-verify current investment recommendation provided by analysts analyzing the etf's potential to grow using all of fundamental, technical, data market data available at the time. Please makes use of Alpha Architect number of employees, one year return, as well as the relationship between the One Year Return and net asset to make buy, hold, or sell decision on Alpha Architect Gdsdn.
Alpha Architect Trading Alerts and Improvement Suggestions
| Latest headline from news.google.com: Movement as an Input in Quant Signal Sets - Stock Traders Daily | |
| The fund retains most of the assets under management (AUM) in different types of exotic instruments. |
Alpha Architect Returns Distribution Density
The distribution of Alpha Architect's historical returns is an attempt to chart the uncertainty of Alpha Architect's future price movements. The chart of the probability distribution of Alpha Architect daily returns describes the distribution of returns around its average expected value. We use Alpha Architect Gdsdn price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Alpha Architect returns is essential to provide solid investment analysis for Alpha Architect.
| Mean Return | 0.14 | Value At Risk | -0.99 | Potential Upside | 1.49 | Standard Deviation | 0.75 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Alpha Architect historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Alpha Architect Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Alpha Architect or Alpha Architect sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Alpha Architect's price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Alpha etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over Dow Jones | 0.11 | |
β | Beta against Dow Jones | 0.45 | |
σ | Overall volatility | 0.75 | |
Ir | Information ratio | 0.12 |
Alpha Architect Volatility Alert
Alpha Architect Gdsdn exhibits relatively low volatility with skewness of -0.11 and kurtosis of -0.13. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Alpha Architect's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Alpha Architect's etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Alpha Architect Fundamentals Vs Peers
Comparing Alpha Architect's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Alpha Architect's direct or indirect competition across all of the common fundamentals between Alpha Architect and the related equities. This way, we can detect undervalued stocks with similar characteristics as Alpha Architect or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of Alpha Architect's fundamental indicators could also be used in its relative valuation, which is a method of valuing Alpha Architect by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Alpha Architect to competition |
| Fundamentals | Alpha Architect | Peer Average |
| Beta | 0.42 | |
| One Year Return | 32.10 % | (0.97) % |
| Three Year Return | 16.10 % | 3.23 % |
| Five Year Return | 7.60 % | 1.12 % |
| Net Asset | 142.77 M | 2.29 B |
| Last Dividend Paid | 0.032 | 0.14 |
| Equity Positions Weight | (12.95) % | 52.82 % |
Alpha Architect Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Alpha . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 76.45 | |||
| Daily Balance Of Power | (0.43) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 41.68 | |||
| Day Typical Price | 41.66 | |||
| Market Facilitation Index | 1.0E-4 | |||
| Price Action Indicator | (0.17) | |||
| Period Momentum Indicator | (0.25) |
About Alpha Architect Buy or Sell Advice
When is the right time to buy or sell Alpha Architect Gdsdn? Buying financial instruments such as Alpha Etf isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
Use Investing Ideas to Build Portfolios
In addition to having Alpha Architect in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
Run Investor Favorites Thematic Idea Now
Investor Favorites
Macroaxis most traded equities with largest long positions over the last 2 years. The Investor Favorites theme has 21 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Investor Favorites Theme or any other thematic opportunities.
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Check out Alpha Architect Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for multiple equity instruments, please use the Instant Ratings tool. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Alpha Architect Gdsdn's market price often diverges from its book value, the accounting figure shown on Alpha's balance sheet. Smart investors calculate Alpha Architect's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Alpha Architect's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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.