Alpha Architect Quantitative Etf Price on June 7, 2024
| QMOM Etf | USD 71.53 0.54 0.76% |
Below is the normalized historical share price chart for Alpha Architect Quantitative extending back to December 02, 2015. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Alpha Architect stands at 71.53, as last reported on the 1st of December, with the highest price reaching 71.72 and the lowest price hitting 71.25 during the day.
If you're considering investing in Alpha Etf, it is important to understand the factors that can impact its price. Alpha Architect appears to be very steady, given 3 months investment horizon. Alpha Architect Quan secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the etf had a 0.25% return per unit of risk over the last 3 months. We have found thirty technical indicators for Alpha Architect Quantitative, which you can use to evaluate the volatility of the entity. Please makes use of Alpha Architect's Downside Deviation of 1.14, risk adjusted performance of 0.1674, and Mean Deviation of 0.9101 to double-check if our risk estimates are consistent with your expectations.
Alpha Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 21.92 | 200 Day MA 60.3936 | 1 y Volatility 16.81 | 50 Day MA 66.3998 | Inception Date 2015-12-01 |
Alpha |
Sharpe Ratio = 0.2538
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Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.28 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average Alpha Architect is performing at about 19% 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.
Average Mkt Cap Mil 23.3 K |
Alpha Architect Valuation on June 7, 2024
It is possible to determine the worth of Alpha Architect on a given historical date. On June 7, 2024 Alpha was worth 57.44 at the beginning of the trading date compared to the closed value of 57.05. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Alpha Architect etf. Still, in general, we apply an absolute valuation method to find Alpha Architect's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Alpha Architect where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Alpha Architect's related companies.
| Open | High | Low | Close | Volume | |
| 58.39 | 58.39 | 57.32 | 57.38 | 9,600 | |
06/07/2024 | 57.44 | 57.60 | 57.05 | 57.05 | 6,600 |
| 57.23 | 58.48 | 57.23 | 58.48 | 10,100 |
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Alpha Architect Trading Date Momentum on June 7, 2024
| On June 10 2024 Alpha Architect Quantitative was traded for 58.48 at the closing time. The top price for the day was 58.48 and the lowest listed price was 57.23 . The trading volume for the day was 10.1 K. The trading history from June 10, 2024 was a factor to the next trading day price boost. The trading delta at closing time against the next closing price was 2.51% . The overall trading delta against the current closing price is 1.56% . |
Alpha Architect Quan Fundamentals Correlations and Trends
By evaluating Alpha Architect's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Alpha Architect's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Alpha financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Alpha Architect Etf history
Alpha Architect investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Alpha is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Alpha Architect Quan will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Alpha Architect stock prices may prove useful in developing a viable investing in Alpha Architect
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.
Alpha Architect Etf Technical Analysis
Alpha Architect technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
Price Boundaries
Alpha Architect Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
Alpha Architect Quantitative cannot be verified against its exchange. Please verify the symbol is currently traded on BATS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Alpha Architect December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how Alpha Architect etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alpha Architect shares will generate the highest return on investment. By undertsting and applying Alpha Architect etf market strength indicators, traders can identify Alpha Architect Quantitative entry and exit signals to maximize returns
Alpha Architect Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Alpha Architect's price direction in advance. Along with the technical and fundamental analysis of Alpha Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Alpha to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1674 | |||
| Jensen Alpha | 0.0905 | |||
| Total Risk Alpha | 0.0455 | |||
| Sortino Ratio | 0.0992 | |||
| Treynor Ratio | 0.2047 |
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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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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.