Alpha Architect Value Etf Price on November 10, 2023
| VMOT Etf | USD 27.58 0.18 0.66% |
Below is the normalized historical share price chart for Alpha Architect Value extending back to May 03, 2017. 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 27.58, as last reported on the 30th of November, with the highest price reaching 27.58 and the lowest price hitting 27.58 during the day.
If you're considering investing in Alpha Etf, it is important to understand the factors that can impact its price. Currently, Alpha Architect Value is very steady. Alpha Architect Value secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the etf had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Alpha Architect Value, which you can use to evaluate the volatility of the entity. Please confirm Alpha Architect's Risk Adjusted Performance of 0.1037, downside deviation of 0.8616, and Mean Deviation of 0.6682 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%.
Alpha Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 13.01 | 200 Day MA 25.4297 | 1 y Volatility 13.31 | 50 Day MA 26.5646 | Inception Date 2017-05-02 |
Alpha |
Sharpe Ratio = 0.1829
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Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Alpha Architect is performing at about 14% 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 18.9 K |
Alpha Architect Valuation on November 10, 2023
It is possible to determine the worth of Alpha Architect on a given historical date. On November 10, 2023 Alpha was worth 21.08 at the beginning of the trading date compared to the closed value of 21.23. 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 | |
| 21.01 | 21.01 | 20.98 | 21.00 | 890.00 | |
11/10/2023 | 21.08 | 21.23 | 21.08 | 21.23 | 581.00 |
| 21.14 | 21.31 | 21.14 | 21.31 | 1,256 |
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Alpha Architect Trading Date Momentum on November 10, 2023
| On November 13 2023 Alpha Architect Value was traded for 21.31 at the closing time. The top price for the day was 21.31 and the lowest listed price was 21.14 . The trading volume for the day was 1.3 K. The trading history from November 13, 2023 was a factor to the next trading day price appreciation. The trading price change against the next closing price was 0.38% . The overall trading delta against the current closing price is 2.92% . |
Alpha Architect Value 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 Value 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 fund is a fund of funds, meaning that it primarily invests its assets in the shares of other ETFs, rather than in securities of individual companies. Alpha Architect 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 | November 30, 2024
| High |
0.00 | 0.00 |
Alpha Architect Value cannot be verified against its exchange. Please verify the symbol is currently traded on NASDAQ 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 November 30, 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 Value 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 | 0.1037 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.126 |
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Alpha Architect Value. 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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
The market value of Alpha Architect Value 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.