Alpha Architect Global Etf Performance
| AAVM Etf | 33.01 0.43 1.29% |
The etf shows a Beta (market volatility) of 0.83, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alpha Architect's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alpha Architect is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Alpha Architect Global are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. In spite of very weak basic indicators, Alpha Architect displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
1 | Liquidity Mapping Around Price Events - Stock Traders Daily | 12/26/2025 |
Alpha Architect Relative Risk vs. Return Landscape
If you would invest 2,816 in Alpha Architect Global on November 15, 2025 and sell it today you would earn a total of 485.00 from holding Alpha Architect Global or generate 17.22% return on investment over 90 days. Alpha Architect Global is currently generating 0.2689% in daily expected returns and assumes 0.8749% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Alpha, and 95% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
3 y Volatility 13.25 | 200 Day MA 28.2593 | 1 y Volatility 10.66 | 50 Day MA 30.7407 | Inception Date 2017-05-02 |
Alpha Architect Target Price Odds to finish over Current Price
The tendency of Alpha Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 33.01 | 90 days | 33.01 | under 4 |
Based on a normal probability distribution, the odds of Alpha Architect to move above the current price in 90 days from now is under 4 (This Alpha Architect Global probability density function shows the probability of Alpha Etf to fall within a particular range of prices over 90 days) .
Alpha Architect Price Density |
| Price |
Predictive Modules for Alpha Architect
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alpha Architect Global. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alpha Architect's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Alpha Architect Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Alpha Architect is not an exception. The market had few large corrections towards the Alpha Architect's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Alpha Architect Global, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Alpha Architect within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.17 | |
β | Beta against Dow Jones | 0.83 | |
σ | Overall volatility | 1.56 | |
Ir | Information ratio | 0.18 |
Alpha Architect Fundamentals Growth
Alpha Etf prices reflect investors' perceptions of the future prospects and financial health of Alpha Architect, and Alpha Architect fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Alpha Etf performance.
About Alpha Architect Performance
By examining Alpha Architect's fundamental ratios, stakeholders can obtain critical insights into Alpha Architect's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Alpha Architect is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Alpha Architect is entity of United States. It is traded as Etf on NASDAQ exchange.