Alpha Architect Gdsdn Etf Performance
| GDMA Etf | USD 32.98 0.10 0.30% |
The etf shows a Beta (market volatility) of 0.53, 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
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Alpha Architect Gdsdn are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong primary indicators, Alpha Architect is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -0.20 |
Alpha |
Alpha Architect Relative Risk vs. Return Landscape
If you would invest 3,158 in Alpha Architect Gdsdn on August 31, 2024 and sell it today you would earn a total of 140.00 from holding Alpha Architect Gdsdn or generate 4.43% return on investment over 90 days. Alpha Architect Gdsdn is currently generating 0.0706% in daily expected returns and assumes 0.5905% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than Alpha, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Alpha Architect Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Architect's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Alpha Architect Gdsdn, and traders can use it to determine the average amount a Alpha Architect's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1195
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | GDMA | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Alpha Architect is performing at about 9% 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.
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.
| Total Asset | 142.77 M | |||
About Alpha Architect Performance
By analyzing Alpha Architect's fundamental ratios, stakeholders can gain valuable insights into Alpha Architect's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Alpha Architect has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Alpha Architect has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund is an actively-managed ETF that seeks to achieve its investment objective by investing in asset classes that the funds portfolio managers believe offer the most attractive combined riskreturn opportunities. GadsdenA DynamicA is traded on NYSEARCA Exchange in the United States.| Latest headline from thelincolnianonline.com: Avior Wealth Management LLC Purchases 296 Shares of iShares Core Growth Allocation ETF | |
| The fund retains most of the assets under management (AUM) in different types of exotic instruments. |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Alpha Architect Gdsdn. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
The market value of Alpha Architect Gdsdn 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.