Alpha Architect Equity Etf Market Value
| AAUS Etf | 55.50 0.48 0.86% |
| Symbol | Alpha |
Alpha Architect Equity'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. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Alpha Architect's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Alpha Architect's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Alpha Architect represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. 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.
Alpha Architect 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Alpha Architect's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Alpha Architect.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Alpha Architect on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Architect Equity or generate 0.0% return on investment in Alpha Architect over 90 days. Alpha Architect is related to or competes with Freedom Day, IShares MSCI, SmartETFs Dividend, Elevation Series, First Trust, Vanguard Total, and Man Active. More
Alpha Architect Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Alpha Architect's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Alpha Architect Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8339 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 0.9439 |
Alpha Architect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Architect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpha Architect's standard deviation. In reality, there are many statistical measures that can use Alpha Architect historical prices to predict the future Alpha Architect's volatility.| Risk Adjusted Performance | 0.0277 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0232 |
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 February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0277 | |||
| Market Risk Adjusted Performance | 0.0332 | |||
| Mean Deviation | 0.5344 | |||
| Semi Deviation | 0.7422 | |||
| Downside Deviation | 0.8339 | |||
| Coefficient Of Variation | 2647.16 | |||
| Standard Deviation | 0.7319 | |||
| Variance | 0.5357 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0232 | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 0.9439 | |||
| Downside Variance | 0.6954 | |||
| Semi Variance | 0.5509 | |||
| Expected Short fall | (0.55) | |||
| Skewness | (0.48) | |||
| Kurtosis | 1.12 |
Alpha Architect Equity Backtested Returns
Currently, Alpha Architect Equity is very steady. Alpha Architect Equity secures Sharpe Ratio (or Efficiency) of 0.0378, which signifies that the etf had a 0.0378 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Alpha Architect Equity, which you can use to evaluate the volatility of the entity. Please confirm Alpha Architect's Downside Deviation of 0.8339, mean deviation of 0.5344, and Risk Adjusted Performance of 0.0277 to double-check if the risk estimate we provide is consistent with the expected return of 0.0276%. The etf shows a Beta (market volatility) of 0.76, 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.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Alpha Architect Equity has insignificant reverse predictability. Overlapping area represents the amount of predictability between Alpha Architect time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alpha Architect Equity price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Alpha Architect price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Thematic Opportunities
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Check out Alpha Architect Correlation, Alpha Architect Volatility and Alpha Architect Performance module to complement your research on Alpha Architect. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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.