Alpha Architect 1 3 Etf Market Value
| BOXX Etf | 110.97 0.06 0.05% |
| Symbol | Alpha |
The market value of Alpha Architect 1 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.
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.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Alpha Architect on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Architect 1 3 or generate 0.0% return on investment in Alpha Architect over 30 days. Alpha Architect is related to or competes with US Treasury, Tidal Trust, Franklin Liberty, SPDR Bloomberg, US Treasury, FPA Short, and Vanguard Extended. Alpha Architect is entity of United States 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 1 3 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0463 | |||
| Information Ratio | 0.3152 | |||
| Maximum Drawdown | 0.1639 | |||
| Value At Risk | (0.01) | |||
| Potential Upside | 0.0546 |
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 | 0.2626 | |||
| Jensen Alpha | 0.0095 | |||
| Total Risk Alpha | 0.0095 | |||
| Sortino Ratio | 0.1819 | |||
| Treynor Ratio | (1.19) |
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 1 Backtested Returns
At this stage we consider Alpha Etf to be very steady. Alpha Architect 1 secures Sharpe Ratio (or Efficiency) of 0.74, which signifies that the etf had a 0.74 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Alpha Architect 1 3, which you can use to evaluate the volatility of the entity. Please confirm Alpha Architect's Mean Deviation of 0.0181, coefficient of variation of 136.75, and Risk Adjusted Performance of 0.2626 to double-check if the risk estimate we provide is consistent with the expected return of 0.0202%. The etf shows a Beta (market volatility) of -0.008, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alpha Architect are expected to decrease at a much lower rate. During the bear market, Alpha Architect is likely to outperform the market.
Auto-correlation | 0.99 |
Perfect predictability
Alpha Architect 1 3 has perfect predictability. Overlapping area represents the amount of predictability between Alpha Architect time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 2025. 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 1 price movement. The serial correlation of 0.99 indicates that 99.0% of current Alpha Architect price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.99 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alpha Architect 1 lagged returns against current returns
Autocorrelation, which is Alpha Architect etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Alpha Architect's etf expected returns. We can calculate the autocorrelation of Alpha Architect returns to help us make a trade decision. For example, suppose you find that Alpha Architect has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Alpha Architect regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Alpha Architect etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alpha Architect etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alpha Architect etf over time.
Current vs Lagged Prices |
| Timeline |
Alpha Architect Lagged Returns
When evaluating Alpha Architect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alpha Architect etf have on its future price. Alpha Architect autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Alpha Architect autocorrelation shows the relationship between Alpha Architect etf current value and its past values and can show if there is a momentum factor associated with investing in Alpha Architect 1 3.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Alpha Architect 1 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Alpha Architect's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Alpha Architect 1 3 Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Alpha Architect 1 3 Etf:Check out Alpha Architect Correlation, Alpha Architect Volatility and Alpha Architect Alpha and Beta module to complement your research on Alpha Architect. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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.