Alpha Architect International Etf Market Value
| IVAL Etf | USD 35.85 0.48 1.32% |
| Symbol | Alpha |
The market value of Alpha Architect Inte 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. Meanwhile, Alpha Architect's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Alpha Architect on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Architect International or generate 0.0% return on investment in Alpha Architect over 90 days. Alpha Architect is related to or competes with Fidelity International, KFA Mount, First Trust, IShares Currency, WisdomTree Europe, IShares Self, and EA Series. The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 1... 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 International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7497 | |||
| Information Ratio | 0.2537 | |||
| Maximum Drawdown | 3.08 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.63 |
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 | 0.302 | |||
| Jensen Alpha | 0.2384 | |||
| Total Risk Alpha | 0.2041 | |||
| Sortino Ratio | 0.2756 | |||
| Treynor Ratio | 0.4547 |
Alpha Architect February 12, 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 | 0.302 | |||
| Market Risk Adjusted Performance | 0.4647 | |||
| Mean Deviation | 0.6351 | |||
| Semi Deviation | 0.2882 | |||
| Downside Deviation | 0.7497 | |||
| Coefficient Of Variation | 262.72 | |||
| Standard Deviation | 0.8146 | |||
| Variance | 0.6635 | |||
| Information Ratio | 0.2537 | |||
| Jensen Alpha | 0.2384 | |||
| Total Risk Alpha | 0.2041 | |||
| Sortino Ratio | 0.2756 | |||
| Treynor Ratio | 0.4547 | |||
| Maximum Drawdown | 3.08 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.63 | |||
| Downside Variance | 0.5621 | |||
| Semi Variance | 0.083 | |||
| Expected Short fall | (0.79) | |||
| Skewness | (0.1) | |||
| Kurtosis | 0.0367 |
Alpha Architect Inte Backtested Returns
Alpha Architect appears to be very steady, given 3 months investment horizon. Alpha Architect Inte secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the etf had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Alpha Architect International, which you can use to evaluate the volatility of the entity. Please makes use of Alpha Architect's Mean Deviation of 0.6351, downside deviation of 0.7497, and Risk Adjusted Performance of 0.302 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.66, 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 | 0.84 |
Very good predictability
Alpha Architect International has very good predictability. Overlapping area represents the amount of predictability between Alpha Architect time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Inte price movement. The serial correlation of 0.84 indicates that around 84.0% of current Alpha Architect price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 1.63 |
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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.