Alpha Architect Quantitative Etf Market Value
| QVAL Etf | USD 51.85 0.00 0.00% |
| Symbol | Alpha |
The market value of Alpha Architect Quan 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.
It's important to distinguish between Alpha Architect's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Alpha Architect should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. 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.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Alpha Architect on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Architect Quantitative or generate 0.0% return on investment in Alpha Architect over 90 days. Alpha Architect is related to or competes with Simplify Exchange, IShares MSCI, American Century, ALPS International, Cambria Global, InfraCap MLP, and Invesco International. 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 Quantitative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6274 | |||
| Information Ratio | 0.1256 | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.65 |
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 | 0.1298 | |||
| Jensen Alpha | 0.1122 | |||
| Total Risk Alpha | 0.1025 | |||
| Sortino Ratio | 0.1749 | |||
| Treynor Ratio | 0.1555 |
Alpha Architect February 2, 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 | 0.1298 | |||
| Market Risk Adjusted Performance | 0.1655 | |||
| Mean Deviation | 0.6924 | |||
| Semi Deviation | 0.4167 | |||
| Downside Deviation | 0.6274 | |||
| Coefficient Of Variation | 564.86 | |||
| Standard Deviation | 0.8738 | |||
| Variance | 0.7635 | |||
| Information Ratio | 0.1256 | |||
| Jensen Alpha | 0.1122 | |||
| Total Risk Alpha | 0.1025 | |||
| Sortino Ratio | 0.1749 | |||
| Treynor Ratio | 0.1555 | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 0.3937 | |||
| Semi Variance | 0.1736 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 0.8751 | |||
| Kurtosis | 0.7775 |
Alpha Architect Quan Backtested Returns
Alpha Architect appears to be very steady, given 3 months investment horizon. Alpha Architect Quan secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the etf had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Alpha Architect Quantitative, which you can use to evaluate the volatility of the entity. Please makes use of Alpha Architect's Mean Deviation of 0.6924, downside deviation of 0.6274, and Risk Adjusted Performance of 0.1298 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.93, which signifies possible diversification benefits within a given portfolio. Alpha Architect returns are very sensitive to returns on the market. As the market goes up or down, Alpha Architect is expected to follow.
Auto-correlation | 0.78 |
Good predictability
Alpha Architect Quantitative has good predictability. Overlapping area represents the amount of predictability between Alpha Architect time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Quan price movement. The serial correlation of 0.78 indicates that around 78.0% of current Alpha Architect price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.92 |
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Try AI Portfolio ProphetCheck out Alpha Architect Correlation, Alpha Architect Volatility and Alpha Architect Performance module to complement your research on Alpha Architect. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
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.