Alpha Architect Equity Etf Performance
| AAUS Etf | 55.64 0.22 0.39% |
The etf shows a Beta (market volatility) of 0.75, 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
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Alpha Architect Equity are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Alpha Architect is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Morgan Stanley Maintains Alcoa With Buy Rating, Raises Target Price to 52 - | 12/15/2025 |
Alpha Architect Relative Risk vs. Return Landscape
If you would invest 5,511 in Alpha Architect Equity on November 3, 2025 and sell it today you would earn a total of 53.00 from holding Alpha Architect Equity or generate 0.96% return on investment over 90 days. Alpha Architect Equity is currently generating 0.0181% in daily expected returns and assumes 0.7297% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% 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 Target Price Odds to finish over Current Price
The tendency of Alpha Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 55.64 | 90 days | 55.64 | about 20.17 |
Based on a normal probability distribution, the odds of Alpha Architect to move above the current price in 90 days from now is about 20.17 (This Alpha Architect Equity probability density function shows the probability of Alpha Etf to fall within a particular range of prices over 90 days) .
Given the investment horizon of 90 days Alpha Architect has a beta of 0.75. This suggests as returns on the market go up, Alpha Architect average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Alpha Architect Equity will be expected to be much smaller as well. Additionally Alpha Architect Equity has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Alpha Architect Price Density |
| Price |
Predictive Modules for Alpha Architect
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alpha Architect Equity. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.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 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Alpha Architect is not an exception. The market had few large corrections towards the Alpha Architect's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Alpha Architect Equity, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Alpha Architect within the framework of very fundamental risk indicators.About Alpha Architect Performance
Assessing Alpha Architect's fundamental ratios provides investors with valuable insights into Alpha Architect's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Alpha Architect is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Alpha Architect is entity of United States. It is traded as Etf on NASDAQ exchange.