Alpha Architect Aggregate Etf Performance
| BOXA Etf | 105.67 0.06 0.06% |
The etf shows a Beta (market volatility) of -0.0019, 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.
Risk-Adjusted Performance
Mild
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Alpha Architect Aggregate are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Alpha Architect is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Alpha Architect Relative Risk vs. Return Landscape
If you would invest 10,493 in Alpha Architect Aggregate on November 4, 2025 and sell it today you would earn a total of 74.00 from holding Alpha Architect Aggregate or generate 0.71% return on investment over 90 days. Alpha Architect Aggregate is currently generating 0.0117% in daily expected returns and assumes 0.1667% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% 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 |
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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 |
| 105.67 | 90 days | 105.67 | about 17.66 |
Based on a normal probability distribution, the odds of Alpha Architect to move above the current price in 90 days from now is about 17.66 (This Alpha Architect Aggregate 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 Aggregate has a beta of -0.0019 suggesting as returns on the benchmark increase, returns on holding Alpha Architect are expected to decrease at a much lower rate. During a bear market, however, Alpha Architect Aggregate is likely to outperform the market. Additionally Alpha Architect Aggregate has an alpha of 0.0026, implying that it can generate a 0.002615 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Alpha Architect Price Density |
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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 Aggregate. 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 Aggregate, 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
By analyzing Alpha Architect's fundamental ratios, stakeholders can gain valuable insights into Alpha Architect's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Alpha Architect has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Alpha Architect has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.