Alpha Architect 1 3 Etf Performance
| BOXX Etf | 109.64 0.02 0.02% |
The etf shows a Beta (market volatility) of 0.0034, which signifies not very significant fluctuations relative to the market. 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
75 of 100
Weak | Strong |
Market Crasher
Compared to the overall equity markets, risk-adjusted returns on investments in Alpha Architect 1 3 are ranked lower than 75 (%) of all global equities and portfolios over the last 90 days. In spite of fairly 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
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Alpha |
Alpha Architect Relative Risk vs. Return Landscape
If you would invest 10,837 in Alpha Architect 1 3 on August 23, 2024 and sell it today you would earn a total of 127.00 from holding Alpha Architect 1 3 or generate 1.17% return on investment over 90 days. Alpha Architect 1 3 is currently generating 0.0182% in daily expected returns and assumes 0.019% risk (volatility on return distribution) over the 90 days horizon. In different words, 0% 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 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Architect's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Alpha Architect 1 3, and traders can use it to determine the average amount a Alpha Architect's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.9562
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Based on monthly moving average Alpha Architect is performing at about 75% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alpha Architect by adding it to a well-diversified portfolio.
About Alpha Architect Performance
Evaluating Alpha Architect's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. 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. Please also refer to our technical analysis and fundamental analysis pages.
Alpha Architect is entity of United States. It is traded as Etf on BATS exchange.| Alpha is showing solid risk-adjusted performance over 90 days | |
| Latest headline from gurufocus.com: ADAR1 Capital Management, LLC Increases Stake in Grace Therapeutics Inc |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Alpha Architect 1 3. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in interest. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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.