Alpha Architect Quantitative Etf Performance
| QMOM Etf | USD 55.40 0.57 1.04% |
The etf shows a Beta (market volatility) of 1.26, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alpha Architect will likely underperform.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Alpha Architect Quantitative has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Etf's basic indicators remain very healthy which may send shares a bit higher in May 2025. The recent disarray may also be a sign of long period up-swing for the ETF investors. ...more
1 | Emerging Market ETFs A Shield Against Trumps Tariff Threats - The Globe and Mail | 02/12/2025 |
2 | Long Term Trading Analysis for - news.stocktradersdaily.com | 04/04/2025 |
| In Threey Sharp Ratio | 0.24 |
Alpha |
Alpha Architect Relative Risk vs. Return Landscape
If you would invest 6,469 in Alpha Architect Quantitative on January 13, 2025 and sell it today you would lose (929.00) from holding Alpha Architect Quantitative or give up 14.36% of portfolio value over 90 days. Alpha Architect Quantitative is currently does not generate positive expected returns and assumes 2.4026% risk (volatility on return distribution) over the 90 days horizon. In different words, 21% 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 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 Quantitative, 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 = -0.0889
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | QMOM |
Estimated Market Risk
| 2.4 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alpha Architect is not performing at its full potential. However, 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 Alpha Architect to a well-diversified portfolio.
Alpha Architect Fundamentals Growth
Alpha Etf prices reflect investors' perceptions of the future prospects and financial health of Alpha Architect, and Alpha Architect fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Alpha Etf performance.
| Price To Earning | 23.72 X | |||
| Price To Book | 2.68 X | |||
| Price To Sales | 1.28 X | |||
| Total Asset | 91.34 M | |||
About Alpha Architect Performance
By examining Alpha Architect's fundamental ratios, stakeholders can obtain critical insights into Alpha Architect's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Alpha Architect is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 100 equity securities with the highest relative momentum. Quantitative Momentum is traded on BATS Exchange in the United States.| Alpha Architect Quan generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Long Term Trading Analysis for - news.stocktradersdaily.com | |
| The fund maintains 99.5% of its assets in stocks |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Alpha Architect Quantitative. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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.
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.