Alpha Architect 1 3 Etf Technical Analysis
| BOXX Etf | 109.64 0.02 0.02% |
As of the 21st of November, Alpha Architect shows the Risk Adjusted Performance of 0.3638, coefficient of variation of 102.82, and Mean Deviation of 0.0162. Alpha Architect 1 technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Alpha Architect Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Alpha, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AlphaAlpha |
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.
Alpha Architect 1 Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Alpha Architect 1 volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Alpha Architect 1 Trend Analysis
Use this graph to draw trend lines for Alpha Architect 1 3. You can use it to identify possible trend reversals for Alpha Architect as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Alpha Architect price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Alpha Architect Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Alpha Architect 1 3 applied against its price change over selected period. The best fit line has a slop of 0.02 , which means Alpha Architect 1 3 will continue generating value for investors. It has 122 observation points and a regression sum of squares at 16.6, which is the sum of squared deviations for the predicted Alpha Architect price change compared to its average price change.About Alpha Architect Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Alpha Architect 1 3 on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Alpha Architect 1 3 based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Alpha Architect 1 price pattern first instead of the macroeconomic environment surrounding Alpha Architect 1. By analyzing Alpha Architect's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Alpha Architect's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Alpha Architect specific price patterns or momentum indicators. Please read more on our technical analysis page.
Alpha Architect November 21, 2024 Technical Indicators
Most technical analysis of Alpha help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Alpha from various momentum indicators to cycle indicators. When you analyze Alpha charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Volume Indicators |
| Risk Adjusted Performance | 0.3638 | |||
| Market Risk Adjusted Performance | 2.76 | |||
| Mean Deviation | 0.0162 | |||
| Downside Deviation | 0.0142 | |||
| Coefficient Of Variation | 102.82 | |||
| Standard Deviation | 0.0199 | |||
| Variance | 4.0E-4 | |||
| Information Ratio | (3.83) | |||
| Jensen Alpha | 0.009 | |||
| Total Risk Alpha | 0.0071 | |||
| Sortino Ratio | (5.36) | |||
| Treynor Ratio | 2.75 | |||
| Maximum Drawdown | 0.0829 | |||
| Value At Risk | (0.01) | |||
| Potential Upside | 0.0551 | |||
| Downside Variance | 2.0E-4 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.03) | |||
| Skewness | 0.3837 | |||
| Kurtosis | (0.34) |
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 FinTech Suite module to use AI to screen and filter profitable investment opportunities.
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.