Alpha Architect Quantitative Etf Technical Analysis
| QVAL Etf | USD 51.45 0.26 0.51% |
As of the 30th of January, Alpha Architect shows the Downside Deviation of 0.6354, risk adjusted performance of 0.1625, and Mean Deviation of 0.7115. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Alpha Architect, as well as the relationship between them. Please confirm Alpha Architect Quan variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Alpha Architect Quan is priced correctly, providing market reflects its regular price of 51.45 per share.
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 Architect's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.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.
It's important to distinguish between Alpha Architect's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Alpha Architect should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Alpha Architect's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Alpha Architect 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Alpha Architect's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Alpha Architect.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Alpha Architect on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Architect Quantitative or generate 0.0% return on investment in Alpha Architect over 90 days. Alpha Architect is related to or competes with Simplify Exchange, IShares MSCI, American Century, ALPS International, Cambria Global, InfraCap MLP, and Invesco International. The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 1... More
Alpha Architect Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Alpha Architect's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Alpha Architect Quantitative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6354 | |||
| Information Ratio | 0.1524 | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.65 |
Alpha Architect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Architect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpha Architect's standard deviation. In reality, there are many statistical measures that can use Alpha Architect historical prices to predict the future Alpha Architect's volatility.| Risk Adjusted Performance | 0.1625 | |||
| Jensen Alpha | 0.1894 | |||
| Total Risk Alpha | 0.124 | |||
| Sortino Ratio | 0.2134 | |||
| Treynor Ratio | (3.89) |
Alpha Architect January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1625 | |||
| Market Risk Adjusted Performance | (3.88) | |||
| Mean Deviation | 0.7115 | |||
| Semi Deviation | 0.3491 | |||
| Downside Deviation | 0.6354 | |||
| Coefficient Of Variation | 451.77 | |||
| Standard Deviation | 0.8895 | |||
| Variance | 0.7913 | |||
| Information Ratio | 0.1524 | |||
| Jensen Alpha | 0.1894 | |||
| Total Risk Alpha | 0.124 | |||
| Sortino Ratio | 0.2134 | |||
| Treynor Ratio | (3.89) | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 0.4037 | |||
| Semi Variance | 0.1219 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 0.7938 | |||
| Kurtosis | 0.6106 |
Alpha Architect Quan Backtested Returns
Alpha Architect appears to be very steady, given 3 months investment horizon. Alpha Architect Quan secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the etf had a 0.22 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Alpha Architect Quantitative, which you can use to evaluate the volatility of the entity. Please makes use of Alpha Architect's Downside Deviation of 0.6354, risk adjusted performance of 0.1625, and Mean Deviation of 0.7115 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of -0.048, 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.
Auto-correlation | 0.85 |
Very good predictability
Alpha Architect Quantitative has very good predictability. Overlapping area represents the amount of predictability between Alpha Architect time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alpha Architect Quan price movement. The serial correlation of 0.85 indicates that around 85.0% of current Alpha Architect price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
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 Quan 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 Quan volatility. High ATR values indicate high volatility, and low values indicate low volatility.
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 Quantitative 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 Quantitative based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Alpha Architect Quan price pattern first instead of the macroeconomic environment surrounding Alpha Architect Quan. 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 January 30, 2026 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.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1625 | |||
| Market Risk Adjusted Performance | (3.88) | |||
| Mean Deviation | 0.7115 | |||
| Semi Deviation | 0.3491 | |||
| Downside Deviation | 0.6354 | |||
| Coefficient Of Variation | 451.77 | |||
| Standard Deviation | 0.8895 | |||
| Variance | 0.7913 | |||
| Information Ratio | 0.1524 | |||
| Jensen Alpha | 0.1894 | |||
| Total Risk Alpha | 0.124 | |||
| Sortino Ratio | 0.2134 | |||
| Treynor Ratio | (3.89) | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 0.4037 | |||
| Semi Variance | 0.1219 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 0.7938 | |||
| Kurtosis | 0.6106 |
Alpha Architect January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Alpha stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.01 | ||
| Daily Balance Of Power | 0.87 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 51.45 | ||
| Day Typical Price | 51.45 | ||
| Price Action Indicator | 0.13 | ||
| Market Facilitation Index | 0.30 |
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 nation. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
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.
It's important to distinguish between Alpha Architect's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Alpha Architect should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Alpha Architect's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.