Alpha Architect Value Etf Technical Analysis
| VMOT Etf | USD 31.61 0.15 0.48% |
As of the 4th of February, Alpha Architect shows the Downside Deviation of 1.17, mean deviation of 0.5728, and Risk Adjusted Performance of 0.1177. 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.
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.Investors evaluate Alpha Architect Value using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Alpha Architect's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Alpha Architect's market price to deviate significantly 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. Conversely, Alpha Architect's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Alpha Architect on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Architect Value or generate 0.0% return on investment in Alpha Architect over 90 days. Alpha Architect is related to or competes with Morgan Stanley, Innovator Equity, 2023 EFT, FT Cboe, Aptus Large, Innovator Equity, and JP Morgan. The fund is a fund of funds, meaning that it primarily invests its assets in the shares of other ETFs, rather than in se... 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 Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0972 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.41 |
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 | 0.1177 | |||
| Jensen Alpha | 0.1267 | |||
| Total Risk Alpha | 0.0766 | |||
| Sortino Ratio | 0.072 | |||
| Treynor Ratio | 6.41 |
Alpha Architect February 4, 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 | 0.1177 | |||
| Market Risk Adjusted Performance | 6.42 | |||
| Mean Deviation | 0.5728 | |||
| Semi Deviation | 0.7153 | |||
| Downside Deviation | 1.17 | |||
| Coefficient Of Variation | 632.16 | |||
| Standard Deviation | 0.8695 | |||
| Variance | 0.756 | |||
| Information Ratio | 0.0972 | |||
| Jensen Alpha | 0.1267 | |||
| Total Risk Alpha | 0.0766 | |||
| Sortino Ratio | 0.072 | |||
| Treynor Ratio | 6.41 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.41 | |||
| Downside Variance | 1.38 | |||
| Semi Variance | 0.5116 | |||
| Expected Short fall | (0.71) | |||
| Skewness | (0.95) | |||
| Kurtosis | 4.25 |
Alpha Architect Value Backtested Returns
Currently, Alpha Architect Value is very steady. Alpha Architect Value secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the etf had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Alpha Architect Value, which you can use to evaluate the volatility of the entity. Please confirm Alpha Architect's Downside Deviation of 1.17, mean deviation of 0.5728, and Risk Adjusted Performance of 0.1177 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The etf shows a Beta (market volatility) of 0.0199, 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.
Auto-correlation | 0.58 |
Modest predictability
Alpha Architect Value has modest predictability. Overlapping area represents the amount of predictability between Alpha Architect time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 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 Value price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Alpha Architect price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
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 Value 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 Value 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 Value 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 Value based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Alpha Architect Value price pattern first instead of the macroeconomic environment surrounding Alpha Architect Value. 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 February 4, 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 | 0.1177 | |||
| Market Risk Adjusted Performance | 6.42 | |||
| Mean Deviation | 0.5728 | |||
| Semi Deviation | 0.7153 | |||
| Downside Deviation | 1.17 | |||
| Coefficient Of Variation | 632.16 | |||
| Standard Deviation | 0.8695 | |||
| Variance | 0.756 | |||
| Information Ratio | 0.0972 | |||
| Jensen Alpha | 0.1267 | |||
| Total Risk Alpha | 0.0766 | |||
| Sortino Ratio | 0.072 | |||
| Treynor Ratio | 6.41 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.41 | |||
| Downside Variance | 1.38 | |||
| Semi Variance | 0.5116 | |||
| Expected Short fall | (0.71) | |||
| Skewness | (0.95) | |||
| Kurtosis | 4.25 |
Alpha Architect February 4, 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 | 0.00 | ||
| Daily Balance Of Power | 1.50 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 31.59 | ||
| Day Typical Price | 31.60 | ||
| Price Action Indicator | 0.09 | ||
| Market Facilitation Index | 0.10 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Alpha Architect Value. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Investors evaluate Alpha Architect Value using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Alpha Architect's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Alpha Architect's market price to deviate significantly 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. Conversely, Alpha Architect's market price signifies the transaction level at which participants voluntarily complete trades.