Alpha Architect Quantitative Etf Price History
QVAL Etf | USD 47.77 0.18 0.38% |
Below is the normalized historical share price chart for Alpha Architect Quantitative extending back to October 22, 2014. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Alpha Architect stands at 47.77, as last reported on the 3rd of December, with the highest price reaching 47.81 and the lowest price hitting 47.46 during the day.
If you're considering investing in Alpha Etf, it is important to understand the factors that can impact its price. As of now, Alpha Etf is very steady. Alpha Architect Quan secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the etf had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Alpha Architect Quantitative, which you can use to evaluate the volatility of the entity. Please confirm Alpha Architect's Risk Adjusted Performance of 0.0875, mean deviation of 0.748, and Downside Deviation of 0.9064 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%.
Alpha Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 23.32 | 200 Day MA 44.1102 | 1 y Volatility 16.12 | 50 Day MA 45.9002 | Inception Date 2014-10-21 |
Alpha |
Sharpe Ratio = 0.1741
Best Portfolio | Best Equity | |||
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Cash | QVAL | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
0.86 actual daily | 7 93% of assets are more volatile |
Expected Return
0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Alpha Architect is performing at about 13% 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.
Average Mkt Cap Mil 16.7 K |
Alpha Architect Etf Price History Chart
There are several ways to analyze Alpha Architect Quantitative Etf price data. The simplest method is using a basic Alpha candlestick price chart, which shows Alpha Architect price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | December 2, 2024 | 47.77 |
Lowest Price | September 10, 2024 | 42.77 |
Alpha Architect December 3, 2024 Etf Price Synopsis
Various analyses of Alpha Architect's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell Alpha Etf. It can be used to describe the percentage change in the price of Alpha Architect from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of Alpha Etf.Alpha Architect Price Action Indicator | 0.23 | |
Alpha Architect Price Rate Of Daily Change | 1.00 | |
Alpha Architect Price Daily Balance Of Power | 0.51 |
Alpha Architect December 3, 2024 Etf Price Analysis
Alpha Etf Price History Data
The price series of Alpha Architect for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 has a statistical range of 5.07 with a coefficient of variation of 2.58. The price distribution for the period has arithmetic mean of 45.49. The median price for the last 90 days is 45.68. The company had dividends distributed to its stock-holders on 16th of March 2020.Open | High | Low | Close | Volume | ||
12/03/2024 | 47.47 | 47.81 | 47.46 | 47.77 | ||
12/02/2024 | 47.47 | 47.81 | 47.46 | 47.77 | 8,376 | |
11/29/2024 | 47.64 | 47.73 | 47.46 | 47.59 | 10,157 | |
11/27/2024 | 47.44 | 47.71 | 47.26 | 47.30 | 9,144 | |
11/26/2024 | 47.61 | 47.61 | 47.02 | 47.24 | 10,729 | |
11/25/2024 | 47.23 | 47.85 | 47.23 | 47.65 | 12,209 | |
11/22/2024 | 46.12 | 46.81 | 46.12 | 46.73 | 15,432 | |
11/21/2024 | 45.67 | 46.21 | 45.48 | 46.14 | 17,321 | |
11/20/2024 | 45.44 | 45.53 | 45.17 | 45.51 | 21,007 | |
11/19/2024 | 45.07 | 45.44 | 45.04 | 45.38 | 10,550 | |
11/18/2024 | 45.64 | 45.76 | 45.56 | 45.62 | 16,972 | |
11/15/2024 | 46.06 | 46.06 | 45.49 | 45.50 | 5,400 | |
11/14/2024 | 46.36 | 46.41 | 46.06 | 46.15 | 16,739 | |
11/13/2024 | 46.32 | 46.32 | 46.02 | 46.02 | 10,273 | |
11/12/2024 | 46.69 | 46.69 | 46.02 | 46.16 | 10,957 | |
11/11/2024 | 46.57 | 46.84 | 46.57 | 46.65 | 15,527 | |
11/08/2024 | 46.48 | 46.53 | 46.30 | 46.37 | 6,872 | |
11/07/2024 | 46.42 | 46.80 | 46.42 | 46.65 | 13,655 | |
11/06/2024 | 46.27 | 46.53 | 45.79 | 46.41 | 34,019 | |
11/05/2024 | 44.87 | 45.42 | 44.87 | 45.42 | 11,826 | |
11/04/2024 | 44.70 | 45.21 | 44.70 | 44.84 | 26,481 | |
11/01/2024 | 44.82 | 44.84 | 44.56 | 44.59 | 7,300 | |
10/31/2024 | 44.78 | 44.84 | 44.46 | 44.59 | 17,969 | |
10/30/2024 | 44.66 | 45.11 | 44.66 | 44.76 | 11,623 | |
10/29/2024 | 44.75 | 44.84 | 44.57 | 44.69 | 12,537 | |
10/28/2024 | 45.19 | 45.24 | 45.06 | 45.11 | 6,053 | |
10/25/2024 | 45.43 | 45.51 | 44.91 | 44.93 | 16,039 | |
10/24/2024 | 45.10 | 45.23 | 44.92 | 45.05 | 17,288 | |
10/23/2024 | 45.08 | 45.08 | 44.67 | 44.94 | 11,064 | |
10/22/2024 | 45.55 | 45.55 | 45.17 | 45.26 | 11,727 | |
10/21/2024 | 46.20 | 46.23 | 45.67 | 45.68 | 13,717 | |
10/18/2024 | 46.33 | 46.43 | 46.17 | 46.31 | 13,123 | |
10/17/2024 | 46.69 | 46.69 | 46.32 | 46.48 | 24,223 | |
10/16/2024 | 46.72 | 46.89 | 46.72 | 46.81 | 12,482 | |
10/15/2024 | 46.52 | 46.82 | 46.22 | 46.25 | 25,657 | |
10/14/2024 | 46.33 | 46.60 | 46.05 | 46.60 | 6,570 | |
10/11/2024 | 45.73 | 46.38 | 45.73 | 46.28 | 16,100 | |
10/10/2024 | 45.82 | 45.90 | 45.58 | 45.77 | 10,335 | |
10/09/2024 | 45.81 | 46.08 | 45.68 | 45.94 | 23,855 | |
10/08/2024 | 45.96 | 45.96 | 45.43 | 45.76 | 18,410 | |
10/07/2024 | 45.94 | 45.96 | 45.64 | 45.90 | 13,145 | |
10/04/2024 | 46.16 | 46.29 | 46.01 | 46.19 | 19,764 | |
10/03/2024 | 45.58 | 45.70 | 45.18 | 45.70 | 12,800 | |
10/02/2024 | 45.90 | 46.03 | 45.69 | 45.75 | 39,360 | |
10/01/2024 | 45.71 | 46.04 | 45.50 | 45.94 | 44,667 | |
09/30/2024 | 46.08 | 46.16 | 45.74 | 46.14 | 14,800 | |
09/27/2024 | 46.21 | 46.48 | 45.99 | 46.20 | 20,359 | |
09/26/2024 | 46.05 | 46.21 | 45.67 | 45.78 | 20,294 | |
09/25/2024 | 45.78 | 45.80 | 45.27 | 45.31 | 45,816 | |
09/24/2024 | 46.06 | 46.13 | 46.03 | 46.03 | 14,456 | |
09/23/2024 | 45.50 | 45.68 | 45.39 | 45.68 | 15,284 | |
09/20/2024 | 45.50 | 45.50 | 45.17 | 45.28 | 16,500 | |
09/19/2024 | 45.95 | 45.95 | 45.53 | 45.67 | 69,998 | |
09/18/2024 | 45.13 | 45.59 | 44.91 | 45.11 | 17,231 | |
09/17/2024 | 44.89 | 45.20 | 44.71 | 44.94 | 15,415 | |
09/16/2024 | 44.40 | 44.73 | 44.39 | 44.65 | 33,013 | |
09/13/2024 | 43.72 | 44.31 | 43.72 | 44.20 | 31,915 | |
09/12/2024 | 43.11 | 43.50 | 42.87 | 43.44 | 8,500 | |
09/11/2024 | 42.68 | 42.91 | 41.99 | 42.91 | 21,600 | |
09/10/2024 | 43.00 | 43.00 | 42.48 | 42.77 | 13,500 | |
09/09/2024 | 42.89 | 43.27 | 42.87 | 42.97 | 12,700 |
About Alpha Architect Etf history
Alpha Architect investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Alpha is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Alpha Architect Quan will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Alpha Architect stock prices may prove useful in developing a viable investing in Alpha Architect
The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 100 undervalued U.S. equity securities with the potential for capital appreciation. US Quantitative is traded on BATS Exchange in the United States.
Alpha Architect Etf Technical Analysis
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.
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Alpha Architect Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Alpha Architect's price direction in advance. Along with the technical and fundamental analysis of Alpha Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Alpha to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.0875 | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.1022 |
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
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Volume Indicators |
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 Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
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.