Alpha Architect High Etf Performance
| HIDE Etf | 22.62 0.08 0.35% |
The etf shows a Beta (market volatility) of 0.12, 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.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Alpha Architect High are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound fundamental indicators, Alpha Architect is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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Alpha |
Alpha Architect Relative Risk vs. Return Landscape
If you would invest 2,224 in Alpha Architect High on December 23, 2024 and sell it today you would earn a total of 38.00 from holding Alpha Architect High or generate 1.71% return on investment over 90 days. Alpha Architect High is currently generating 0.0281% in daily expected returns and assumes 0.2492% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% 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 High, 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 = 0.1127
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| Negative Returns | HIDE |
Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Alpha Architect is performing at about 8% 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.
About Alpha Architect Performance
By analyzing Alpha Architect's fundamental ratios, stakeholders can gain valuable insights into Alpha Architect's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Alpha Architect has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Alpha Architect has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Alpha Architect is entity of United States. It is traded as Etf on BATS exchange.| Latest headline from news.google.com: When Moves Investors should Listen - Stock Traders Daily |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Alpha Architect High. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
The market value of Alpha Architect High 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.