Alpha Architect Buy or Sell Recommendation

Macroaxis provides Alpha Architect Value Momentum Trend ETF buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Alpha Architect positions. The advice algorithm takes into account all of Alpha Architect Value Momentum Trend ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Alpha Architect buy-and-hold prospective. Also please take a look at Alpha Architect Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Execute Advice
Alpha Architect Value Momentum Trend ETF -- USA Etf  

USD 30.5  0.37  1.23%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Alpha Architect Value Momentum Trend ETF is 'Hold'.
For the selected time horizon Alpha Architect Value Momentum Trend ETF has a risk adjusted performance of 0.2128, jensen alpha of 0.0394, total risk alpha of (0.032428), sortino ratio of 0.1929 and treynor ratio of 0.2616
Macroaxis buy, hold, or sell suggestion module can be used to complement Alpha Architect buy, hold, or sell recommendation provided by average analyst sentiment. It analyzes the etf potential to grow using fundamental, technical, data market data available at the time. Please confirm Alpha Architect Value Number of Employees to decide if your Alpha Architect Value buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.3Value At Risk0.37
Potential Upside1.23Standard Deviation0.55
 Return Density 

Alpha Architect Greeks

Alpha over DOW
Beta against DOW=1.1
Overall volatility
Information ratio =0.11

Alpha Architect Volatility Alert

Alpha Architect Value Momentum Trend ETF exhibits very low volatility with skewness of 0.81 and kurtosis of 0.6. However, we advise investors to further study Alpha Architect Value Momentum Trend ETF technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare Alpha Architect to competition
FundamentalsAlpha ArchitectPeer Average
Net Asset59.39 M888.73 M
Equity Positions Weight99.99 % 49.22 %


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.2128
Market Risk Adjusted Performance0.2716
Mean Deviation0.4387
Downside Deviation0.3201
Coefficient Of Variation185.1
Standard Deviation0.5505
Information Ratio0.1122
Jensen Alpha0.0394
Total Risk Alpha(0.032428)
Sortino Ratio0.1929
Treynor Ratio0.2616
Maximum Drawdown2.08
Value At Risk(0.37)
Potential Upside1.23
Downside Variance0.1025
Semi Variance(0.26)
Expected Short fall(0.6)