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

Investment Horizon

  

Risk Tolerance

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

USD 28.2  0.51  1.84%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Alpha Architect Value Momentum Trend ETF is 'Strong Buy'.
For the selected time horizon Alpha Architect Value Momentum Trend ETF has a risk adjusted performance of 0.0857, jensen alpha of 0.0972, total risk alpha of 0.0654, sortino ratio of 0.1492 and treynor ratio of 0.3582
Macroaxis buy, hold, or sell recommendation module can be used to complement current analysts and expert consensus on Alpha Architect. Our buy, hold, or sell suggestion engine makes use of analyzes the entity potential to grow using all fundamental 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 Return0.12Value At Risk0.58
Potential Upside0.58Standard Deviation0.54
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Empowered Funds LlcFund Units1.5 M40.5 M

Alpha Architect Greeks

α
Alpha over DOW
=0.097191
βBeta against DOW=0.3
σ
Overall volatility
=0.53
 IrInformation ratio =0.14

Alpha Architect Volatility Alert

Alpha Architect Value Momentum Trend ETF exhibits very low volatility with skewness of 1.2 and kurtosis of 4.44. 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 Asset44.47 M888.73 M
Equity Positions Weight100 % 49.22 %
SellBuy
Strong Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0857
Market Risk Adjusted Performance0.3682
Mean Deviation0.3543
Semi Deviation0.0981
Downside Deviation0.5152
Coefficient Of Variation467.58
Standard Deviation0.541
Variance0.2927
Information Ratio0.142
Jensen Alpha0.0972
Total Risk Alpha0.0654
Sortino Ratio0.1492
Treynor Ratio0.3582
Maximum Drawdown1.54
Value At Risk(0.58)
Potential Upside0.5818
Downside Variance0.2654
Semi Variance0.0096
Expected Short fall(0.4)
Skewness1.2
Kurtosis4.44