|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 Return||0.3||Value At Risk||0.37|
|Potential Upside||1.23||Standard Deviation||0.55|
Alpha Architect Greeks
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.