|Alpha Architect Value Momentum Trend ETF -- USA Etf|| |
USD 28.69 0.000001 0.00%
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 0.0123, jensen alpha of 0.005676
, total risk alpha of 0.0964, sortino ratio of 0.1261 and treynor ratio of 0.029816
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 Return||0.011706||Value At Risk||1.03|
|Potential Upside||0.94||Standard Deviation||0.73|
Alpha Architect Greeks
Alpha Architect Volatility Alert
Alpha Architect Value Momentum Trend ETF has relatively low volatility with skewness of -0.67 and kurtosis of 0.39. However, we advise all investors to independently investigate Alpha Architect Value Momentum Trend ETF to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.