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 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 Return0.011706Value At Risk1.03
Potential Upside0.94Standard Deviation0.73
 Return Density 

Alpha Architect Greeks

Alpha over DOW
Beta against DOW=0.06
Overall volatility
Information ratio =0.18

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.
 Better Than Average     
 Worse Than Average Compare Alpha Architect to competition
FundamentalsAlpha ArchitectPeer Average
Net Asset86.79 M888.73 M
Equity Positions Weight100.00 % 49.22 %


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.0123
Market Risk Adjusted Performance0.019816
Mean Deviation0.519
Semi Deviation0.7575
Downside Deviation1.04
Coefficient Of Variation6213.09
Standard Deviation0.7273
Information Ratio0.1798
Jensen Alpha0.005676
Total Risk Alpha0.0964
Sortino Ratio0.1261
Treynor Ratio0.029816
Maximum Drawdown2.21
Value At Risk1.03
Potential Upside0.9374
Downside Variance1.08
Semi Variance0.5739
Expected Short fall0.58