Alpha Architect International Etf Profile
| IMOM Etf | USD 27.31 0.19 0.70% |
Performance0 of 100
| Odds Of DistressLess than 9
|
Alpha Architect is selling at 27.31 as of the 23rd of April 2024; that is 0.70 percent increase since the beginning of the trading day. The etf's lowest day price was 27.1. Alpha Architect has less than a 9 % chance of experiencing financial distress in the next few years, but has generated negative returns over the last 90 days. Equity ratings for Alpha Architect International are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 28th of June 2023 and ending today, the 23rd of April 2024. Click here to learn more.
The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 100 non-U.S. equity securities with the highest relative momentum. Intl Quantitative is traded on BATS Exchange in the United States. More on Alpha Architect International
Moving together with Alpha Etf
| 0.95 | EFG | iShares MSCI EAFE | PairCorr |
| 0.91 | VIGI | Vanguard International | PairCorr |
| 0.91 | IHDG | WisdomTree International | PairCorr |
| 0.92 | IMTM | iShares MSCI Intl | PairCorr |
| 0.89 | CGXU | Capital Group Intern | PairCorr |
| 0.93 | DNL | WisdomTree Global | PairCorr |
| 0.91 | FPXI | First Trust International | PairCorr |
Moving against Alpha Etf
| 0.56 | HUM | Humana Inc Earnings Call Tomorrow | PairCorr |
Alpha Etf Highlights
Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. Alpha Architect's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding Alpha Architect or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
| Thematic Ideas | (View all Themes) |
| Business Concentration | Broad Equity ETFs, Strategy ETFs, Foreign Large Growth, Alpha Architect (View all Sectors) |
| Issuer | Alpha Architect |
| Inception Date | 2015-12-23 |
| Entity Type | Regulated Investment Company |
| Average Trading Valume | 12,630.6 |
| Asset Type | Equity |
| Category | Broad Equity |
| Focus | Strategy |
| Market Concentration | Developed Markets |
| Region | Global ex-U.S. |
| Administrator | U.S. Bancorp Fund Services, LLC |
| Advisor | Empowered Funds, LLC |
| Custodian | U.S. Bank, N.A. |
| Distributor | Quasar Distributors, LLC |
| Portfolio Manager | Wesley Gray, John Vogel, Joshua Russell, Richard Shaner |
| Transfer Agent | U.S. Bancorp Fund Services, LLC |
| Fiscal Year End | 30-Sep |
| Exchange | NASDAQ |
| Number of Constituents | 53.0 |
| Market Maker | Virtu Financial |
| Total Expense | 0.49 |
| Management Fee | 0.49 |
| Country Name | USA |
| Returns Y T D | 2.84 |
| Name | Alpha Architect International Quantitative Momentum ETF |
| Currency Code | USD |
| In Threey Volatility | 19.22 |
| 1y Volatility | 16.5 |
| 200 Day M A | 26.3022 |
| 50 Day M A | 28.4876 |
| Code | IMOM |
| Updated At | 22nd of April 2024 |
| Currency Name | US Dollar |
| In Threey Sharp Ratio | (0.13) |
| Open Figi | BBG00BR3YKV3 |
Alpha Architect International [IMOM] is traded in USA and was established 2015-12-22. The fund is listed under Foreign Large Growth category and is part of Alpha Architect family. The entity is thematically classified as Broad Equity ETFs. Alpha Architect Inte currently have 55.45 M in assets under management (AUM). , while the total return for the last 3 years was -5.6%.
Check Alpha Architect Probability Of Bankruptcy
Geographic Allocation (%)
Sector Allocation
Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Alpha Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Alpha Etf, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as Alpha Architect International Etf, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.
Alpha Architect Inte Currency Exposure
Alpha Architect International holds assets that are exposed to currency risk. As an investor, you have to ensure that the increase in value or dividend from foreign constituents of Alpha Architect will not be offset by an unfavorable exchange rate and will not cancel out the return on assets from different countries. In other words, assess how much of your investment depends on the development of foreign currencies before you invest in Alpha Architect International.
Top Alpha Architect International Etf Constituents
| NTDOF | Nintendo Co | Pink Sheet | Electronic Gaming & Multimedia |
| RIO | Rio Tinto ADR | Stock | Materials |
| FVRR | Fiverr International | Stock | Consumer Discretionary |
| TOELF | Tokyo Electron | Pink Sheet | Semiconductor Equipment & Materials |
| ASML | ASML Holding NV | Stock | Information Technology |
| ARGX | argenx NV ADR | Stock | Health Care |
| SSO | ProShares Ultra SP500 | Etf | Trading--Leveraged Equity |
Alpha Architect Target Price Odds Analysis
Contingent on a normal probability distribution, the odds of Alpha Architect jumping above the current price in 90 days from now is about 88.55%. The Alpha Architect International probability density function shows the probability of Alpha Architect etf to fall within a particular range of prices over 90 days. Given the investment horizon of 90 days Alpha Architect has a beta of 0.9488. This usually indicates Alpha Architect International market returns are highly reactive to returns on the market. As the market goes up or down, Alpha Architect is expected to follow. Additionally, alpha Architect International has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite.
Based on a normal probability distribution, the odds of Alpha Architect to move above the current price in 90 days from now is about 88.55 (This Alpha Architect International probability density function shows the probability of Alpha Etf to fall within a particular range of prices over 90 days) .
Alpha Architect Top Holders
| VMOT | Alpha Architect Value | Etf | Long-Short Equity |
| GDMA | Alpha Architect Gdsdn | Etf | Moderate Allocation |
Alpha Architect Inte Risk Profiles
Investors will always prefer to have the highest possible return on investment while minimizing volatility. Alpha Architect market risk premium is the additional return an investor will receive from holding Alpha Architect long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Alpha Architect. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although Alpha Architect's alpha and beta are two of the key measurements used to evaluate Alpha Architect's performance over the market, the standard measures of volatility play an important role as well.
| Risk Adjusted Performance | 0.0215 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.06) |
Alpha Architect Against Markets
Picking the right benchmark for Alpha Architect etf is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in Alpha Architect etf price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for Alpha Architect is critical whether you are bullish or bearish towards Alpha Architect International at a given time. Please also check how Alpha Architect's historical prices are related to one of the top price index indicators.
Be your own money manager
Our tools can tell you how much better you can do entering a position in Alpha Architect without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Performance AnalysisCheck effects of mean-variance optimization against your current asset allocation |
| All Next | Launch Module |
How to buy Alpha Etf?
Before investing in Alpha Architect, you must ensure you fully understand your financial goals and how diversified (or not) your overall investments are now. Then, after you clearly understand your investment objectives, consider investing in Alpha Architect. To buy Alpha Architect etf, you can follow these steps:- Choose a brokerage firm: You need to select a brokerage firm to buy shares of Alpha Architect. Some popular options include Charles Schwab, Fidelity, TD Ameritrade, and Robinhood.
- Open an account: Once you have chosen a brokerage firm, you will need to open an account. You will be required to provide personal information, such as your name, address, and Social Security number.
- Fund your account: You will need to deposit funds into your brokerage account to purchase Alpha Architect etf. You can do this by transferring funds from your bank account or other investment accounts.
- Place your order: Once you have located Alpha Architect International etf in your brokerage account, you can place your order to buy it. You will need to specify the number of shares you want to buy and the price you are willing to pay.
- Monitor your investment: After you have purchased Alpha Architect International etf, you should monitor your investment to track its performance and make informed decisions about buying, selling, or holding the etf
It's important to note that investing in stocks, such as Alpha Architect International, carries risks, and you should carefully consider your investment goals and risk tolerance before making any investment decisions. Also, remember various factors, including economic indicators, change in net worth, political events, company-specific news, and investor sentiment, can influence the stock market. These factors can cause fluctuations in etf prices and lead to market volatility affecting your buy or sell decision. However, volatility can also present opportunities for investors to make gains by buying stocks when prices are low and selling when they are high. It's important for investors to have a long-term perspective and a well-diversified portfolio to manage the impact of stock market volatility on their investments. For more information on how to buy Alpha Etf please use our How to Invest in Alpha Architect guide.
Already Invested in Alpha Architect International?
The danger of trading Alpha Architect International is mainly related to its market volatility and ETF specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of Alpha Architect is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than Alpha Architect. The Sharpe ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile Alpha Architect Inte is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
When determining whether Alpha Architect Inte is a strong investment it is important to analyze Alpha Architect's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Alpha Architect's future performance. For an informed investment choice regarding Alpha Etf, refer to the following important reports: Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Alpha Architect International. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in persons. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
The market value of Alpha Architect Inte is measured differently than its book value, which is the value of Alpha that is recorded on the company's balance sheet. Investors also form their own opinion of Alpha Architect's value that differs from its market value or its book value, called intrinsic value, which is Alpha Architect's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Alpha Architect's market value can be influenced by many factors that don't directly affect Alpha Architect's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alpha Architect's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alpha Architect is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alpha Architect's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.