Alpha Etf Performance

GDMA Etf  USD 29.56  0.21  0.71%   
The etf shows a Beta (market volatility) of 0.0626, which signifies not very significant fluctuations relative to the market. Let's try to break down what Alpha's beta means in this case. As returns on the market increase, Alpha Architect returns are expected to increase less than the market. However, during the bear market, the loss on holding Alpha Architect will be expected to be smaller as well. Even though it is essential to pay attention to Alpha Architect Gdsdn historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any etf's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alpha Architect Gdsdn exposes twenty-eight different technical indicators, which can help you to evaluate its performance.
  
Alpha Performance
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Over the last 90 days Alpha Architect Gdsdn has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest abnormal performance, the Etf's primary indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more

Alpha Price Channel

Fifty Two Week Low30.01
Fifty Two Week High34.51

Alpha Architect Relative Risk vs. Return Landscape

If you would invest  3,158  in Alpha Architect Gdsdn on October 29, 2022 and sell it today you would lose (198.00)  from holding Alpha Architect Gdsdn or give up 6.27% of portfolio value over 90 days. Alpha Architect Gdsdn is currently does not generate positive expected returns and assumes 0.5021% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than Alpha, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days Alpha Architect is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.27 times less risky than the market. the firm trades about -0.21 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

Alpha Architect Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Architect's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Alpha Architect Gdsdn, and traders can use it to determine the average amount a Alpha Architect's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.2123

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Estimated Market Risk
 0.5
  actual daily
 
 4 %
of total potential
 
44
Expected Return
 -0.11
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 0 %
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Risk-Adjusted Return
 -0.21
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 0 %
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00
Based on monthly moving average Alpha Architect is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alpha Architect by adding it to a well-diversified portfolio.

About Alpha Architect Performance

To evaluate Alpha Architect Gdsdn Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Alpha Architect generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Alpha Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Alpha Architect Gdsdn market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Alpha's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The fund is an actively-managed ETF that seeks to achieve its investment objective by investing in asset classes that the funds portfolio managers believe offer the most attractive combined riskreturn opportunities. GadsdenA DynamicA is traded on NYSEARCA Exchange in the United States.

Things to note about Alpha Architect Gdsdn

Checking the ongoing alerts about Alpha Architect for important developments is a great way to find new opportunities for your next move. Etf alerts and notifications screener for Alpha Architect Gdsdn help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Please check Risk vs Return Analysis. You can also try Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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When running Alpha Architect Gdsdn price analysis, check to measure Alpha Architect's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alpha Architect is operating at the current time. Most of Alpha Architect's value examination focuses on studying past and present price action to predict the probability of Alpha Architect's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Alpha Architect's price. Additionally, you may evaluate how the addition of Alpha Architect to your portfolios can decrease your overall portfolio volatility.
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The market value of Alpha Architect Gdsdn 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 Alpha Architect value 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.