Alpha Architect Quantitative Etf Profile
| QVAL Etf | USD 47.59 0.29 0.61% |
Performance12 of 100
| Odds Of DistressLess than 9
|
Alpha Architect is selling for 47.59 as of the 30th of November 2024. This is a 0.61 percent increase since the beginning of the trading day. The etf's lowest day price was 47.46. Alpha Architect has less than a 9 % chance of experiencing financial distress in the next few years and had a good performance during the last 90 days. Equity ratings for Alpha Architect Quantitative are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 3rd of June 2024 and ending today, the 30th of November 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 undervalued U.S. equity securities with the potential for capital appreciation. US Quantitative is traded on BATS Exchange in the United States. More on Alpha Architect Quantitative
Moving together with Alpha Etf
Alpha Etf Highlights
| Thematic Ideas | (View all Themes) |
| Business Concentration | Size And Style ETFs, Broad Equity ETFs, Mid-Cap Value, Alpha Architect (View all Sectors) |
| Issuer | Alpha Architect |
| Inception Date | 2014-10-22 |
| Entity Type | Regulated Investment Company |
| Average Trading Valume | 13,945.8 |
| Asset Type | Equity |
| Category | Broad Equity |
| Focus | Size and Style |
| Market Concentration | Developed Markets |
| Region | North America |
| 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 | 51.0 |
| Market Maker | Virtu Financial |
| Total Expense | 0.29 |
| Management Fee | 0.29 |
| Country Name | USA |
| Returns Y T D | 18.33 |
| Name | Alpha Architect U.S. Quantitative Value ETF |
| Currency Code | USD |
| Open Figi | BBG007D96646 |
| In Threey Volatility | 23.09 |
| 1y Volatility | 16.11 |
| 200 Day M A | 44.0798 |
| 50 Day M A | 45.8618 |
| Code | QVAL |
| Updated At | 30th of November 2024 |
| Currency Name | US Dollar |
| In Threey Sharp Ratio | 0.34 |
| Type | ETF |
Alpha Architect Quantitative [QVAL] is traded in USA and was established 2014-10-22. The fund is listed under Mid-Cap Value category and is part of Alpha Architect family. The entity is thematically classified as Size And Style ETFs. Alpha Architect Quan at this time have 187.9 M in assets. , while the total return for the last 3 years was 10.2%.
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 Quantitative 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.
Top Alpha Architect Quantitative Etf Constituents
| NUS | Nu Skin Enterprises | Stock | Consumer Staples | |
| HUM | Humana Inc | Etf | Health Care | |
| LRCX | Lam Research Corp | Stock | Information Technology | |
| NTAP | NetApp Inc | Stock | Information Technology | |
| HLF | Herbalife Nutrition | Stock | Consumer Staples | |
| NVR | NVR Inc | Stock | Consumer Discretionary | |
| TPX | Tempur Sealy International | Stock | Consumer Discretionary | |
| MU | Micron Technology | Stock | Information Technology |
Alpha Architect Top Holders
| VMOT | Alpha Architect Value | Etf | Equity Hedged | |
| GDMA | Alpha Architect Gdsdn | Etf | Moderate Allocation |
Alpha Architect Quan Risk Profiles
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.
| Risk Adjusted Performance | 0.0912 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.03) |
Alpha Architect Against Markets
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Alpha Architect Quantitative. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
The market value of Alpha Architect Quan 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.