Alpha Architect Correlations

QMOM Etf

USD 63.88 0.39 0.61%

The current 90-days correlation between Alpha Architect Quan and Strategy Shares is 0.18 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Alpha Architect moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alpha Architect Quantitative moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Alpha Architect Correlation With Market

Good diversification

The correlation between Alpha Architect Quantitative and DJI is -0.1 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Alpha Architect Quantitative and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Alpha Etf

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 persons.

Moving together with Alpha Etf

0.93	VOT	Vanguard Mid Cap	Pair Corr
0.94	IWP	iShares Russell Mid	Pair Corr
0.87	IJK	iShares SP Mid	Pair Corr
0.92	JKH	iShares Morningstar Mid	Pair Corr
0.89	KOMP	SPDR Kensho New	Pair Corr
0.87	MDYG	SPDR SP 400	Pair Corr
0.92	IMCG	iShares Morningstar Mid	Pair Corr
0.94	FPX	First Trust Equity	Pair Corr
0.86	IVOG	Vanguard SP Mid	Pair Corr
0.91	VTI	Vanguard Total Stock	Pair Corr
0.69	GBTC	Grayscale Bitcoin Trust	Pair Corr
0.91	VBK	Vanguard Small Cap	Pair Corr
0.84	NFLX	Netflix Sell-off Trend	Pair Corr
0.9	EEM	iShares MSCI Emerging	Pair Corr
0.87	JPST	JPMorgan Ultra Short	Pair Corr
0.9	DUKH	Ocean Park High	Pair Corr
0.92	VV	Vanguard Large Cap	Pair Corr
0.89	GEMD	Goldman Sachs ETF	Pair Corr
0.79	HDV	iShares Core High	Pair Corr
0.62	KWEB	KraneShares CSI China	Pair Corr
0.93	WCMI	First Trust Exchange	Pair Corr
0.68	SPHB	Invesco SP 500	Pair Corr
0.75	DFCF	Dimensional ETF Trust	Pair Corr
0.86	JOYY	JOYY Inc Symbol Change	Pair Corr
0.91	JHDV	John Hancock Exchange	Pair Corr
0.93	KEMQ	KraneShares Emerging	Pair Corr
0.67	PVI	Invesco VRDO Tax	Pair Corr
0.91	DIVO	Amplify CWP Enhanced	Pair Corr
0.81	ESGS	Columbia Sustainable	Pair Corr
0.86	XV	Simplify Exchange Traded	Pair Corr
0.92	EFG	iShares MSCI EAFE	Pair Corr
0.94	EMM	Global X Funds	Pair Corr
0.88	GPRF	Goldman Sachs Access	Pair Corr
0.93	DARP	Tidal Trust II	Pair Corr
0.72	XLE	Energy Select Sector	Pair Corr

Moving against Alpha Etf

0.95

FNGD

MicroSectors FANG Index

Pair Corr

Related Correlations Analysis

	DHSB	MBOX	DINT	MCHI	DIVS	DIVZ	PY	VT	XC
DHSB		0.94	0.95	0.84	0.92	0.94	0.95	0.97	0.94	DHSB
MBOX	0.94		0.93	0.82	0.91	0.94	0.99	0.96	0.92	MBOX
DINT	0.95	0.93		0.9	0.95	0.93	0.95	0.98	0.94	DINT
MCHI	0.84	0.82	0.9		0.82	0.82	0.85	0.86	0.78	MCHI
DIVS	0.92	0.91	0.95	0.82		0.96	0.93	0.97	0.92	DIVS
DIVZ	0.94	0.94	0.93	0.82	0.96		0.94	0.97	0.92	DIVZ
PY	0.95	0.99	0.95	0.85	0.93	0.94		0.97	0.92	PY
VT	0.97	0.96	0.98	0.86	0.97	0.97	0.97		0.96	VT
XC	0.94	0.92	0.94	0.78	0.92	0.92	0.92	0.96		XC
	DHSB	MBOX	DINT	MCHI	DIVS	DIVZ	PY	VT	XC

Click cells to compare fundamentals

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Alpha Architect Constituents Risk-Adjusted Indicators

There is a big difference between Alpha Etf performing well and Alpha Architect ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Alpha Architect's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DHSB	0.23	0.07	(0.27)	(1.76)	0.26	(0.26)	0.60	(0.40)	4.04
MBOX	0.49	0.14	(0.12)	(0.87)	0.48	(0.54)	1.16	(0.96)	3.58
DINT	0.72	0.25	0.04	(2.34)	0.40	(0.82)	2.00	(0.97)	4.80
MCHI	0.89	0.23	0.02	(2.39)	0.72	(1.15)	2.03	(1.83)	5.88
DIVS	0.50	0.15	(0.13)	(1.28)	0.28	(0.59)	1.20	(0.86)	3.27
DIVZ	0.48	0.14	(0.12)	(3.70)	0.32	(0.57)	0.93	(0.69)	3.11
PY	0.58	0.20	(0.05)	(1.00)	0.46	(0.71)	1.44	(0.91)	5.03
VT	0.46	0.23	0.01	(1.65)	0.07	(0.56)	1.26	(0.91)	3.72
XC	0.60	0.20	(0.01)	(5.89)	0.49	(0.65)	1.27	(1.01)	5.01

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