Alpha Architect High Etf Performance
| HIDE Etf | 22.81 0.06 0.26% |
The etf shows a Beta (market volatility) of 0.0782, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alpha Architect's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alpha Architect is expected to be smaller as well.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Alpha Architect High are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound fundamental indicators, Alpha Architect is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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Alpha Architect Relative Risk vs. Return Landscape
If you would invest 2,234 in Alpha Architect High on April 21, 2025 and sell it today you would earn a total of 47.00 from holding Alpha Architect High or generate 2.1% return on investment over 90 days. Alpha Architect High is currently generating 0.0333% in daily expected returns and assumes 0.2457% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% 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. Expected Return |
| Risk |
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 High, 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 = 0.1357
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HIDE |
Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Alpha Architect is performing at about 10% 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
By analyzing Alpha Architect's fundamental ratios, stakeholders can gain valuable insights into Alpha Architect's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Alpha Architect has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Alpha Architect has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Alpha Architect is entity of United States. It is traded as Etf on BATS exchange.