Global Value Momentum Trend Index (GVMT Index), Global Alternative – Diversified across global markets, Focused Factor Exposure – Value, momentum, and trend in one package, Tail Risk Focused – The Index seeks to minimize the impact of large drawdowns, Read the white paper on our Global Value Momentum Trend Indexes. View the latest ETF prices and news for better ETF investing. To help provide a sense of the short to long-term trend, included is an interactive Alpha Architect US Quantitative Momentum ETF stock chart which you can easily adjust to the time frame of your choosing (e.g. By Larry Swedroe|2020-11-12T11:31:32-05:00November 12th, 2020|Research Insights, Factor Investing, Larry Swedroe, Trend Following, Academic Research Insight, Other Insights, Momentum Investing Research|, Momentum is the tendency for assets that have performed well (poorly) in the recent past to continue to perform well (poorly) in the future, at least for a short period of time. Alpha Architect Value Momentum Trend ETF is a well-crafted equity strategy that can take short positions to hedge its market risk. About Alpha Architect US Quantitative Momentum ETF Alpha U.S. Quantitative Momentum ETF is an exchange-traded fund incorporated in the USA. Past performance is not indicative of future results, which may vary. Performance figures contained herein are hypothetical, unaudited and prepared by Alpha Architect, LLC; hypothetical results are intended for illustrative purposes only. The Fund seeks to track the total return performance, before fees and expenses, of the Alpha Architect Value Momentum Trend Index. The stock selection process identifies a portfolio that generally holds 40 to 50 stocks. Alpha Architect will use your information to provide blog updates and for email marketing. Time Series Momentum: Is it There? Buying Quality: Is the Juice Worth the Squeeze? Past performance is not indicative of future results, which may vary. Dr. Gray currently resides in the suburbs of Philadelphia with his wife and three children. Current and Historical Performance Performance for Alpha Architect Value Momentum on Yahoo Finance. @Foulke_David @EricBalchunas @syouth1 Ya, our 5bp of additional aum probably won't help, but we won't tell them that!! At least … There is a risk of substantial loss associated with trading stocks, commodities, futures, options and other financial instruments. Dashan Huang [...], By Jack Vogel, PhD|2020-03-30T10:15:05-04:00March 30th, 2020|Compound Your Knowledge, Research Insights, Podcasts and Video, Media, Value Investing Research, Momentum Investing Research|, In this video, we examine two articles highlighted on our site. Alpha Architect Value Momentum Trend ETF VMOT Morningstar Analyst Rating Quantitative rating as of Oct 31, 2020. Momentum is the tendency for assets that have performed well (poorly) in the recent past to continue to perform well (poorly) in the future, at least for a short period of time. Currently, there are four Alpha Architect ETFs, which invest in either domestic or international equity securities, and employ either a "momentum" or a "value" investment strategy. An investor will indirectly bear the principal risks and its share of the fees and expenses of the underlying funds. Alpha Architect International Quantitative Momentum ETF announced a quarterly dividend on Tuesday, March 17th. Investors of record on Tuesday, March 17th will be paid a dividend of $0.1183 per share on Monday, March 23rd. Compare momentum and price performance. So below I dig into the 2019 performance for International Factor [...], By Nicolas Rabener|2020-01-30T09:00:31-05:00January 30th, 2020|Research Insights, Factor Investing, Guest Posts, Momentum Investing Research, Low Volatility Investing|, INTRODUCTION Factor investing is hard and some factors make it harder than others. Are you a Financial Professional Looking to Learn More? The firm owned 35,230 shares of the company’s stock after selling 10,622 shares during the quarter. m (Wiley, 2016). Alpha Architect will use your information for email marketing. Performance figures contained herein are hypothetical, unaudited and prepared by Alpha Architect, LLC; hypothetical results are intended for illustrative purposes only. Cheap vs. In order to hold higher-risk securities, they demand higher compensation in the form of higher [...], By Larry Swedroe|2020-07-02T11:20:25-04:00July 3rd, 2020|Research Insights, Factor Investing, Larry Swedroe, Trend Following, Academic Research Insight, Momentum Investing Research|, Two of most documented anomalies in the asset pricing literature are the momentum effect and the long-term reversal effect. I have read and agree to the Terms & Privacy Policy. Alpha Architect ETF Trust - Alpha Architect Value Momentum Trend ETF is an exchange traded fund launched by Alpha Architect LLC. Two of most documented anomalies in the asset pricing literature are the momentum effect and the long-term reversal effect. It is a high-risk portfolio. Alpha Architect ETF Trust - Alpha Architect Value Momentum Trend ETF (VMOT) Related Funds - discover similar funds, compare dividends and return. Quality Works, but Have You Heard of Momentum? It is exposed to between 100% equities and has an allocation to momentum stocks. An Empirical Challenge for Trend-Following, Compound Your Knowledge Ep 27: Value, Momentum, and Low Volatility, Low Volatility-Momentum Versus Value-Momentum Factor Portfolios, Global Low Volatility and Momentum Factor Investing Portfolios, Factor Investing Update: An Analysis of 2019 International Factor Returns, Low Volatility-Momentum Factor Investing Portfolios, How to Turn Cross-Sectional into Time-Series Momentum (and be home in time for dinner), Protecting the Downside of Trend When It Is Not Your Friend: Part 2/2, Protecting the Downside of Trend When It Is Not Your Friend : Part 1, Forbidden Knowledge: Long-Only Academic Factors are Also Cool. Alpha Architect ETF Trust - Alpha Architect U.S. Quantitative Momentum ETF is an exchange traded fund launched by Alpha Architect LLC. Early Female Investors, More Independent than Previously Thought. Because it invests primarily in other funds, the Value Momentum Trend Fund’s investment performance largely depends on the investment performance of those underlying Alpha Architect ETFs. Alpha Architect will use your information to send index updates and for email marketing. This website uses cookies and third party services. Most investors are risk-averse. Financial Advocates Investment Management’s […] Alpha Architect today announced that it has launched its fourth active exchange-traded fund, the MomentumShares International Quantitative Momentum ET The Funds' investment advisor is Empowered Funds, LLC which is doing business as Alpha Architect. Alpha Architect Robust Portfolio portfolios can be built with 8 ETFs. We will search [...], By Tommi Johnsen, PhD|2019-12-16T12:32:08-05:00December 16th, 2019|Research Insights, Trend Following, Basilico and Johnsen, Academic Research Insight, Momentum Investing Research|, Protecting the Downside of Trend When It Is Not Your Friend Kun Yang, Edward Qian, and Bran Belton Journal of Portfolio Management A version of this paper can be found here Want to read our summaries [...], By Tommi Johnsen, PhD|2019-12-09T12:07:59-05:00December 9th, 2019|Research Insights, Factor Investing, Trend Following, Basilico and Johnsen, Academic Research Insight, Momentum Investing Research|, By Wesley Gray, PhD|2019-11-27T09:31:15-05:00November 27th, 2019|Research Insights, Factor Investing, Value Investing Research, Momentum Investing Research, Low Volatility Investing|, When Equity Factors Drop Their Shorts David Blitz, Guido Baltussen, and Pim van Vliet Working Paper A version of this paper can be found here Want to read our summaries of academic finance papers? 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Into a reality asset pricing literature are the Momentum effect and the long-term reversal effect bear the principal and... Our trend-following models may not work in all situations and could fail achieve! Is a well-crafted equity strategy that can take short positions to hedge market. Managed by Empowered Funds, LLC ; hypothetical results are intended for illustrative purposes only and to...

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