Avantis Quality Etf Market Value
| AVUQ Etf | 61.53 0.13 0.21% |
| Symbol | Avantis |
Avantis Quality ETF's market price often diverges from its book value, the accounting figure shown on Avantis's balance sheet. Smart investors calculate Avantis Quality's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Avantis Quality's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Avantis Quality's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Avantis Quality represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. However, Avantis Quality'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.
Avantis Quality 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Avantis Quality's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Avantis Quality.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Avantis Quality on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Avantis Quality ETF or generate 0.0% return on investment in Avantis Quality over 90 days. Avantis Quality is related to or competes with Avantis Responsible, First Trust, Fidelity Disruptive, Invesco Next, Series Portfolios, VictoryShares International, and ETF Series. More
Avantis Quality Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Avantis Quality's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Avantis Quality ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.25 |
Avantis Quality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avantis Quality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avantis Quality's standard deviation. In reality, there are many statistical measures that can use Avantis Quality historical prices to predict the future Avantis Quality's volatility.| Risk Adjusted Performance | 0.0129 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0046 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Avantis Quality's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Avantis Quality January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0129 | |||
| Market Risk Adjusted Performance | 0.0146 | |||
| Mean Deviation | 0.6858 | |||
| Semi Deviation | 1.13 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 6858.7 | |||
| Standard Deviation | 0.9412 | |||
| Variance | 0.8859 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0046 | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 1.41 | |||
| Semi Variance | 1.28 | |||
| Expected Short fall | (0.59) | |||
| Skewness | (0.55) | |||
| Kurtosis | 0.8007 |
Avantis Quality ETF Backtested Returns
Currently, Avantis Quality ETF is very steady. Avantis Quality ETF secures Sharpe Ratio (or Efficiency) of 0.0146, which signifies that the etf had a 0.0146 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Avantis Quality ETF, which you can use to evaluate the volatility of the entity. Please confirm Avantis Quality's mean deviation of 0.6858, and Risk Adjusted Performance of 0.0129 to double-check if the risk estimate we provide is consistent with the expected return of 0.0137%. The etf shows a Beta (market volatility) of 0.8, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Avantis Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding Avantis Quality is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Avantis Quality ETF has insignificant reverse predictability. Overlapping area represents the amount of predictability between Avantis Quality time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Avantis Quality ETF price movement. The serial correlation of -0.18 indicates that over 18.0% of current Avantis Quality price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Pair Trading with Avantis Quality
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Avantis Quality position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Avantis Quality will appreciate offsetting losses from the drop in the long position's value.Moving together with Avantis Etf
| 0.81 | VUG | Vanguard Growth Index | PairCorr |
| 0.74 | IWF | iShares Russell 1000 | PairCorr |
| 0.98 | IVW | iShares SP 500 | PairCorr |
| 0.98 | SPYG | SPDR Portfolio SP | PairCorr |
| 0.99 | IUSG | iShares Core SP | PairCorr |
The ability to find closely correlated positions to Avantis Quality could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Avantis Quality when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Avantis Quality - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Avantis Quality ETF to buy it.
The correlation of Avantis Quality is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Avantis Quality moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Avantis Quality ETF moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Avantis Quality can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Avantis Quality Correlation, Avantis Quality Volatility and Avantis Quality Performance module to complement your research on Avantis Quality. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Avantis Quality technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.