AAVM EA Series Trust Alpha Architect Global Factor Equity ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
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EA Series Trust Alpha Architect Global Factor Equity ETF (AAVM) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2017-05-02
- Has Options
- No
- Expense ratio
- 0.38% prospectus, filed Jan 28, 2026
- Assets
- $27M shares × price, Oct 21, 2026
- Trailing yield
- 1.78% paid annual
- Average daily volume
- $55K 30 sessions
- Holdings
- 5 top 10 are 99.5%
- Listed
- May 2, 2017 Nasdaq
- Last fee change
- -3 bp filed Jan 28, 2026
Moves with. US large-cap stocks (58% of its variance, beta 0.93); Developed markets ex-US over US (14% of its variance, beta 0.50); Small caps over large (8% of its variance, beta 0.25); Gold (7% of its variance, beta 0.07). These factors explain 88% of its daily moves over the last year.
Stated objective. The Alpha Architect Global Factor Equity ETF (the Fund) seeks long term capital appreciation. (from the fund's prospectus)
- Jun 2026
- $0 latest reported month
- Latest 3 months
- +$3.0M +11.9% of assets
- Latest 12 months
- +$1.6M +6.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | $0 |
| May 2026 | +$1.7M |
| Apr 2026 | +$1.3M |
| Mar 2026 | $0 |
| Feb 2026 | −$36K |
| Jan 2026 | $0 |
| Dec 2025 | −$294K |
| Nov 2025 | $0 |
| Oct 2025 | −$1.1M |
| Sep 2025 | +$868K |
| Aug 2025 | −$272K |
| Jul 2025 | −$538K |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 78 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| VTVanguard Total World Stock ETF | — | 0.06% | $82.2B | +13.7% | compare |
| ACWIiShares MSCI ACWI ETF | — | 0.32% | $33.0B | +14.0% | compare |
| CGGOCapital Group Global Growth Equity ETF | — | 0.47% | $11.9B | +10.7% | compare |
| IOOiShares Global 100 ETF | — | 0.40% | $9.3B | +19.5% | compare |
| URTHiShares MSCI World ETF | — | 0.24% | $8.9B | +13.8% | compare |
The largest other funds in the Global category.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-30 | 2025-12-31 | $0.6056 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| IMOM | Alpha Architect International Quantitative Momentum ETF | 29.62% | Equity (common) | US |
| IVAL | Alpha Architect International Quantitative Value ETF | 26.79% | Equity (common) | US |
| QMOM | Alpha Architect US Quantitative Momentum ETF | 22.74% | Equity (common) | US |
| QVAL | Alpha Architect US Quantitative Value ETF | 20.34% | Equity (common) | US |
| — | First American Government Obligations Fund | 0.21% | Short-term investment | US |
| Month | '25 | '26 | Avg |
|---|---|---|---|
| Jan | 0.00% | 5.30% | 2.65% |
| Feb | -2.91% | 7.29% | 2.19% |
| Mar | -1.14% | -6.86% | -4.00% |
| Apr | 1.07% | 5.82% | 3.45% |
| May | 5.16% | 3.49% | 4.33% |
| Jun | 2.94% | -2.24% | 0.35% |
| Jul | -1.06% | -0.63% | -0.84% |
| Aug | 4.34% | 2.25% | 3.29% |
| Sep | 3.88% | -2.32% | 0.78% |
| Oct | 0.29% | 1.92%* | 1.10% |
| Nov | 1.92% | -- | 1.92% |
| Dec | 0.75% | -- | 0.75% |
| Total | 15.98% | 13.96% | 14.97% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report: AAVM
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers and Primary Risks:
- Trend direction is neutral, with short-term momentum indicating a possible uptrend
- Support/resistance levels are around $33.93-$34.50 (SMA 20-50) and $35.23 (upper Bollinger Band)
- Recent news sentiment is lacking, which may impact future price movements
Investment Thesis:
AAVM's technical setup suggests a possible uptrend, but the lack of recent news headlines hinders our confidence in this assessment. As such, we are taking a neutral stance and will closely monitor any potential catalysts that could drive the stock higher.
Recent News Sentiment Impact: Neutral
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Uptrend
- Medium-term (1-3 months): Range-bound
- Long-term (3-12 months): Downtrend
Support/Resistance Levels:
- SMA 20: $34.50
- SMA 50: $33.93
- Upper Bollinger Band: $35.23
Momentum Signals:
- RSI interpretation: Neutral (60.24)
- MACD signal: Bullish (0.26 above signal line)
- Bollinger Bands position: Squeeze (neutral)
Volume Analysis:
- Volume trends are bearish, with a decline in volume over the past few weeks
- Institutional interest is low, as evidenced by the lack of unusual options activity
News & Sentiment Analysis
Recent Headlines Summary: No recent news available
Sentiment Assessment: Neutral
Catalyst Identification: Earnings information and options activity are lacking; we need to monitor these areas for potential catalysts.
Market Narrative: The absence of recent news headlines may impact the stock's price movements, making it difficult to pinpoint a clear market narrative.
Risk & Volatility Assessment
Beta Interpretation: AAVM is slightly more volatile than the broader market (beta: 1.01).
Volatility Regime: Above average volatility - stock moves with market amplification.
Options Market Signals: No options data available; we cannot assess IV rank, put/call ratios, or unusual activity.
Downside Protection: Support levels around $33.93-$34.50 (SMA 20-50) and $32.46 (SMA 200) could provide some downside protection.
Market Context & Positioning
Sector Performance: AAVM's sector is neutral, with no clear trend or momentum.
Institutional Activity: Low institutional interest; we need to monitor this area for potential changes.
Correlation Analysis: AAVM is highly correlated (R-squared: 0.80) with the broader market (SPY).
Relative Valuation: Position within a trading range, with no clear overvaluation or undervaluation.
Key Levels & Action Items
Critical Price Levels:
- Support/resistance around $33.93-$34.50 (SMA 20-50)
- Upper Bollinger Band: $35.23
- Lower Bollinger Band: $33.76
Breakout/Breakdown Levels: None available due to the lack of recent news headlines.
Time-Sensitive Catalysts: Earnings information and options activity are lacking; we need to monitor these areas for potential catalysts.
Risk Management: Stop-loss levels should be set around $32.46 (SMA 200) and $33.76 (lower Bollinger Band), considering the stock's current volatility and market amplification.
By analyzing AAVM's technical indicators, news sentiment, risk metrics, and earnings information, we have identified potential areas of interest for this stock. As a result, we are taking a neutral stance and will closely monitor any potential catalysts that could drive the stock higher or lower.
AAVM Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Moderate volatility - stock generally follows market
AAVM Institutional Ownership (13F)
Latest filings — 2026-06-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| IMOM | Alpha Architect International Quantitative Momentum ETF | 29.62% | $38.48 | +0.66% | -1.62% | -5.48% |
| IVAL | Alpha Architect International Quantitative Value ETF | 26.79% | $36.73 | +0.03% | +1.22% | +0.36% |
| QMOM | Alpha Architect US Quantitative Momentum ETF | 22.74% | $73.27 | +1.25% | +0.22% | +0.71% |
| QVAL | Alpha Architect US Quantitative Value ETF | 20.34% | $62.65 | -0.51% | +2.49% | +6.00% |