BOXA Alpha Architect Aggregate Bond ETF
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Alpha Architect Aggregate Bond ETF (BOXA) ETF
No description available.
- Exchange
- BATS
- Inception
- 2024-12-17
- Has Options
- No
- Expense ratio
- 0.23% prospectus, filed Jan 28, 2026
- Assets
- $15M SEC filing, Jun 30, 2026
- Trailing yield
- 0.13% paid annual
- Average daily volume
- $177K 30 sessions
- Holdings
- 10 top 10 are 101.0%
- Listed
- Dec 17, 2024 Cboe BZX
- Last fee change
- +4 bp filed Jan 28, 2026
Moves with. Long Treasuries (48% of its variance, beta 0.24); High yield over Treasuries (12% of its variance, beta -0.25); US large-cap stocks (7% of its variance, beta 0.06). These factors explain 73% of its daily moves over the last year.
Stated objective. The Alpha Architect Aggregate Bond ETF (the Fund) seeks to provide investment results that, before fees and expenses, exceed the total return performance of an investment that tracks the U.S. Aggregate Bond Market. (from the fund's prospectus)
- Jun 2026
- −$2.1M latest reported month
- Latest 3 months
- −$1.1M −7.1% of assets
- Latest 12 months
- +$7.4M +49.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$2.1M |
| May 2026 | $0 |
| Apr 2026 | +$1.1M |
| Mar 2026 | +$1.1M |
| Feb 2026 | +$1.1M |
| Jan 2026 | +$2.1M |
| Dec 2025 | +$1.1M |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | +$2.1M |
| Aug 2025 | +$1.0M |
| Jul 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 20 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BNDVanguard Total Bond Market | — | 0.03% | $162.8B | −5.6% | compare |
| AGGiShares Core U.S. Aggregate Bond ETF | — | 0.03% | $138.4B | −5.8% | compare |
| IUSBiShares Trust iShares Core Universal USD Bond ETF | — | 0.06% | $49.3B | −5.6% | compare |
| BIVVanguard Intermediate-Term Bond ETF | — | 0.03% | $28.3B | −6.8% | compare |
| FBNDFidelity Total Bond ETF | — | 0.36% | $28.2B | −6.4% | compare |
The largest other funds in the Core Bond category.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-23 | 2025-12-24 | $0.1375 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | AGG 09/18/2026 25.01 C | 74.05% | Derivative (equity) | US |
| — | SPY 09/18/2026 10010.01 P | 24.77% | Derivative (equity) | US |
| — | SPY 09/18/2026 10.01 C | 1.98% | Derivative (equity) | US |
| — | First American Government Obligations Fund | 0.48% | Short-term investment | US |
| — | SPX US 09/18/26 P7000 | 0.10% | Derivative (equity) | US |
| — | SPX US 09/18/26 C8000 | 0.05% | Derivative (equity) | US |
| — | SPY 09/18/2026 10.01 P | -0.00% | Derivative (equity) | US |
| — | SPY 09/18/2026 10010.01 C | -0.00% | Derivative (equity) | US |
| — | SPX US 09/18/26 P8000 | -0.66% | Derivative (equity) | US |
| — | SPX US 09/18/26 C7000 | -0.83% | Derivative (equity) | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (equity) | 99.46% | $14.7M | 9 |
| Short-term investment | 0.48% | $70355 | 1 |
| Month | '24 | '25 | '26 | Avg |
|---|---|---|---|---|
| Jan | -- | 0.26% | 0.32% | 0.29% |
| Feb | -- | 1.84% | 1.69% | 1.77% |
| Mar | -- | -0.34% | -1.56% | -0.95% |
| Apr | -- | 0.17% | -0.21% | -0.02% |
| May | -- | -0.39% | 0.17% | -0.11% |
| Jun | -- | 1.45% | 0.62% | 1.03% |
| Jul | -- | -0.27% | -1.22% | -0.74% |
| Aug | -- | 0.34% | 0.09% | 0.22% |
| Sep | -- | 0.96% | -2.50% | -0.77% |
| Oct | -- | 0.34% | 1.59%* | 0.97% |
| Nov | -- | 0.84% | -- | 0.84% |
| Dec | 0.02% | -0.03% | -- | -0.00% |
| Total | 0.02% | 5.27% | -1.09% | 1.40% |
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: BOXA
Executive Summary
Overall Assessment: NEUTRAL (6/10)
Key Drivers: Neutral technical signals, low volatility, and no recent news sentiment impact.
Primary Risks: Lack of momentum, uncertain earnings prospects, and potential for mean reversion.
Investment Thesis: BOXA's neutral technical profile and low volatility suggest a stable stock with limited upside potential. However, the absence of recent news headlines and lackluster options activity hinder our ability to pinpoint specific catalysts or risks.
Recent News Sentiment Impact: No recent news available, which reduces our confidence in this assessment.
Technical Analysis
Trend Direction: Neutral (short-term), Neutral (medium-term), and Bearish (long-term)
Support/Resistance Levels:
- SMA 20: $104.78
- SMA 50: $104.91
- Upper Bollinger Band: $105.37
- Lower Bollinger Band: $104.19
Momentum Signals:
- RSI: Neutral (45.22)
- MACD: Bearish (-0.08 / -0.03 / -0.06)
- Stochastic %K/D and Williams %R: Indicate a neutral to bearish momentum environment
Volume Analysis: Low volume, average true range of $0.40, and historical volatility at 4.4% (HV20) and 4.6% (HV30)
News & Sentiment Analysis
Recent Headlines Summary: No recent news available.
Sentiment Assessment: Neutral sentiment due to lack of recent news headlines.
Catalyst Identification: None identified.
Market Narrative: The absence of recent news headlines makes it challenging to identify specific catalysts or risks. However, BOXA's neutral technical profile and low volatility suggest a stable stock with limited upside potential.
Risk & Volatility Assessment
Beta Interpretation: Low risk (beta = 0.09 vs SPY), indicating that BOXA moves less than the broader market.
Volatility Regime: Low volatility regime, as indicated by average true range of $0.40 and historical volatility at 4.4% (HV20) and 4.6% (HV30).
Options Market Signals: No options data available to provide insights on implied volatility or unusual activity.
Downside Protection: Support levels at SMA 20 ($104.78), SMA 50 ($104.91), and Lower Bollinger Band ($104.19) may offer some downside protection, depending on the market conditions.
Market Context & Positioning
Sector Performance: No specific sector performance data available for BOXA, but it's trading within a neutral range compared to the broader market.
Institutional Activity: Low institutional interest, as indicated by low volume and average true range of $0.40.
Correlation Analysis: BOXA has a relatively high correlation with the broader market (R-squared = 0.31), suggesting it may move in tandem with market trends.
Relative Valuation: Boxa is trading within its historical trading range, indicating no clear relative value opportunities or concerns.
Key Levels & Action Items
Critical Price Levels:
- SMA 20 ($104.78)
- SMA 50 ($104.91)
- Upper Bollinger Band ($105.37)
- Lower Bollinger Band ($104.19)
Breakout/Breakdown Levels: None identified, as BOXA's neutral technical profile and low volatility suggest limited upside potential.
Time-Sensitive Catalysts: No specific earnings dates or product launches announced.
Risk Management: Monitor volume and momentum signals for signs of a trend reversal or mean reversion. Consider setting stop-loss levels at the Lower Bollinger Band ($104.19) to limit potential losses in case of a bearish move.
BOXA 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
Low volatility - stock moves less than market
BOXA Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional 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 |
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| # | Filer | Notional Value | % of Total | Period |
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