Alexa Rank is the SEO Website Ranking system to get one's website traffic estimate and monthly visitors, the less is Alexa rank the more traffic a Website has and it has more Domain value.
For Example Facebook is having Alexa rank as 3, that means Facebook is the third most visited traffic website in the world and is most costly domain as per Alexa ranking system.
Alexa website will give you more information related to one's website like Country Alexa Ranks, World Alexa rank, From where visitors come to the website (Referral traffic).
Some of useful Alexa ranking statistics parameters are Search Traffic percentage, Bounce rate percentage, Total Sites linking to that website, Top Keyword of Website.