Cambria Foreign Shareholder Etf Performance
| FYLD Etf | USD 27.78 0.39 1.38% |
The etf shows a Beta (market volatility) of 0.0244, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cambria Foreign's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Foreign is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Foreign Shareholder are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound essential indicators, Cambria Foreign is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
1 | FYLD Searching For Income Via Shareholder Yield - Seeking Alpha | 04/10/2024 |
2 | Cambridge Investment Research Advisors Inc. Boosts Stake in Cambria Foreign Shareholder Yield ETF - Defense World | 05/31/2024 |
Cambria |
Cambria Foreign Relative Risk vs. Return Landscape
If you would invest 2,659 in Cambria Foreign Shareholder on March 6, 2024 and sell it today you would earn a total of 158.00 from holding Cambria Foreign Shareholder or generate 5.94% return on investment over 90 days. Cambria Foreign Shareholder is currently generating 0.0957% in daily expected returns and assumes 0.7226% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Cambria, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Cambria Foreign Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Foreign's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cambria Foreign Shareholder, and traders can use it to determine the average amount a Cambria Foreign's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1325
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Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Cambria Foreign is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Cambria Foreign by adding it to a well-diversified portfolio.
Cambria Foreign Fundamentals Growth
Cambria Etf prices reflect investors' perceptions of the future prospects and financial health of Cambria Foreign, and Cambria Foreign fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Cambria Etf performance.
| Price To Earning | 14.08 X | |||
| Price To Book | 1.16 X | |||
| Price To Sales | 0.71 X | |||
| Total Asset | 72.59 M | |||