Cambria Global Asset Etf Price on January 5, 2023
| GAA Etf | USD 28.55 0.31 1.10% |
Below is the normalized historical share price chart for Cambria Global Asset extending back to December 10, 2014. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Cambria Global stands at 28.55, as last reported on the 16th of April 2024, with the highest price reaching 28.97 and the lowest price hitting 28.40 during the day.
If you're considering investing in Cambria Etf, it is important to understand the factors that can impact its price. We consider Cambria Global very steady. Cambria Global Asset secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the etf had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cambria Global Asset, which you can use to evaluate the volatility of the entity. Please confirm Cambria Global's Downside Deviation of 0.8032, risk adjusted performance of 0.0551, and Mean Deviation of 0.4837 to double-check if the risk estimate we provide is consistent with the expected return of 0.094%.
Cambria Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 10.33 | 200 Day MA 27.2606 | 1 y Volatility 9.9 | 50 Day MA 28.351 | Inception Date 2014-12-09 |
Cambria |
Sharpe Ratio = 0.1526
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Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Cambria Global is performing at about 11% 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 Global by adding it to a well-diversified portfolio.
Average Mkt Cap Mil 7.7 K |
Cambria Global Valuation on January 5, 2023
It is possible to determine the worth of Cambria Global on a given historical date. On January 5, 2023 Cambria was worth 26.74 at the beginning of the trading date compared to the closed value of 25.82. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Cambria Global etf. Still, in general, we apply an absolute valuation method to find Cambria Global's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Cambria Global where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Cambria Global's related companies.
| Open | High | Low | Close | Volume | |
| 27.02 | 27.85 | 25.66 | 25.66 | 27,117 | |
01/05/2023 | 26.74 | 27.15 | 25.82 | 25.82 | 10,003 |
| 28.00 | 28.00 | 26.18 | 26.18 | 9,515 |
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Cambria Global Trading Date Momentum on January 5, 2023
| On January 06 2023 Cambria Global Asset was traded for 26.18 at the closing time. Highest Cambria Global's price during the trading hours was 28.00 and the lowest price during the day was 26.18 . The net volume was 9.5 K. The overall trading history on the 6th of January contributed to the next trading period price jump. The overall trading delta to the next next day price was 1.39% . The overall trading delta to current price is 9.02% . |
Cambria Global Asset Fundamentals Correlations and Trends
By evaluating Cambria Global's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Cambria Global's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Cambria financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Cambria Global Etf history
Cambria Global investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Cambria is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Cambria Global Asset will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Cambria Global stock prices may prove useful in developing a viable investing in Cambria Global
Under normal market conditions, the fund invests at least 80 percent of its total assets in affiliated and unaffiliated exchange-traded funds and other exchange-traded products that provide exposure to various investment asset classes, including equity and fixed income securities, real estate, commodities, and currencies, and factors such as value, momentum, and trend investing. Cambria Global is traded on BATS Exchange in the United States.
Cambria Global Etf Technical Analysis
Cambria Global 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.
Price Boundaries
Cambria Global Period Price Range
Low | January 5, 2023
| High |
26.74 | 25.82 |
Cambria Global April 16, 2024 Market Strength
Market strength indicators help investors to evaluate how Cambria Global etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cambria Global shares will generate the highest return on investment. By undertsting and applying Cambria Global etf market strength indicators, traders can identify Cambria Global Asset entry and exit signals to maximize returns
Cambria Global Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Cambria Global's price direction in advance. Along with the technical and fundamental analysis of Cambria Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Cambria to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0551 | |||
| Jensen Alpha | 0.0107 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0684 |
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Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Cambria Global Asset. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Cambria Global Asset information on this page should be used as a complementary analysis to other Cambria Global's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
The market value of Cambria Global Asset is measured differently than its book value, which is the value of Cambria that is recorded on the company's balance sheet. Investors also form their own opinion of Cambria Global's value that differs from its market value or its book value, called intrinsic value, which is Cambria Global's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cambria Global's market value can be influenced by many factors that don't directly affect Cambria Global's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cambria Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambria Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Global'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.