Cambria Value And Etf Market Value
| VAMO Etf | USD 28.55 0.04 0.14% |
| Symbol | Cambria |
The market value of Cambria Value 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 Value's value that differs from its market value or its book value, called intrinsic value, which is Cambria Value'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 Value's market value can be influenced by many factors that don't directly affect Cambria Value'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 Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambria Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Value'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.
Cambria Value 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Cambria Value's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Cambria Value.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Cambria Value on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Cambria Value and or generate 0.0% return on investment in Cambria Value over 330 days. Cambria Value is related to or competes with Alpha Architect, Alpha Architect, Alpha Architect, Alpha Architect, and Cambria Global. The fund will seek to achieve its investment objective by investing, under normal market conditions, at least 80 percent... More
Cambria Value Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Cambria Value's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Cambria Value and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8474 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.44 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.23 |
Cambria Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambria Value's standard deviation. In reality, there are many statistical measures that can use Cambria Value historical prices to predict the future Cambria Value's volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0429 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cambria Value's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Cambria Value Backtested Returns
We consider Cambria Value very steady. Cambria Value secures Sharpe Ratio (or Efficiency) of 0.0534, which signifies that the etf had a 0.0534% return per unit of risk over the last 3 months. We have found thirty technical indicators for Cambria Value and, which you can use to evaluate the volatility of the entity. Please confirm Cambria Value's Downside Deviation of 0.8474, mean deviation of 0.6465, and Risk Adjusted Performance of 0.0368 to double-check if the risk estimate we provide is consistent with the expected return of 0.0432%. The etf shows a Beta (market volatility) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambria Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Value is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Cambria Value and has good predictability. Overlapping area represents the amount of predictability between Cambria Value time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cambria Value price movement. The serial correlation of 0.72 indicates that around 72.0% of current Cambria Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.17 |
Cambria Value lagged returns against current returns
Autocorrelation, which is Cambria Value etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Cambria Value's etf expected returns. We can calculate the autocorrelation of Cambria Value returns to help us make a trade decision. For example, suppose you find that Cambria Value has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Cambria Value regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Cambria Value etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambria Value etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cambria Value etf over time.
Current vs Lagged Prices |
| Timeline |
Cambria Value Lagged Returns
When evaluating Cambria Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambria Value etf have on its future price. Cambria Value autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Cambria Value autocorrelation shows the relationship between Cambria Value etf current value and its past values and can show if there is a momentum factor associated with investing in Cambria Value and.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Cambria Value in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Cambria Value's short interest history, or implied volatility extrapolated from Cambria Value options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Cambria Value offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Cambria Value's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Cambria Value And Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Cambria Value And Etf:Check out Cambria Value Correlation, Cambria Value Volatility and Cambria Value Alpha and Beta module to complement your research on Cambria Value. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Cambria Value 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.