Cambria Global Asset Etf Performance

GAA Etf  USD 28.82  0.05  0.17%   
The etf shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambria Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Global is expected to be smaller as well.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Global Asset are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Cambria Global is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
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In Threey Sharp Ratio-0.13
  

Cambria Global Relative Risk vs. Return Landscape

If you would invest  2,778  in Cambria Global Asset on February 27, 2024 and sell it today you would earn a total of  104.00  from holding Cambria Global Asset or generate 3.74% return on investment over 90 days. Cambria Global Asset is generating 0.0591% of daily returns assuming volatility of 0.5844% on return distribution over 90 days investment horizon. In other words, 5% of etfs are less volatile than Cambria, and above 99% of all equities are expected to generate higher returns over the next 90 days.
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Considering the 90-day investment horizon Cambria Global is expected to generate 0.99 times more return on investment than the market. However, the company is 1.01 times less risky than the market. It trades about 0.1 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.08 per unit of risk.

Cambria Global Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cambria Global Asset, and traders can use it to determine the average amount a Cambria Global'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 = 0.1012

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Estimated Market Risk

 0.58
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95% of assets are more volatile

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99% of assets have higher returns

Risk-Adjusted Return

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93% of assets perform better
Based on monthly moving average Cambria Global is performing at about 7% 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.

Cambria Global Fundamentals Growth

Cambria Etf prices reflect investors' perceptions of the future prospects and financial health of Cambria Global, and Cambria Global 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.

About Cambria Global Performance

To evaluate Cambria Global Asset Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Cambria Global generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Cambria Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Cambria Global Asset market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Cambria's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
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.
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The fund retains about 20.67% of its assets under management (AUM) in fixed income securities
When determining whether Cambria Global Asset offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Cambria Global'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 Global Asset Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Cambria Global Asset Etf:
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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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.