Cambria Etf Performance

GAA Etf  USD 28.32  0.22  0.77%   
The etf shows a Beta (market volatility) of 0.0223, which signifies not very significant fluctuations relative to the market. Let's try to break down what Cambria's beta means in this case. As returns on the market increase, Cambria Global returns are expected to increase less than the market. However, during the bear market, the loss on holding Cambria Global will be expected to be smaller as well. Although it is important to respect Cambria Global Asset historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Cambria Global Asset technical indicators, you can presently evaluate if the expected return of 0.16% will be sustainable into the future.
  
Cambria Performance
14 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Global Asset are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Cambria Global may actually be approaching a critical reversion point that can send shares even higher in February 2023. ...more

Cambria Price Channel

Fifty Two Week Low24.26
Fifty Two Week High31.60

Cambria Global Relative Risk vs. Return Landscape

If you would invest  2,580  in Cambria Global Asset on October 29, 2022 and sell it today you would earn a total of  255.00  from holding Cambria Global Asset or generate 9.88% return on investment over 90 days. Cambria Global Asset is generating 0.1607% of daily returns assuming volatility of 0.8434% on return distribution over 90 days investment horizon. In other words, 7% of etfs are less volatile than Cambria, and above 97% of all equities are expected to generate higher returns over the next 90 days.
  Daily Expected Return (%)  
       Risk (%)  
Considering the 90-day investment horizon Cambria Global is expected to generate 0.74 times more return on investment than the market. However, the company is 1.35 times less risky than the market. It trades about 0.19 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.12 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 = 0.1906

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Estimated Market Risk
 0.84
  actual daily
 
 7 %
of total potential
 
77
Expected Return
 0.16
  actual daily
 
 3 %
of total potential
 
33
Risk-Adjusted Return
 0.19
  actual daily
 
 14 %
of total potential
 
1414
Based on monthly moving average Cambria Global is performing at about 14% 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.

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.

Things to note about Cambria Global Asset

Checking the ongoing alerts about Cambria Global for important developments is a great way to find new opportunities for your next move. Etf alerts and notifications screener for Cambria Global Asset help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Please check Risk vs Return Analysis. 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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running Cambria Global Asset price analysis, check to measure Cambria Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cambria Global is operating at the current time. Most of Cambria Global's value examination focuses on studying past and present price action to predict the probability of Cambria Global's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Cambria Global's price. Additionally, you may evaluate how the addition of Cambria Global to your portfolios can decrease your overall portfolio volatility.
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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 Cambria Global value 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.