Cambiar Aggressive ETF Forward View - 20 Period Moving Average
| CAMX ETF | 34.08 -0.47 -1.36% |
This 20 Period Moving Average projection for Cambiar Aggressive is fitted to the equity's recent daily closes. Low error metrics relative to the price level indicate the model fits recent trading behavior well. The 20 Period Moving Average model projects Cambiar Aggressive at 33.31 for the next trading day, below the most recent closing price. This forecast is one analytical input among many and should be assessed in the context of broader analysis.
20 Period Moving Average Price Forecast For the 9th of May
Over a 90-day horizon, the 20 Period Moving Average model forecasts Cambiar Aggressive at 33.31 for the next trading day, with a mean absolute deviation of 1.13 , mean absolute percentage error of 0.03 , and sum of absolute errors of 47.36 .This represents a tight forecast with good short-term tracking of Cambiar Aggressive's price movement. This output is intended for short-term analytical reference.
ETF Forecast Pattern
| Backtest Cambiar Aggressive | Cambiar Aggressive Price Prediction | Research Analysis |
Forecasted Value
This forecast for Cambiar Aggressive frames the expected trading range using downside and upside bounds rather than a single point target. Downside is estimated near 32.10 and upside near 34.53. The moderate spread reflects defined uncertainty around the forecast.
Model Predictive Factors
The table below summarizes the 20 Period Moving Average model's error metrics for Cambiar Aggressive ETF. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.| AIC | Akaike Information Criteria | 83.6011 |
| Bias | Arithmetic mean of the errors | -0.2163 |
| MAD | Mean absolute deviation | 1.1277 |
| MAPE | Mean absolute percentage error | 0.0349 |
| SAE | Sum of the absolute errors | 47.3615 |
Other Forecasting Options for Cambiar Aggressive
The autocorrelation structure of Cambiar Aggressive's daily returns reveals whether Cambiar exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements distinguishes persistent directional moves from temporary noise in Cambiar ETF price data.Cambiar Aggressive Comparable Funds
These peer funds help position Cambiar Aggressive within a broader category rather than against operating businesses. Looking across similar funds helps show whether Cambiar Aggressive's pricing and risk profile are typical for the category. Category-relative analysis helps separate fund-specific behavior from broader market moves affecting the whole group.
| Risk & Return | Correlation |
Cambiar Aggressive Market Strength Events
Rate of Change and Momentum readings for Cambiar Aggressive measure the velocity of recent price moves rather than direction alone. These indicators add context to how recent sessions in Cambiar Aggressive have behaved.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 34.08 | |||
| Day Typical Price | 34.08 | |||
| Price Action Indicator | -0.23 | |||
| Period Momentum Indicator | -0.47 | |||
| Relative Strength Index | 57.61 |
Cambiar Aggressive Risk Indicators
Standard deviation and variance for Cambiar Aggressive measure total price dispersion, while semi-deviation isolates only the downside moves. Higher variance relative to sector peers signals that Cambiar Aggressive's price path has been less predictable over the measured period.
| Mean Deviation | 0.9047 | |||
| Semi Deviation | 1.15 | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.45 | |||
| Downside Variance | 1.48 | |||
| Semi Variance | 1.33 | |||
| Expected Short fall | -0.95 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
More Resources for Cambiar ETF Analysis
The gap between Cambiar Aggressive's market price and NAV reflects supply-demand dynamics in the secondary market. The assessment of Cambiar Aggressive incorporates fund costs, portfolio composition, and performance relative to its benchmark.
It is useful to distinguish Cambiar Aggressive's trading price from its NAV, since each reflects a different perspective. ETF evaluation considers expense ratio, holdings quality, tracking accuracy, and category positioning.