Cambria Micro Market Risk Adjusted Performance

MYLD Etf   29.97  0.13  0.44%   
Cambria Micro market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Cambria Micro And or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Cambria Micro And has current Market Risk Adjusted Performance of 0.2281.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.2281
ER[a] = Expected return on investing in Cambria Micro
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Cambria Micro Market Risk Adjusted Performance Peers Comparison

Cambria Market Risk Adjusted Performance Relative To Other Indicators

Cambria Micro And is regarded second largest ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  23.49  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Cambria Micro And is roughly  23.49 
Compare Cambria Micro to Peers

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas