Cambiar Opportunity Fund Market Value
| CAMWX Fund | USD 30.57 0.18 0.59% |
| Symbol | Cambiar |
Cambiar Opportunity '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 Cambiar Opportunity's mutual fund 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 Cambiar Opportunity.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Cambiar Opportunity on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Cambiar Opportunity Fund or generate 0.0% return on investment in Cambiar Opportunity over 720 days. Cambiar Opportunity is related to or competes with Cambiar International, Cambiar Small, Cambiar Smid, Cambiar Small, Cambiar Opportunity, and Cambiar Smid. The fund invests primarily in a diversified portfolio of common stocks of companies with a market capitalization in exce... More
Cambiar Opportunity 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 Cambiar Opportunity's mutual fund 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 Cambiar Opportunity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6639 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.08 |
Cambiar Opportunity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambiar Opportunity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambiar Opportunity's standard deviation. In reality, there are many statistical measures that can use Cambiar Opportunity historical prices to predict the future Cambiar Opportunity's volatility.| Risk Adjusted Performance | 0.0881 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0875 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cambiar Opportunity'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.
Cambiar Opportunity Backtested Returns
At this stage we consider Cambiar Mutual Fund to be very steady. Cambiar Opportunity secures Sharpe Ratio (or Efficiency) of 0.0949, which signifies that the fund had a 0.0949% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cambiar Opportunity Fund, which you can use to evaluate the volatility of the entity. Please confirm Cambiar Opportunity's Downside Deviation of 0.6639, mean deviation of 0.5622, and Risk Adjusted Performance of 0.0881 to double-check if the risk estimate we provide is consistent with the expected return of 0.0678%. The fund shows a Beta (market volatility) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambiar Opportunity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambiar Opportunity is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
Cambiar Opportunity Fund has average predictability. Overlapping area represents the amount of predictability between Cambiar Opportunity time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 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 Cambiar Opportunity price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Cambiar Opportunity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 1.7 |
Cambiar Opportunity lagged returns against current returns
Autocorrelation, which is Cambiar Opportunity mutual fund'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 Cambiar Opportunity's mutual fund expected returns. We can calculate the autocorrelation of Cambiar Opportunity returns to help us make a trade decision. For example, suppose you find that Cambiar Opportunity has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Cambiar Opportunity 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 Cambiar Opportunity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambiar Opportunity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cambiar Opportunity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cambiar Opportunity Lagged Returns
When evaluating Cambiar Opportunity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambiar Opportunity mutual fund have on its future price. Cambiar Opportunity 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, Cambiar Opportunity autocorrelation shows the relationship between Cambiar Opportunity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cambiar Opportunity Fund.
Regressed Prices |
| Timeline |
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.Other Information on Investing in Cambiar Mutual Fund
Cambiar Opportunity financial ratios help investors to determine whether Cambiar Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Cambiar with respect to the benefits of owning Cambiar Opportunity security.
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