Cambiar Aggressive Value Etf Market Value
| CAMX Etf | 30.92 0.22 0.72% |
| Symbol | Cambiar |
The market value of Cambiar Aggressive Value is measured differently than its book value, which is the value of Cambiar that is recorded on the company's balance sheet. Investors also form their own opinion of Cambiar Aggressive's value that differs from its market value or its book value, called intrinsic value, which is Cambiar Aggressive'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 Cambiar Aggressive's market value can be influenced by many factors that don't directly affect Cambiar Aggressive'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 Cambiar Aggressive's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambiar Aggressive is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambiar Aggressive'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.
Cambiar Aggressive '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 Aggressive's etf 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 Aggressive.
| 11/06/2023 |
| 11/30/2024 |
If you would invest 0.00 in Cambiar Aggressive on November 6, 2023 and sell it all today you would earn a total of 0.00 from holding Cambiar Aggressive Value or generate 0.0% return on investment in Cambiar Aggressive over 390 days. Cambiar Aggressive is related to or competes with IShares Core, IShares Core, IShares Broad, IShares Core, and IShares Core. Cambiar Aggressive is entity of United States More
Cambiar Aggressive 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 Aggressive's etf 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 Aggressive Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8179 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.12 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.21 |
Cambiar Aggressive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambiar Aggressive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambiar Aggressive's standard deviation. In reality, there are many statistical measures that can use Cambiar Aggressive historical prices to predict the future Cambiar Aggressive's volatility.| Risk Adjusted Performance | 0.0775 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.085 |
Cambiar Aggressive Value Backtested Returns
At this stage we consider Cambiar Etf to be very steady. Cambiar Aggressive Value secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the etf had a 0.13% return per unit of risk over the last 3 months. We have found thirty technical indicators for Cambiar Aggressive Value, which you can use to evaluate the volatility of the entity. Please confirm Cambiar Aggressive's Downside Deviation of 0.8179, risk adjusted performance of 0.0775, and Mean Deviation of 0.6245 to double-check if the risk estimate we provide is consistent with the expected return of 0.0958%. The etf shows a Beta (market volatility) of 0.8, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambiar Aggressive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambiar Aggressive is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Cambiar Aggressive Value has good predictability. Overlapping area represents the amount of predictability between Cambiar Aggressive time series from 6th of November 2023 to 19th of May 2024 and 19th of May 2024 to 30th 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 Aggressive Value price movement. The serial correlation of 0.66 indicates that around 66.0% of current Cambiar Aggressive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Cambiar Aggressive Value lagged returns against current returns
Autocorrelation, which is Cambiar Aggressive etf'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 Aggressive's etf expected returns. We can calculate the autocorrelation of Cambiar Aggressive returns to help us make a trade decision. For example, suppose you find that Cambiar Aggressive has exhibited high autocorrelation historically, and you observe that the etf 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 Aggressive 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 Aggressive etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambiar Aggressive etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cambiar Aggressive etf over time.
Current vs Lagged Prices |
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Cambiar Aggressive Lagged Returns
When evaluating Cambiar Aggressive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambiar Aggressive etf have on its future price. Cambiar Aggressive 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 Aggressive autocorrelation shows the relationship between Cambiar Aggressive etf current value and its past values and can show if there is a momentum factor associated with investing in Cambiar Aggressive Value.
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.When determining whether Cambiar Aggressive Value offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Cambiar Aggressive'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 Cambiar Aggressive Value Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Cambiar Aggressive Value Etf:Check out Cambiar Aggressive Correlation, Cambiar Aggressive Volatility and Cambiar Aggressive Alpha and Beta module to complement your research on Cambiar Aggressive. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Cambiar Aggressive technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.