Cambiar Small Cap Fund Market Value

CAMZX Fund  USD 16.59  0.33  1.95%   
Cambiar Small's market value is the price at which a share of Cambiar Small trades on a public exchange. It measures the collective expectations of Cambiar Small Cap investors about its performance. Cambiar Small is trading at 16.59 as of the 4th of March 2025; that is 1.95 percent down since the beginning of the trading day. The fund's open price was 16.92.
With this module, you can estimate the performance of a buy and hold strategy of Cambiar Small Cap and determine expected loss or profit from investing in Cambiar Small over a given investment horizon. Check out Cambiar Small Correlation, Cambiar Small Volatility and Cambiar Small Alpha and Beta module to complement your research on Cambiar Small.
Symbol

Please note, there is a significant difference between Cambiar Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambiar Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambiar Small'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 Small '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 Small'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 Small.
0.00
04/14/2023
No Change 0.00  0.0 
In 1 year 10 months and 22 days
03/04/2025
0.00
If you would invest  0.00  in Cambiar Small on April 14, 2023 and sell it all today you would earn a total of 0.00 from holding Cambiar Small Cap or generate 0.0% return on investment in Cambiar Small over 690 days. Cambiar Small is related to or competes with Cambiar Opportunity, Cambiar Smid, Cambiar Small, Cambiar Opportunity, Cambiar Smid, and Cambiar International. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More

Cambiar Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.

Cambiar Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambiar Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambiar Small's standard deviation. In reality, there are many statistical measures that can use Cambiar Small historical prices to predict the future Cambiar Small's volatility.
Hype
Prediction
LowEstimatedHigh
15.5016.5917.68
Details
Intrinsic
Valuation
LowRealHigh
15.7816.8717.96
Details
Naive
Forecast
LowNextHigh
15.8216.9017.99
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.3417.4418.53
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Cambiar Small. Your research has to be compared to or analyzed against Cambiar Small's peers to derive any actionable benefits. When done correctly, Cambiar Small's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Cambiar Small Cap.

Cambiar Small Cap Backtested Returns

Cambiar Small Cap secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the fund had a -0.19 % return per unit of risk over the last 3 months. Cambiar Small Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cambiar Small's Risk Adjusted Performance of (0.12), mean deviation of 0.6737, and Standard Deviation of 1.06 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambiar Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambiar Small is expected to be smaller as well.

Auto-correlation

    
  0.05  

Virtually no predictability

Cambiar Small Cap has virtually no predictability. Overlapping area represents the amount of predictability between Cambiar Small time series from 14th of April 2023 to 24th of March 2024 and 24th of March 2024 to 4th of March 2025. 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 Small Cap price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Cambiar Small price fluctuation can be explain by its past prices.
Correlation Coefficient0.05
Spearman Rank Test0.16
Residual Average0.0
Price Variance0.68
Cambiar ReturnsCambiar Lagged ReturnsDiversified AwayCambiar ReturnsCambiar Lagged ReturnsDiversified Away100%

Cambiar Small Cap lagged returns against current returns

Autocorrelation, which is Cambiar Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Cambiar Small returns to help us make a trade decision. For example, suppose you find that Cambiar Small 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   
JavaScript chart by amCharts 3.21.15MayJulSepNov2025Mar-10%-5%0%5%10%15%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Cambiar Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambiar Small 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 Small mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15MayJulSepNov2025Mar15.516.016.517.017.518.0
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Cambiar Small Lagged Returns

When evaluating Cambiar Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambiar Small mutual fund have on its future price. Cambiar Small 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 Small autocorrelation shows the relationship between Cambiar Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cambiar Small Cap.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15JulOct2024AprJulOct2025141516171819
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Cambiar Mutual Fund

Cambiar Small 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 Small security.
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