Cambiar Small Cap Fund Market Value
| CAMZX Fund | USD 16.59 0.33 1.95% |
| Symbol | Cambiar |
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.
| 04/14/2023 |
| 03/04/2025 |
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.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.44 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.42 |
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.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.28) |
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 Coefficient | 0.05 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.68 |
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 |
| 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 |
| 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 |
| 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 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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