Cambria Fixed Income Etf Market Value
| CFIT Etf | 25.42 0.06 0.24% |
| Symbol | Cambria |
Cambria Fixed Income's market price often diverges from its book value, the accounting figure shown on Cambria's balance sheet. Smart investors calculate Cambria Fixed's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Cambria Fixed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Cambria Fixed's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Cambria Fixed should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Cambria Fixed'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.
Cambria Fixed '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 Cambria Fixed'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 Cambria Fixed.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Cambria Fixed on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Cambria Fixed Income or generate 0.0% return on investment in Cambria Fixed over 90 days. Cambria Fixed is related to or competes with MFS Active, First Trust, Vanguard Intermediate, Vanguard Long, Vanguard Short, Northern Lights, and IDX Dynamic. More
Cambria Fixed 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 Cambria Fixed'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 Cambria Fixed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3645 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 1.39 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.4783 |
Cambria Fixed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambria Fixed's standard deviation. In reality, there are many statistical measures that can use Cambria Fixed historical prices to predict the future Cambria Fixed's volatility.| Risk Adjusted Performance | 0.006 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.52) |
Cambria Fixed February 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.006 | |||
| Market Risk Adjusted Performance | (0.51) | |||
| Mean Deviation | 0.2375 | |||
| Semi Deviation | 0.3325 | |||
| Downside Deviation | 0.3645 | |||
| Coefficient Of Variation | 3897.42 | |||
| Standard Deviation | 0.3223 | |||
| Variance | 0.1039 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.52) | |||
| Maximum Drawdown | 1.39 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.4783 | |||
| Downside Variance | 0.1328 | |||
| Semi Variance | 0.1105 | |||
| Expected Short fall | (0.24) | |||
| Skewness | (0.63) | |||
| Kurtosis | 1.7 |
Cambria Fixed Income Backtested Returns
Currently, Cambria Fixed Income is very steady. Cambria Fixed Income secures Sharpe Ratio (or Efficiency) of 0.0257, which signifies that the etf had a 0.0257 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cambria Fixed Income, which you can use to evaluate the volatility of the entity. Please confirm Cambria Fixed's Downside Deviation of 0.3645, risk adjusted performance of 0.006, and Mean Deviation of 0.2375 to double-check if the risk estimate we provide is consistent with the expected return of 0.0083%. The etf shows a Beta (market volatility) of 0.0033, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cambria Fixed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Fixed is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Cambria Fixed Income has weak predictability. Overlapping area represents the amount of predictability between Cambria Fixed time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cambria Fixed Income price movement. The serial correlation of 0.24 indicates that over 24.0% of current Cambria Fixed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Thematic Opportunities
Explore Investment Opportunities
Check out Cambria Fixed Correlation, Cambria Fixed Volatility and Cambria Fixed Performance module to complement your research on Cambria Fixed. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Cambria Fixed 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.