Cambria Endowment Style Etf Market Value
| ENDW Etf | 31.49 0.09 0.29% |
| Symbol | Cambria |
The market value of Cambria Endowment Style is measured differently than its book value, which is the value of Cambria that is recorded on the company's balance sheet. Investors also form their own opinion of Cambria Endowment's value that differs from its market value or its book value, called intrinsic value, which is Cambria Endowment'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 Cambria Endowment's market value can be influenced by many factors that don't directly affect Cambria Endowment'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 Cambria Endowment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambria Endowment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Endowment'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 Endowment '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 Endowment'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 Endowment.
| 10/25/2025 |
| 12/24/2025 |
If you would invest 0.00 in Cambria Endowment on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Cambria Endowment Style or generate 0.0% return on investment in Cambria Endowment over 60 days. Cambria Endowment is related to or competes with AdvisorShares Dorsey, Amplify Seymour, YieldMax MARA, Cambria Trinity, Schwab Strategic, BNY Mellon, and Pacer Benchmark. Cambria Endowment is entity of United States More
Cambria Endowment 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 Endowment'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 Endowment Style upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6802 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.86 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.9275 |
Cambria Endowment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Endowment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambria Endowment's standard deviation. In reality, there are many statistical measures that can use Cambria Endowment historical prices to predict the future Cambria Endowment's volatility.| Risk Adjusted Performance | 0.0717 | |||
| Jensen Alpha | 0.0101 | |||
| Total Risk Alpha | 0.0032 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0716 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cambria Endowment'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.
Cambria Endowment Style Backtested Returns
At this stage we consider Cambria Etf to be very steady. Cambria Endowment Style secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the etf had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cambria Endowment Style, which you can use to evaluate the volatility of the entity. Please confirm Cambria Endowment's Risk Adjusted Performance of 0.0717, mean deviation of 0.4608, and Downside Deviation of 0.6802 to double-check if the risk estimate we provide is consistent with the expected return of 0.0847%. The etf shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambria Endowment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Endowment is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Cambria Endowment Style has weak reverse predictability. Overlapping area represents the amount of predictability between Cambria Endowment time series from 25th of October 2025 to 24th of November 2025 and 24th of November 2025 to 24th of December 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 Cambria Endowment Style price movement. The serial correlation of -0.25 indicates that over 25.0% of current Cambria Endowment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Cambria Endowment Style lagged returns against current returns
Autocorrelation, which is Cambria Endowment 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 Cambria Endowment's etf expected returns. We can calculate the autocorrelation of Cambria Endowment returns to help us make a trade decision. For example, suppose you find that Cambria Endowment 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 |
Cambria Endowment 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 Cambria Endowment etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambria Endowment etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cambria Endowment etf over time.
Current vs Lagged Prices |
| Timeline |
Cambria Endowment Lagged Returns
When evaluating Cambria Endowment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambria Endowment etf have on its future price. Cambria Endowment 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, Cambria Endowment autocorrelation shows the relationship between Cambria Endowment etf current value and its past values and can show if there is a momentum factor associated with investing in Cambria Endowment Style.
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 Cambria Endowment Style is a strong investment it is important to analyze Cambria Endowment's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cambria Endowment's future performance. For an informed investment choice regarding Cambria Etf, refer to the following important reports:Check out Cambria Endowment Correlation, Cambria Endowment Volatility and Cambria Endowment Alpha and Beta module to complement your research on Cambria Endowment. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Cambria Endowment 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.