Cambria Global Value Etf Market Value
| GVAL Etf | USD 34.49 0.17 0.50% |
| Symbol | Cambria |
The market value of Cambria Global Value 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 Global's value that differs from its market value or its book value, called intrinsic value, which is Cambria Global'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 Global's market value can be influenced by many factors that don't directly affect Cambria Global'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 Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambria Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Global'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 Global '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 Global'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 Global.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Cambria Global on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Cambria Global Value or generate 0.0% return on investment in Cambria Global over 90 days. Cambria Global is related to or competes with VictoryShares Small, Invesco FTSE, CoreCommodity Natural, JPMorgan Diversified, JPMorgan Diversified, Invesco International, and American Century. The fund is actively managed and seeks to achieve its investment objective by investing, under normal market conditions,... More
Cambria Global 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 Global'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 Global Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5809 | |||
| Information Ratio | 0.2676 | |||
| Maximum Drawdown | 2.43 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.28 |
Cambria Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambria Global's standard deviation. In reality, there are many statistical measures that can use Cambria Global historical prices to predict the future Cambria Global's volatility.| Risk Adjusted Performance | 0.2854 | |||
| Jensen Alpha | 0.2006 | |||
| Total Risk Alpha | 0.178 | |||
| Sortino Ratio | 0.29 | |||
| Treynor Ratio | 0.4464 |
Cambria Global January 24, 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 | 0.2854 | |||
| Market Risk Adjusted Performance | 0.4564 | |||
| Mean Deviation | 0.5019 | |||
| Semi Deviation | 0.0601 | |||
| Downside Deviation | 0.5809 | |||
| Coefficient Of Variation | 255.06 | |||
| Standard Deviation | 0.6295 | |||
| Variance | 0.3963 | |||
| Information Ratio | 0.2676 | |||
| Jensen Alpha | 0.2006 | |||
| Total Risk Alpha | 0.178 | |||
| Sortino Ratio | 0.29 | |||
| Treynor Ratio | 0.4464 | |||
| Maximum Drawdown | 2.43 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.28 | |||
| Downside Variance | 0.3374 | |||
| Semi Variance | 0.0036 | |||
| Expected Short fall | (0.61) | |||
| Skewness | (0.11) | |||
| Kurtosis | (0.57) |
Cambria Global Value Backtested Returns
Cambria Global appears to be very steady, given 3 months investment horizon. Cambria Global Value secures Sharpe Ratio (or Efficiency) of 0.39, which signifies that the etf had a 0.39 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cambria Global Value, which you can use to evaluate the volatility of the entity. Please makes use of Cambria Global's Risk Adjusted Performance of 0.2854, mean deviation of 0.5019, and Downside Deviation of 0.5809 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambria Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Global is expected to be smaller as well.
Auto-correlation | 0.69 |
Good predictability
Cambria Global Value has good predictability. Overlapping area represents the amount of predictability between Cambria Global time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 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 Global Value price movement. The serial correlation of 0.69 indicates that around 69.0% of current Cambria Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 1.23 |
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Cambria Global 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.