Cambria Global Value Etf Performance
| GVAL Etf | USD 23.17 0.21 0.91% |
The etf shows a Beta (market volatility) of 0.42, 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.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Global Value are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite quite unsteady basic indicators, Cambria Global may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
1 | On The My Stocks Page - Stock Traders Daily | 12/18/2024 |
2 | Trading With Integrated Risk Controls - Stock Traders Daily | 02/10/2025 |
| In Threey Sharp Ratio | 0.07 |
Cambria |
Cambria Global Relative Risk vs. Return Landscape
If you would invest 2,108 in Cambria Global Value on November 18, 2024 and sell it today you would earn a total of 209.00 from holding Cambria Global Value or generate 9.91% return on investment over 90 days. Cambria Global Value is currently generating 0.1581% in daily expected returns and assumes 0.7778% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Cambria, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Cambria Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cambria Global Value, and traders can use it to determine the average amount a Cambria Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2032
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Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 16 84% of assets perform better |
Based on monthly moving average Cambria Global is performing at about 16% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Cambria Global by adding it to a well-diversified portfolio.
Cambria Global Fundamentals Growth
Cambria Etf prices reflect investors' perceptions of the future prospects and financial health of Cambria Global, and Cambria Global fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Cambria Etf performance.
| Price To Earning | 11.01 X | |||
| Price To Book | 1.01 X | |||
| Price To Sales | 0.69 X | |||
| Total Asset | 85.66 M | |||
About Cambria Global Performance
By examining Cambria Global's fundamental ratios, stakeholders can obtain critical insights into Cambria Global's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Cambria Global is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund is actively managed and seeks to achieve its investment objective by investing, under normal market conditions, at least 80 percent of its total assets in equity securities, including common stock and depositary receipts, issued by publicly listed companies in developed and emerging markets that exhibit strong value characteristics. Cambria Global is traded on BATS Exchange in the United States.| Latest headline from news.google.com: Trading With Integrated Risk Controls - Stock Traders Daily | |
| The fund retains 98.78% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Cambria Global Value. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.