Cambria Etf Performance
The etf shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Cambria are completely uncorrelated.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Cambria has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Cambria is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -1.67 |
Cambria |
Cambria Relative Risk vs. Return Landscape
If you would invest (100.00) in Cambria on December 9, 2024 and sell it today you would earn a total of 100.00 from holding Cambria or generate -100.0% return on investment over 90 days. Cambria is currently does not generate positive expected returns and assumes 0.0% risk (volatility on return distribution) over the 90 days horizon. In different words, 0% of etfs are less volatile than Cambria, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Cambria Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cambria, and traders can use it to determine the average amount a Cambria'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 = 0.0
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Based on monthly moving average Cambria is not performing at its full potential. However, 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 by adding Cambria to a well-diversified portfolio.
Cambria Fundamentals Growth
Cambria Etf prices reflect investors' perceptions of the future prospects and financial health of Cambria, and Cambria 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.
| Total Asset | 19.19 M | |||
| Cambria is not yet fully synchronised with the market data | |
| Cambria has some characteristics of a very speculative penny stock | |
| Cambria created five year return of -6.0% | |
| This fund maintains about 83.98% of its assets in bonds |
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in real. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Other Tools for Cambria Etf
When running Cambria's price analysis, check to measure Cambria's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cambria is operating at the current time. Most of Cambria's value examination focuses on studying past and present price action to predict the probability of Cambria's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cambria's price. Additionally, you may evaluate how the addition of Cambria to your portfolios can decrease your overall portfolio volatility.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |