Cambria Global Asset Etf Performance
| GAA Etf | USD 29.33 0.07 0.24% |
The etf shows a Beta (market volatility) of 0.35, 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
3 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Global Asset are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Cambria Global is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -0.12 |
Cambria |
Cambria Global Relative Risk vs. Return Landscape
If you would invest 2,886 in Cambria Global Asset on August 30, 2024 and sell it today you would earn a total of 47.00 from holding Cambria Global Asset or generate 1.63% return on investment over 90 days. Cambria Global Asset is generating 0.0272% of daily returns assuming volatility of 0.5635% on return distribution over 90 days investment horizon. In other words, 5% of etfs are less volatile than Cambria, and above 99% of all equities are expected to generate higher returns over the next 90 days. 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 Asset, 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 = 0.0483
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| Negative Returns | GAA |
Estimated Market Risk
| 0.56 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Cambria Global is performing at about 3% 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 | 14.38 X | |||
| Price To Book | 1.54 X | |||
| Price To Sales | 1.05 X | |||
| Total Asset | 40.27 M | |||
About Cambria Global Performance
By analyzing Cambria Global's fundamental ratios, stakeholders can gain valuable insights into Cambria Global's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Cambria Global has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Cambria Global has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Under normal market conditions, the fund invests at least 80 percent of its total assets in affiliated and unaffiliated exchange-traded funds and other exchange-traded products that provide exposure to various investment asset classes, including equity and fixed income securities, real estate, commodities, and currencies, and factors such as value, momentum, and trend investing. Cambria Global is traded on BATS Exchange in the United States.| The fund retains about 20.67% of its assets under management (AUM) in fixed income securities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Cambria Global Asset. 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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
The market value of Cambria Global Asset 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.