Cambria Tail Risk Etf Price on May 28, 2024
| TAIL Etf | USD 11.31 0.05 0.44% |
Below is the normalized historical share price chart for Cambria Tail Risk extending back to April 06, 2017. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Cambria Tail stands at 11.31, as last reported on the 17th of December 2024, with the highest price reaching 11.32 and the lowest price hitting 11.29 during the day.
If you're considering investing in Cambria Etf, it is important to understand the factors that can impact its price. Cambria Tail Risk secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the etf had a -0.18% return per unit of risk over the last 3 months. Cambria Tail Risk exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cambria Tail's Mean Deviation of 0.4398, standard deviation of 0.6188, and Risk Adjusted Performance of (0.15) to double-check the risk estimate we provide.
Cambria Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 8.99 | 200 Day MA 11.8454 | 1 y Volatility 6.93 | 50 Day MA 11.5164 | Inception Date 2017-04-05 |
Cambria |
Sharpe Ratio = -0.1759
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| Negative Returns | TAIL |
Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Cambria Tail 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 Tail by adding Cambria Tail to a well-diversified portfolio.
Average Mkt Cap Mil 344.7 K |
Cambria Tail Valuation on May 28, 2024
It is possible to determine the worth of Cambria Tail on a given historical date. On May 28, 2024 Cambria was worth 11.57 at the beginning of the trading date compared to the closed value of 11.5. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Cambria Tail etf. Still, in general, we apply an absolute valuation method to find Cambria Tail's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Cambria Tail where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Cambria Tail's related companies.
| Open | High | Low | Close | Volume | |
| 11.52 | 11.56 | 11.52 | 11.52 | 5,200 | |
05/28/2024 | 11.57 | 11.57 | 11.46 | 11.50 | 49,200 |
| 11.49 | 11.54 | 11.45 | 11.50 | 17,500 |
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Cambria Tail Trading Date Momentum on May 28, 2024
| On May 29 2024 Cambria Tail Risk was traded for 11.50 at the closing time. The top price for the day was 11.54 and the lowest listed price was 11.45 . The trading volume for the day was 17.5 K. The trading history from May 29, 2024 did not affect price variability. The overall trading delta against the current closing price is 0.43% . |
Cambria Tail Risk Fundamentals Correlations and Trends
By evaluating Cambria Tail's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Cambria Tail's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Cambria financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Cambria Tail Etf history
Cambria Tail investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Cambria is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Cambria Tail Risk will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Cambria Tail stock prices may prove useful in developing a viable investing in Cambria Tail
The fund is actively managed and seeks to achieve its investment objective by investing in cash and U.S. government bonds, and utilizing a put option strategy to manage the risk of a significant negative movement in the value of domestic equities. Cambria Tail is traded on BATS Exchange in the United States.
Cambria Tail Etf Technical Analysis
Cambria Tail 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.
Price Boundaries
Cambria Tail Period Price Range
Low | December 17, 2024
| High |
0.00 | 0.00 |
Cambria Tail Risk cannot be verified against its exchange. Please verify the symbol is currently traded on BATS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Cambria Tail December 17, 2024 Market Strength
Market strength indicators help investors to evaluate how Cambria Tail etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cambria Tail shares will generate the highest return on investment. By undertsting and applying Cambria Tail etf market strength indicators, traders can identify Cambria Tail Risk entry and exit signals to maximize returns
Cambria Tail Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Cambria Tail's price direction in advance. Along with the technical and fundamental analysis of Cambria Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Cambria to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.2493 |
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Cambria Tail Risk. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
The market value of Cambria Tail Risk 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 Tail's value that differs from its market value or its book value, called intrinsic value, which is Cambria Tail'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 Tail's market value can be influenced by many factors that don't directly affect Cambria Tail'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 Tail's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambria Tail is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Tail'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.