Cambiar Smid Fund Market Value
| CAMMX Fund | USD 21.93 0.42 1.95% |
| Symbol | Cambiar |
Cambiar Smid '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 Cambiar Smid's mutual fund 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 Cambiar Smid.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Cambiar Smid on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Cambiar Smid Fund or generate 0.0% return on investment in Cambiar Smid over 90 days. Cambiar Smid is related to or competes with Us Government, Wesmark Government, Nationwide Government, Columbia, Davis Government, and Great-west. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in common ... More
Cambiar Smid 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 Cambiar Smid's mutual fund 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 Cambiar Smid Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.39 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.57 |
Cambiar Smid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambiar Smid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambiar Smid's standard deviation. In reality, there are many statistical measures that can use Cambiar Smid historical prices to predict the future Cambiar Smid's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.29) |
Cambiar Smid Backtested Returns
Cambiar Smid secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the fund had a -0.14 % return per unit of risk over the last 3 months. Cambiar Smid Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cambiar Smid's Risk Adjusted Performance of (0.13), standard deviation of 1.21, and Mean Deviation of 0.7939 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambiar Smid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambiar Smid is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Cambiar Smid Fund has very weak reverse predictability. Overlapping area represents the amount of predictability between Cambiar Smid time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cambiar Smid price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Cambiar Smid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Cambiar Smid lagged returns against current returns
Autocorrelation, which is Cambiar Smid mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Cambiar Smid's mutual fund expected returns. We can calculate the autocorrelation of Cambiar Smid returns to help us make a trade decision. For example, suppose you find that Cambiar Smid has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Cambiar Smid regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Cambiar Smid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambiar Smid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cambiar Smid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cambiar Smid Lagged Returns
When evaluating Cambiar Smid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambiar Smid mutual fund have on its future price. Cambiar Smid autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Cambiar Smid autocorrelation shows the relationship between Cambiar Smid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cambiar Smid Fund.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Cambiar Mutual Fund
Cambiar Smid financial ratios help investors to determine whether Cambiar Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Cambiar with respect to the benefits of owning Cambiar Smid security.
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