Cambiar International Equity Fund Market Value
| CAMYX Fund | USD 28.47 0.52 1.86% |
| Symbol | Cambiar |
Cambiar International '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 International'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 International.
| 02/14/2025 |
| 03/16/2025 |
If you would invest 0.00 in Cambiar International on February 14, 2025 and sell it all today you would earn a total of 0.00 from holding Cambiar International Equity or generate 0.0% return on investment in Cambiar International over 30 days. Cambiar International is related to or competes with Congress Mid, Brandes International, Johcm International, Causeway Emerging, and Harding Loevner. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity ... More
Cambiar International 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 International'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 International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | 0.2847 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.29 |
Cambiar International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambiar International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambiar International's standard deviation. In reality, there are many statistical measures that can use Cambiar International historical prices to predict the future Cambiar International's volatility.| Risk Adjusted Performance | 0.1406 | |||
| Jensen Alpha | 0.1392 | |||
| Total Risk Alpha | 0.2228 | |||
| Sortino Ratio | 0.2301 | |||
| Treynor Ratio | 0.7458 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cambiar International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Cambiar International Backtested Returns
At this stage we consider Cambiar Mutual Fund to be very steady. Cambiar International secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Cambiar International Equity, which you can use to evaluate the volatility of the entity. Please confirm Cambiar International's Mean Deviation of 0.5763, risk adjusted performance of 0.1406, and Downside Deviation of 1.0 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cambiar International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambiar International is expected to be smaller as well.
Auto-correlation | 0.17 |
Very weak predictability
Cambiar International Equity has very weak predictability. Overlapping area represents the amount of predictability between Cambiar International time series from 14th of February 2025 to 1st of March 2025 and 1st of March 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 International price movement. The serial correlation of 0.17 indicates that over 17.0% of current Cambiar International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Cambiar International lagged returns against current returns
Autocorrelation, which is Cambiar International 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 International's mutual fund expected returns. We can calculate the autocorrelation of Cambiar International returns to help us make a trade decision. For example, suppose you find that Cambiar International 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 International 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 International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambiar International 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 International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cambiar International Lagged Returns
When evaluating Cambiar International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambiar International mutual fund have on its future price. Cambiar International 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 International autocorrelation shows the relationship between Cambiar International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cambiar International Equity.
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 International 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 International security.
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