Cambiar International Equity Fund Market Value

CAMYX Fund  USD 27.82  0.16  0.58%   
Cambiar International's market value is the price at which a share of Cambiar International trades on a public exchange. It measures the collective expectations of Cambiar International Equity investors about its performance. Cambiar International is trading at 27.82 as of the 2nd of March 2025; that is 0.58 percent up since the beginning of the trading day. The fund's open price was 27.66.
With this module, you can estimate the performance of a buy and hold strategy of Cambiar International Equity and determine expected loss or profit from investing in Cambiar International over a given investment horizon. Check out Cambiar International Correlation, Cambiar International Volatility and Cambiar International Alpha and Beta module to complement your research on Cambiar International.
Symbol

Please note, there is a significant difference between Cambiar International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambiar International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambiar International'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.

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.
0.00
01/31/2025
No Change 0.00  0.0 
In 31 days
03/02/2025
0.00
If you would invest  0.00  in Cambiar International on January 31, 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.

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.
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.
Hype
Prediction
LowEstimatedHigh
27.1027.8228.54
Details
Intrinsic
Valuation
LowRealHigh
25.0429.7630.48
Details
Naive
Forecast
LowNextHigh
27.4728.1928.90
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
26.5827.4328.28
Details

Cambiar International Backtested Returns

At this stage we consider Cambiar Mutual Fund to be very steady. Cambiar International secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cambiar International Equity, which you can use to evaluate the volatility of the entity. Please confirm Cambiar International's Risk Adjusted Performance of 0.1195, mean deviation of 0.5315, and Downside Deviation of 0.8035 to double-check if the risk estimate we provide is consistent with the expected return of 0.0953%. The fund shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. 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

    
  0.06  

Virtually no predictability

Cambiar International Equity has virtually no predictability. Overlapping area represents the amount of predictability between Cambiar International time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 0.06 indicates that barely 6.0% of current Cambiar International price fluctuation can be explain by its past prices.
Correlation Coefficient0.06
Spearman Rank Test0.07
Residual Average0.0
Price Variance0.01

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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