Cambria Tail Risk Etf Price History
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 Risk Adjusted Performance of (0.15), standard deviation of 0.6188, and Mean Deviation of 0.4398 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
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
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Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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 Etf Price History Chart
There are several ways to analyze Cambria Tail Risk Etf price data. The simplest method is using a basic Cambria candlestick price chart, which shows Cambria Tail price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | October 1, 2024 | 12.17 |
Lowest Price | November 12, 2024 | 11.26 |
Cambria Tail December 17, 2024 Etf Price Synopsis
Various analyses of Cambria Tail's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell Cambria Etf. It can be used to describe the percentage change in the price of Cambria Tail from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of Cambria Etf.Cambria Tail Price Rate Of Daily Change | 1.00 | |
Cambria Tail Accumulation Distribution | 499.05 | |
Cambria Tail Price Daily Balance Of Power | 1.67 | |
Cambria Tail Price Action Indicator | 0.03 |
Cambria Tail December 17, 2024 Etf Price Analysis
Cambria Etf Price History Data
The price series of Cambria Tail for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 has a statistical range of 0.97 with a coefficient of variation of 2.69. The price distribution for the period has arithmetic mean of 11.65. The median price for the last 90 days is 11.63. The company had dividends distributed to its stock-holders on 26th of March 2020.Open | High | Low | Close | Volume | ||
12/17/2024 | 11.29 | 11.32 | 11.29 | 11.31 | 188,310 | |
12/16/2024 | 11.28 | 11.32 | 11.26 | 11.26 | 79,310 | |
12/13/2024 | 11.31 | 11.32 | 11.29 | 11.29 | 19,883 | |
12/12/2024 | 11.35 | 11.36 | 11.33 | 11.36 | 17,057 | |
12/11/2024 | 11.38 | 11.38 | 11.35 | 11.35 | 21,400 | |
12/10/2024 | 11.38 | 11.41 | 11.36 | 11.40 | 42,763 | |
12/09/2024 | 11.39 | 11.41 | 11.38 | 11.41 | 49,200 | |
12/06/2024 | 11.38 | 11.40 | 11.37 | 11.38 | 96,443 | |
12/05/2024 | 11.33 | 11.38 | 11.32 | 11.37 | 47,300 | |
12/04/2024 | 11.30 | 11.37 | 11.30 | 11.35 | 35,438 | |
12/03/2024 | 11.37 | 11.38 | 11.34 | 11.34 | 78,751 | |
12/02/2024 | 11.37 | 11.38 | 11.33 | 11.37 | 51,774 | |
11/29/2024 | 11.40 | 11.40 | 11.37 | 11.39 | 4,837 | |
11/27/2024 | 11.35 | 11.42 | 11.35 | 11.36 | 16,400 | |
11/26/2024 | 11.33 | 11.34 | 11.30 | 11.30 | 17,780 | |
11/25/2024 | 11.32 | 11.39 | 11.32 | 11.39 | 29,872 | |
11/22/2024 | 11.33 | 11.33 | 11.30 | 11.30 | 33,893 | |
11/21/2024 | 11.35 | 11.42 | 11.33 | 11.36 | 47,681 | |
11/20/2024 | 11.33 | 11.42 | 11.33 | 11.37 | 5,100 | |
11/19/2024 | 11.41 | 11.44 | 11.33 | 11.33 | 41,295 | |
11/18/2024 | 11.33 | 11.38 | 11.29 | 11.31 | 127,303 | |
11/15/2024 | 11.27 | 11.40 | 11.26 | 11.35 | 41,000 | |
11/14/2024 | 11.29 | 11.31 | 11.27 | 11.29 | 53,354 | |
11/13/2024 | 11.31 | 11.31 | 11.22 | 11.26 | 106,511 | |
11/12/2024 | 11.29 | 11.30 | 11.24 | 11.26 | 18,700 | |
11/11/2024 | 11.31 | 11.32 | 11.30 | 11.31 | 84,900 | |
11/08/2024 | 11.39 | 11.40 | 11.34 | 11.40 | 40,779 | |
11/07/2024 | 11.31 | 11.39 | 11.31 | 11.39 | 406,929 | |
11/06/2024 | 11.31 | 11.35 | 11.20 | 11.30 | 1,271,745 | |
11/05/2024 | 11.66 | 11.66 | 11.55 | 11.63 | 39,491 | |
11/04/2024 | 11.69 | 11.72 | 11.65 | 11.68 | 25,400 | |
11/01/2024 | 11.72 | 11.72 | 11.61 | 11.65 | 23,821 | |
10/31/2024 | 11.61 | 11.74 | 11.61 | 11.71 | 62,791 | |
10/30/2024 | 11.62 | 11.65 | 11.56 | 11.60 | 60,800 | |
10/29/2024 | 11.59 | 11.59 | 11.51 | 11.57 | 54,182 | |
10/28/2024 | 11.62 | 11.63 | 11.57 | 11.62 | 148,619 | |
10/25/2024 | 11.65 | 11.70 | 11.60 | 11.68 | 329,016 | |
10/24/2024 | 11.62 | 11.70 | 11.62 | 11.68 | 64,428 | |
10/23/2024 | 11.57 | 11.69 | 11.57 | 11.65 | 30,503 | |
10/22/2024 | 11.65 | 11.68 | 11.58 | 11.58 | 82,388 | |
10/21/2024 | 11.65 | 11.80 | 11.60 | 11.60 | 1,056,732 | |
10/18/2024 | 11.70 | 11.75 | 11.68 | 11.71 | 171,803 | |
10/17/2024 | 11.70 | 11.78 | 11.68 | 11.70 | 106,836 | |
10/16/2024 | 11.82 | 11.84 | 11.78 | 11.79 | 89,900 | |
10/15/2024 | 11.72 | 11.84 | 11.72 | 11.84 | 23,420 | |
10/14/2024 | 11.71 | 11.78 | 11.66 | 11.67 | 72,810 | |
10/11/2024 | 11.83 | 11.83 | 11.76 | 11.77 | 74,809 | |
10/10/2024 | 11.82 | 11.82 | 11.77 | 11.80 | 218,258 | |
10/09/2024 | 11.89 | 11.89 | 11.80 | 11.84 | 21,400 | |
10/08/2024 | 11.87 | 11.92 | 11.86 | 11.92 | 34,685 | |
10/07/2024 | 11.96 | 11.96 | 11.87 | 11.96 | 21,900 | |
10/04/2024 | 11.99 | 12.01 | 11.88 | 11.89 | 55,249 | |
10/03/2024 | 12.10 | 12.14 | 12.06 | 12.07 | 27,600 | |
10/02/2024 | 12.13 | 12.14 | 12.09 | 12.09 | 27,312 | |
10/01/2024 | 12.10 | 12.20 | 12.10 | 12.17 | 47,800 | |
09/30/2024 | 12.12 | 12.12 | 12.02 | 12.05 | 53,332 | |
09/27/2024 | 12.00 | 12.09 | 12.00 | 12.06 | 23,578 | |
09/26/2024 | 12.07 | 12.07 | 12.00 | 12.05 | 28,042 | |
09/25/2024 | 12.06 | 12.07 | 12.02 | 12.04 | 18,774 | |
09/24/2024 | 12.01 | 12.14 | 12.01 | 12.04 | 237,542 | |
09/23/2024 | 12.05 | 12.11 | 12.03 | 12.07 | 28,053 |
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.
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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 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
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 Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
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.