Cambria Value And Etf Performance
| VAMO Etf | USD 30.02 0.89 3.06% |
The etf shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cambria Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Value is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Value and are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy primary indicators, Cambria Value is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | 0.16 |
Cambria |
Cambria Value Relative Risk vs. Return Landscape
If you would invest 2,942 in Cambria Value and on December 22, 2024 and sell it today you would earn a total of 60.00 from holding Cambria Value and or generate 2.04% return on investment over 90 days. Cambria Value and is currently generating 0.0368% in daily expected returns and assumes 0.796% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Cambria, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Cambria Value Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Value's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cambria Value and, and traders can use it to determine the average amount a Cambria Value's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0462
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| Negative Returns | VAMO |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Cambria Value is performing at about 3% of its full potential. 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 Value by adding it to a well-diversified portfolio.
Cambria Value Fundamentals Growth
Cambria Etf prices reflect investors' perceptions of the future prospects and financial health of Cambria Value, and Cambria Value fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Cambria Etf performance.
| Price To Earning | 17.06 X | |||
| Price To Book | 1.70 X | |||
| Price To Sales | 0.67 X | |||
| Total Asset | 82.85 M | |||
About Cambria Value Performance
By examining Cambria Value's fundamental ratios, stakeholders can obtain critical insights into Cambria Value's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Cambria Value is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund will seek to achieve its investment objective by investing, under normal market conditions, at least 80 percent of the value of the funds net assets in U.S. exchange-listed equity securities. Cambria Value is traded on BATS Exchange in the United States.