Cambria Etf Profile

GMOM
 Etf
  

USD 27.90  0.25  0.89%   

Market Performance
0 of 100
Odds Of Distress
Less than 15
Cambria Global is selling for 27.90 as of the 26th of September 2022. This is a -0.89 percent decrease since the beginning of the trading day. The etf's lowest day price was 27.89. Cambria Global has less than a 15 % chance of experiencing some financial distress in the next two years of operation, but has generated negative returns over the last 90 days. Equity ratings for Cambria Global Momentum are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 3rd of February 2021 and ending today, the 26th of September 2022. Click here to learn more.
The fund is considered a fund of funds that seeks to achieve its investment objective by primarily investing in other exchange-traded funds and other exchange traded products including, but not limited to, exchange-traded notes, exchange traded currency trusts, closed-end funds, and real estate investment trusts that offer diversified exposure, including inverse exposure, to global regions, countries, styles and sectors. More on Cambria Global Momentum

Moving together with Cambria Global

+0.7HPQHp Inc Fiscal Year End 22nd of November 2022 PairCorr

Cambria Global Etf Highlights

Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. Cambria Global's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding Cambria Global or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
Cambria Global generated a negative expected return over the last 90 days
Macroaxis Advice
Unlike general analyst consensus, Macroaxis buy hold or sell recommendation is provided in the context of your current investment horizon and risk tolerance. The advice algorithm takes into account all of Cambria Global's available fundamental, technical, and predictive indicators. Your current horizon is 90 days - details
Cautious HoldFairly Valued
IssuerCambria
Inception Date2014-11-03
BenchmarkNot Applicable
Entity TypeRegulated Investment Company
Asset Under Management167.16 Million
Average Trading Valume95,898
Asset TypeMulti Asset
CategoryAsset Allocation
FocusTarget Outcome
Market ConcentrationBlended Development
RegionGlobal
AdministratorSEI Investments Global Funds Services
AdvisorCambria Investment Management, L.P.
CustodianBrown Brothers Harriman & Co.
DistributorSEI Investments Distribution Co.
Portfolio ManagerMebane T. Faber, Eric W. Richardson
Transfer AgentBrown Brothers Harriman & Co.
Fiscal Year End31-Oct
ExchangeCboe BZX Exchange, Inc.
Number of Constituents12.0
Market MakerVirtu Financial
Total Expense0.96
Management Fee0.59
Nav Price29.51
Two Hundred Day Average30.56
Ytd-1.44%
Average Daily Volume In Three Month62.07k
Fifty Two Week Low28.15
As Of Date22nd of July 2022
Average Daily Volume Last 10 Day182.83k
Fifty Two Week High33.68
One Month-2.94%
Fifty Day Average29.15
Three Month-9.55%
Beta In Three Year0.66
Cambria Global Momentum [GMOM] is traded in USA and was established 2014-11-03. The fund is listed under World Allocation category and is part of CAMBRIA ETF TRUST family. Cambria Global Momentum currently have 98.67 M in assets under management (AUM). , while the total return for the last 3 years was 7.34%.
Check Cambria Global Probability Of Bankruptcy

Sector Allocation (%)

Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Cambria Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Cambria Etf, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as Cambria Global Momentum Etf, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.

Top Cambria Global Momentum Constituents

Cambria Global Target Price Odds Analysis

Based on a normal probability distribution, the odds of Cambria Global jumping above the current price in 90 days from now is close to 99%. The Cambria Global Momentum probability density function shows the probability of Cambria Global etf to fall within a particular range of prices over 90 days. Given the investment horizon of 90 days Cambria Global has a beta of 0.0781. This usually indicates as returns on the market go up, Cambria Global average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Cambria Global Momentum will be expected to be much smaller as well. Additionally, the company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Cambria Global Momentum is significantly underperforming DOW.
  Odds Below 27.9HorizonTargetOdds Above 27.9
0.10%90 days
 27.90 
99.89%
Based on a normal probability distribution, the odds of Cambria Global to move above the current price in 90 days from now is close to 99 (This Cambria Global Momentum probability density function shows the probability of Cambria Etf to fall within a particular range of prices over 90 days) .

Cambria Global Top Holders

Cambria Global Momentum Risk Profiles

Investors will always prefer to have the highest possible return on investment while minimizing volatility. Cambria Global market risk premium is the additional return an investor will receive from holding Cambria Global long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Cambria Global. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although Cambria Global's alpha and beta are two of the key measurements used to evaluate Cambria Global's performance over the market, the standard measures of volatility play an important role as well.

Cambria Global Momentum Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Cambria Global Momentum Inverse Tangent Over Price Movement function is an inverse trigonometric method to describe Cambria Global price patterns.
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Cambria Global Against Markets

Picking the right benchmark for Cambria Global etf is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in Cambria Global etf price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for Cambria Global is critical whether you are bullish or bearish towards Cambria Global Momentum at a given time.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Cambria Global without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Invested in Cambria Global Momentum?

The danger of trading Cambria Global Momentum is mainly related to its market volatility and ETF specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of Cambria Global is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than Cambria Global. The Shape ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile Cambria Global Momentum is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
Please check Risk vs Return Analysis. You can also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

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When running Cambria Global Momentum price analysis, check to measure Cambria Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cambria Global is operating at the current time. Most of Cambria Global's value examination focuses on studying past and present price action to predict the probability of Cambria Global's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Cambria Global's price. Additionally, you may evaluate how the addition of Cambria Global to your portfolios can decrease your overall portfolio volatility.
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The market value of Cambria Global Momentum 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 Global's value that differs from its market value or its book value, called intrinsic value, which is Cambria Global'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 Global's market value can be influenced by many factors that don't directly affect Cambria Global'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 Global's value and its price as these two are different measures arrived at by different means. Investors typically determine Cambria Global value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Global'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.