Cambria Etf Probability of Future Etf Price Finishing Over 28.22

GMOM
 Etf
  

USD 28.22  0.13  0.46%   

Cambria Global's future price is the expected price of Cambria Global instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Cambria Global Momentum performance during a given time horizon utilizing its historical volatility.
  
Please check Cambria Global Backtesting, Portfolio Optimization, Cambria Global Correlation, Cambria Global Hype Analysis, Cambria Global Volatility, Cambria Global History as well as Cambria Global Performance. Please specify Cambria Global time horizon, a valid symbol (red box) and a target price (blue box) you would like Cambria Global odds to be computed.

Cambria Global Target Price Odds to finish over 28.22

The tendency of Cambria Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 28.22 90 days 28.22 
about 98.0
Based on a normal probability distribution, the odds of Cambria Global to move above the current price in 90 days from now is about 98.0 (This Cambria Global Momentum probability density function shows the probability of Cambria 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 0.0902. 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.
   Cambria Global Price Density   
       Price  

Predictive Modules for Cambria Global

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Cambria Global Momentum. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Cambria Global'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. Please use the tools below to analyze the current value of Cambria Global in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
27.4528.2228.99
Details
Intrinsic
Valuation
LowReal ValueHigh
27.6428.4129.18
Details
Naive
Forecast
LowNext ValueHigh
27.4128.1828.95
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
27.8128.8629.90
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Cambria Global. Your research has to be compared to or analyzed against Cambria Global's peers to derive any actionable benefits. When done correctly, Cambria Global's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Cambria Global Momentum.

Cambria Global Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Cambria Global is not an exception. The market had few large corrections towards the Cambria Global's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Cambria Global Momentum, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Cambria Global within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.09
β
Beta against DOW0.09
σ
Overall volatility
0.45
Ir
Information ratio -0.04

Cambria Global Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Cambria Global for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Cambria Global Momentum can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Cambria Global generated a negative expected return over the last 90 days

Cambria Global Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Cambria Etf often depends not only on the future outlook of the current and potential Cambria Global's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Cambria Global's indicators that are reflective of the short sentiment are summarized in the table below.
Average Daily Volume Last 10 Day182.83k
Average Daily Volume In Three Month62.07k

Cambria Global Technical Analysis

Cambria Global's future price can be derived by breaking down and analyzing its technical indicators over time. Cambria Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Cambria Global Momentum. In general, you should focus on analyzing Cambria Etf price patterns and their correlations with different microeconomic environments and drivers.

Cambria Global Predictive Forecast Models

Cambria Global time-series forecasting models is one of many Cambria Global's etf analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary Cambria Global's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.

Things to note about Cambria Global Momentum

Checking the ongoing alerts about Cambria Global for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Cambria Global Momentum help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Cambria Global generated a negative expected return over the last 90 days
Please check Cambria Global Backtesting, Portfolio Optimization, Cambria Global Correlation, Cambria Global Hype Analysis, Cambria Global Volatility, Cambria Global History as well as Cambria Global Performance. You can also try Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

Complementary Tools for analysis

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.