Cambria Etf Alpha and Beta Analysis

GMOM
 Etf
  

USD 28.33  0.11  0.39%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cambria Global Momentum. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cambria Global over a specified time horizon. Remember, high Cambria Global's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Cambria Global Backtesting, Portfolio Optimization, Cambria Global Correlation, Cambria Global Hype Analysis, Cambria Global Volatility, Cambria Global History and analyze Cambria Global Performance.
  
Please note that although Cambria Global alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Cambria Global did 0.07  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Cambria Global Momentum etf's relative risk over its benchmark. Cambria Global Momentum has a beta of 0.1  . Let's try to break down what Cambria's beta means in this case. As returns on the market increase, Cambria Global returns are expected to increase less than the market. However, during the bear market, the loss on holding Cambria Global will be expected to be smaller as well.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Cambria Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible 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. Alpha and beta are two of the key measurements used to evaluate Cambria Global's performance over market.
α-0.07   β0.1
90 days against DJI

Cambria Global expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Cambria Global's Buy-and-hold return. Our buy-and-hold chart shows how Cambria Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Cambria Global Market Price Analysis

Market price analysis indicators help investors to evaluate how Cambria Global etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cambria Global shares will generate the highest return on investment. By understating and applying Cambria Global etf market price indicators, traders can identify Cambria Global position entry and exit signals to maximize returns.

Cambria Global Return and Market Media

The median price of Cambria Global for the period between Sun, Jul 3, 2022 and Sat, Oct 1, 2022 is 29.1 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 29.06, and mean deviation of 0.36. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Cambria Global Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Cambria or other etfs. Alpha measures the amount that position in Cambria Global Momentum has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Cambria Global in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Cambria Global's short interest history, or implied volatility extrapolated from Cambria Global options trading.

Build Portfolio with Cambria Global

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Cambria Global Backtesting, Portfolio Optimization, Cambria Global Correlation, Cambria Global Hype Analysis, Cambria Global Volatility, Cambria Global History and analyze Cambria Global Performance. You can also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

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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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Cambria Global 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.
A focus of Cambria Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Cambria Global trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...