Cambria Etf Analysis

GMOM
 Etf
  

USD 28.96  0.05  0.17%   

The new indifference towards the small price fluctuations of Cambria Global Momentum may raise some interest from stakeholders. The etf closed today at a share price of 28.96 on 32,670 in trading volume. The ETF money managers did not add any value to Cambria Global investors in November. However, most investors can still diversify their portfolios with Cambria Global Momentum to hedge their inherited risk against high-volatility market scenarios. The etf standard deviation of daily returns for 90 days investing horizon is currently 0.47. The very small Etf volatility is a good signal to stakeholders with longer-term investment horizons.
Please check Risk vs Return Analysis.
  
The Cambria Global etf analysis report makes it easy to digest most publicly released information about Cambria Global and get updates on important government artifacts, including earning estimates, SEC corporate filings, and announcements. Cambria Etf analysis module also helps to analyze the Cambria Global price relationship with some important fundamental indicators such as market cap and management efficiency.

Cambria Etf Analysis Notes

Cambria Global is is formed as Regulated Investment Company in the United States. ETF is managed and operated by SEI Investments Global Funds Services. The fund has 14 constituents with avarage daily trading value of 32.2 K. The fund charges 0.59 percent management fee with total expences of 0.96 percent of total asset. The fund last dividend was 0.062 per share. 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. Cambria Global is traded on BATS Exchange in the United States. To learn more about Cambria Global Momentum call the company at NA.

Management Efficiency

Cambria Global management efficiency ratios could be used to measure how well the company manages its routine affairs as well as how well it operates its assets and liabilities.

Top Etf Constituents

Information
Ratio
Value
At Risk
MXIIShares Global Materials 0.06 (2.84) 
TAILCambria Tail Risk(0.17) (1.96) 
HYEMVanEck Emerging Markets(0.05) (1.04) 
MBBIShares MBS ETF(0.17) (1.00) 
VBVanguard Small-Cap Index(0.0168) (2.53) 
REZIShares Residential And(0.12) (2.82) 
EXIIShares Global Industrials 0.0389 (1.92) 
VOVanguard Mid-Cap Index(0.0189) (2.71) 
VBRVanguard Small-Cap Value 0.0008 (2.14) 
RINGIShares MSCI Global 0.09 (3.76) 
DBEInvesco DB Energy(0.1) (3.37) 
DBBInvesco DB Base(0.0086) (2.44) 
SPIPSPDR Portfolio TIPS(0.20) (1.13) 
IEFIShares 7-10 Year(0.18) (1.05) 
LQDIShares IBoxx Investment(0.09) (1.37) 
BNDXVanguard Total International(0.20) (0.67) 
SCHPSchwab US TIPS(0.21) (1.08) 
PCYInvesco Emerging Markets(0.0022) (2.06) 
BLVVanguard Long-Term Bond(0.09) (1.98) 
VCSHVanguard Short-Term Corporate(0.34) (0.42) 

Institutional Etf Holders for Cambria Global

Have you ever been surprised when a price of an equity instrument such as Cambria Global is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Cambria Global Momentum backward and forwards among themselves. Cambria Global's institutional investor refers to the entity that pools money to purchase Cambria Global's securities or originate loans. Institutional investors include commercial and private banks, credit unions, insurance companies, pension funds, hedge funds, endowments, and mutual funds. Operating companies that invest excess capital in these types of assets may also be included in the term and may influence corporate governance by exercising voting rights in their investments.
Note, although Cambria Global's institutional investors appear to be way more sophisticated than retail investors, it remains unclear if professional active investment managers can reliably enhance risk-adjusted returns by an amount that exceeds fees and expenses.

Technical Drivers

As of the 5th of December, Cambria Global shows the mean deviation of 0.3717, and Risk Adjusted Performance of (0.06). Cambria Global Momentum technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices. Put another way, you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum, or the prices will eventually revert. We were able to break down and interpolate data for nineteen technical drivers for Cambria Global Momentum, which can be compared to its rivals. Please confirm Cambria Global Momentum coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to decide if Cambria Global Momentum is priced correctly, providing market reflects its regular price of 28.96 per share.

Cambria Global Momentum Price Movement Analysis

Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Weighted Moving Average calculates a weight for each value in Cambria Global price series with the more recent values given greater weights.
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Cambria Global Technical and Predictive Indicators

Cambria Global 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 market movement and maximize returns from investment trading.

About Cambria Etf Analysis

Etf analysis is the technique used by a trader or investor to examine and evaluate how Cambria Global prices is reacting to, or reflecting on a current market direction and economic conditions. It can be used to make informed decisions about market timing, and when buying or selling Cambria shares will generate the highest return on investment. We also built our etf analysis module to help investors to gain an insight into the world economy as a whole, the stock market, thematic ideas, a specific sector, or an individual Etf such as Cambria Global. By using and applying Cambria Etf analysis, traders can create a robust methodology for identifying Cambria entry and exit points for their positions.
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. Cambria Global is traded on BATS Exchange in the United States.

Be your own money manager

As an investor, your ultimate goal is to build wealth. Optimizing your investment portfolio is an essential element in this goal. Using our etf analysis tools, you can find out how much better you can do when adding Cambria Global to your portfolios without increasing risk or reducing expected return.

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Please check Risk vs Return Analysis. You can also try Money Managers module to screen money managers from public funds and ETFs managed around the world.

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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.