Cambria Fixed Income Etf Market Value
| CFIT Etf | 24.72 0.01 0.04% |
| Symbol | Cambria |
The market value of Cambria Fixed Income 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 Fixed's value that differs from its market value or its book value, called intrinsic value, which is Cambria Fixed'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 Fixed's market value can be influenced by many factors that don't directly affect Cambria Fixed'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 Fixed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambria Fixed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Fixed'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.
Cambria Fixed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Cambria Fixed's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Cambria Fixed.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Cambria Fixed on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Cambria Fixed Income or generate 0.0% return on investment in Cambria Fixed over 90 days. Cambria Fixed is related to or competes with Columbia Diversified, Doubleline Etf, Virtus Newfleet, Vident Core, IDX Dynamic, and Two Roads. More
Cambria Fixed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Cambria Fixed's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Cambria Fixed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2374 | |||
| Information Ratio | (0.79) | |||
| Maximum Drawdown | 1.22 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.3736 |
Cambria Fixed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cambria Fixed's standard deviation. In reality, there are many statistical measures that can use Cambria Fixed historical prices to predict the future Cambria Fixed's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 0.0148 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.77) | |||
| Treynor Ratio | 0.5639 |
Cambria Fixed Income Backtested Returns
Currently, Cambria Fixed Income is very steady. Cambria Fixed Income secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the etf had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cambria Fixed Income, which you can use to evaluate the volatility of the entity. Please confirm Cambria Fixed's Risk Adjusted Performance of 0.0993, mean deviation of 0.1782, and Downside Deviation of 0.2374 to double-check if the risk estimate we provide is consistent with the expected return of 0.0332%. The etf shows a Beta (market volatility) of 0.0412, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cambria Fixed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Fixed is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
Cambria Fixed Income has good reverse predictability. Overlapping area represents the amount of predictability between Cambria Fixed time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cambria Fixed Income price movement. The serial correlation of -0.55 indicates that about 55.0% of current Cambria Fixed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Cambria Fixed Income lagged returns against current returns
Autocorrelation, which is Cambria Fixed etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Cambria Fixed's etf expected returns. We can calculate the autocorrelation of Cambria Fixed returns to help us make a trade decision. For example, suppose you find that Cambria Fixed has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Cambria Fixed regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Cambria Fixed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cambria Fixed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cambria Fixed etf over time.
Current vs Lagged Prices |
| Timeline |
Cambria Fixed Lagged Returns
When evaluating Cambria Fixed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cambria Fixed etf have on its future price. Cambria Fixed autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Cambria Fixed autocorrelation shows the relationship between Cambria Fixed etf current value and its past values and can show if there is a momentum factor associated with investing in Cambria Fixed Income.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Cambria Fixed Correlation, Cambria Fixed Volatility and Cambria Fixed Alpha and Beta module to complement your research on Cambria Fixed. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Cambria Fixed 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.