(GVAL) Cambria Global Value - Ratings and Ratios
Equity, Common Stock, Depositary Receipts, Value Stocks
| Risk via 10d forecast | |
|---|---|
| Volatility | 14.4% |
| Value at Risk 5%th | 23.4% |
| Reward | |
|---|---|
| Sharpe Ratio | 1.74 |
| Alpha Jensen | 29.93 |
| Character | |
|---|---|
| Hurst Exponent | 0.444 |
| Beta | 0.860 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.72% |
| Mean DD | 3.06% |
Description: GVAL Cambria Global Value October 28, 2025
The Cambria Global Value ETF (BATS:GVAL) is an actively managed fund that allocates at least 80% of its assets to equity securities-common stock and depositary receipts-of publicly listed companies in both developed and emerging markets that display strong value characteristics. Cambria Investment Management employs a proprietary, rules-based quantitative algorithm to select holdings, aiming to capture undervalued opportunities across small- and mid-cap foreign equities.
Key metrics as of the latest filing: an expense ratio of 0.55%, total assets of roughly $350 million, and a top-10 holding concentration of about 25%, with a sector tilt toward financials and industrials. The fund’s performance is sensitive to macro-economic drivers such as global interest-rate trends and emerging-market growth rates, which tend to influence the valuation gaps the strategy seeks to exploit.
For a deeper quantitative perspective on GVAL’s risk-adjusted returns and factor exposures, consider reviewing the analytics available on ValueRay.
GVAL ETF Overview
| Market Cap in USD | 353m |
| Category | Foreign Small/Mid Value |
| TER | 0.68% |
| IPO / Inception | 2014-03-11 |
| Return 12m vs S&P 500 | 27.8% |
| Analyst Rating | - |
GVAL Dividends
| Dividend Yield | 2.16% |
| Yield on Cost 5y | 4.46% |
| Yield CAGR 5y | 24.96% |
| Payout Consistency | 91.2% |
| Payout Ratio | - |
GVAL Growth Ratios
| CAGR | 23.67% |
| CAGR/Max DD Calmar Ratio | 1.51 |
| CAGR/Mean DD Pain Ratio | 7.73 |
| Current Volume | 139.3k |
| Average Volume | 92.1k |
What is the price of GVAL shares?
Over the past week, the price has changed by +3.91%, over one month by +7.37%, over three months by +9.38% and over the past year by +47.54%.
Is Cambria Global Value a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of GVAL is around 34.60 USD . This means that GVAL is currently undervalued and has a potential upside of +11.79% (Margin of Safety).
Is GVAL a buy, sell or hold?
What are the forecasts/targets for the GVAL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 38.8 | 25.4% |
GVAL Fundamental Data Overview November 04, 2025
Beta = 0.86
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 353.4m USD (353.4m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 353.4m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 353.4m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.18% (E(353.4m)/V(353.4m) * Re(9.18%) + (debt-free company))
Discount Rate = 9.18% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for GVAL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle