Campbell Systematic Macro Fund Probability of Future Mutual Fund Price Finishing Over 11.44
| EBSAX Fund | USD 9.58 0.02 0.21% |
Campbell |
Campbell Systematic Target Price Odds to finish over 11.44
The tendency of Campbell Mutual Fund 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 Price | Horizon | Target Price | Odds to move over $ 11.44 or more in 90 days |
| 9.58 | 90 days | 11.44 | close to zero percent |
Based on a normal probability distribution, the odds of Campbell Systematic to move over $ 11.44 or more in 90 days from now is close to zero percent (This Campbell Systematic Macro probability density function shows the probability of Campbell Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Campbell Systematic Macro price to stay between its current price of $ 9.58 and $ 11.44 at the end of the 90-day period is about 15.87 .
Assuming the 90 days horizon Campbell Systematic Macro has a beta of -0.0866 suggesting as returns on the benchmark increase, returns on holding Campbell Systematic are expected to decrease at a much lower rate. During a bear market, however, Campbell Systematic Macro is likely to outperform the market. Additionally Campbell Systematic Macro has an alpha of 0.0082, implying that it can generate a 0.008154 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Campbell Systematic Price Density |
| Price |
Predictive Modules for Campbell Systematic
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Campbell Systematic Macro. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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.Campbell Systematic Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Campbell Systematic is not an exception. The market had few large corrections towards the Campbell Systematic'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 Campbell Systematic Macro, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Campbell Systematic within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.09 | |
σ | Overall volatility | 0.14 | |
Ir | Information ratio | -0.03 |
Campbell Systematic 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 Campbell Systematic for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Campbell Systematic Macro can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains about 139.3% of its assets under management (AUM) in cash |
Campbell Systematic 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 Campbell Mutual Fund often depends not only on the future outlook of the current and potential Campbell Systematic'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. Campbell Systematic's indicators that are reflective of the short sentiment are summarized in the table below.
Campbell Systematic Technical Analysis
Campbell Systematic's future price can be derived by breaking down and analyzing its technical indicators over time. Campbell Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Campbell Systematic Macro. In general, you should focus on analyzing Campbell Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Campbell Systematic Predictive Forecast Models
Campbell Systematic's time-series forecasting models is one of many Campbell Systematic's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are 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. This non-stationary Campbell Systematic'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 mutual fund market movement and maximize returns from investment trading.
Things to note about Campbell Systematic Macro
Checking the ongoing alerts about Campbell Systematic for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Campbell Systematic Macro help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund retains about 139.3% of its assets under management (AUM) in cash |
Other Information on Investing in Campbell Mutual Fund
Campbell Systematic financial ratios help investors to determine whether Campbell Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Campbell with respect to the benefits of owning Campbell Systematic security.
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