Campbell Systematic Macro Fund Price on December 12, 2024
| EBSAX Fund | USD 9.58 0.02 0.21% |
Below is the normalized historical share price chart for Campbell Systematic Macro extending back to March 01, 2013. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Campbell Systematic stands at 9.58, as last reported on the 28th of December, with the highest price reaching 9.58 and the lowest price hitting 9.58 during the day.
If you're considering investing in Campbell Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Campbell Mutual Fund to be very steady. Campbell Systematic Macro secures Sharpe Ratio (or Efficiency) of 0.0259, which signifies that the fund had a 0.0259% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Campbell Systematic Macro, which you can use to evaluate the volatility of the entity. Please confirm Campbell Systematic's Mean Deviation of 0.4667, risk adjusted performance of 0.0179, and Downside Deviation of 0.7276 to double-check if the risk estimate we provide is consistent with the expected return of 0.015%.
Campbell Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Campbell |
Sharpe Ratio = 0.0259
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EBSAX |
Estimated Market Risk
| 0.58 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Campbell Systematic is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Campbell Systematic by adding it to a well-diversified portfolio.
Campbell Systematic Valuation on December 12, 2024
It is possible to determine the worth of Campbell Systematic on a given historical date. On December 12, 2024 Campbell was worth 9.71 at the beginning of the trading date compared to the closed value of 9.71. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Campbell Systematic mutual fund. Still, in general, we apply an absolute valuation method to find Campbell Systematic's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Campbell Systematic where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Campbell Systematic's related companies.
| Open | High | Low | Close | Volume | |
| 9.68 | 9.68 | 9.68 | 9.68 | 1.00 | |
12/12/2024 | 9.71 | 9.71 | 9.71 | 9.71 | 1.00 |
| 9.72 | 9.72 | 9.72 | 9.72 | 1.00 |
| Backtest Campbell Systematic | | | Campbell Systematic History | | | Campbell Systematic Valuation | Previous | Next |
Campbell Systematic Trading Date Momentum on December 12, 2024
| On December 13 2024 Campbell Systematic Macro was traded for 9.72 at the closing time. The highest daily price throughout the period was 9.72 and the lowest price was 9.72 . There was no trading activity during the period 1.0. Lack of trading volume on 12/13/2024 added to the next day price jump. The overall trading delta to closing price of the next trading day was 0.10% . The overall trading delta to current closing price is 1.75% . |
Campbell Systematic Macro Fundamentals Correlations and Trends
By evaluating Campbell Systematic's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Campbell Systematic's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Campbell financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Campbell Systematic Mutual Fund history
Campbell Systematic investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Campbell is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Campbell Systematic Macro will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Campbell Systematic stock prices may prove useful in developing a viable investing in Campbell Systematic
The fund pursues its investment objective by investing its assets pursuant to the Campbell Systematic Macro Program allocating up to 25 percent of its total assets in its wholly-owned subsidiary, Campbell Systematic Macro Offshore Limited , which is organized under the acts of the Cayman Islands and employs the Advisers Campbell Systematic Macro Program, and allocating the remainder of its assets directly in a portfolio of investment grade securities for cash management purposes. It is non-diversified.
Campbell Systematic Mutual Fund Technical Analysis
Campbell Systematic technical mutual fund 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, fund market cycles, or different charting patterns.
Price Boundaries
Campbell Systematic Period Price Range
Low | December 28, 2024
| High |
0.00 | 0.00 |
Campbell Systematic Macro cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Campbell Systematic December 28, 2024 Market Strength
Market strength indicators help investors to evaluate how Campbell Systematic mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Campbell Systematic shares will generate the highest return on investment. By undertsting and applying Campbell Systematic mutual fund market strength indicators, traders can identify Campbell Systematic Macro entry and exit signals to maximize returns
Campbell Systematic Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Campbell Systematic's price direction in advance. Along with the technical and fundamental analysis of Campbell Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Campbell to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0179 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.07) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
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.
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |