Campbell Systematic Macro Fund Price on December 11, 2024
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 0.0335, which signifies that the fund had a 0.0335% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Campbell Systematic Macro, which you can use to evaluate the volatility of the entity. Please confirm Campbell Systematic's Risk Adjusted Performance of 0.0234, downside deviation of 0.6857, and Mean Deviation of 0.4516 to double-check if the risk estimate we provide is consistent with the expected return of 0.0201%.
Campbell Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Campbell |
Sharpe Ratio = 0.0335
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| Negative Returns | EBSIX |
Estimated Market Risk
| 0.6 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.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Price Boundaries
Campbell Systematic Period Price Range
Low | December 27, 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 27, 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 | 0.0234 | |||
| Jensen Alpha | 0.0146 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.1) |
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| Volume Indicators |
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Other Tools for Campbell Mutual Fund
When running Campbell Systematic's price analysis, check to measure Campbell Systematic'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 Campbell Systematic is operating at the current time. Most of Campbell Systematic's value examination focuses on studying past and present price action to predict the probability of Campbell Systematic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Campbell Systematic's price. Additionally, you may evaluate how the addition of Campbell Systematic to your portfolios can decrease your overall portfolio volatility.
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