Campbell Systematic Macro Fund Market Value

EBSAX Fund  USD 9.90  0.09  0.92%   
Campbell Systematic's market value is the price at which a share of Campbell Systematic trades on a public exchange. It measures the collective expectations of Campbell Systematic Macro investors about its performance. Campbell Systematic is trading at 9.90 as of the 13th of January 2025; that is 0.92 percent up since the beginning of the trading day. The fund's open price was 9.81.
With this module, you can estimate the performance of a buy and hold strategy of Campbell Systematic Macro and determine expected loss or profit from investing in Campbell Systematic over a given investment horizon. Check out Campbell Systematic Correlation, Campbell Systematic Volatility and Campbell Systematic Alpha and Beta module to complement your research on Campbell Systematic.
Symbol

Please note, there is a significant difference between Campbell Systematic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Campbell Systematic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Campbell Systematic'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.

Campbell Systematic '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 Campbell Systematic's mutual fund 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 Campbell Systematic.
0.00
01/24/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
01/13/2025
0.00
If you would invest  0.00  in Campbell Systematic on January 24, 2023 and sell it all today you would earn a total of 0.00 from holding Campbell Systematic Macro or generate 0.0% return on investment in Campbell Systematic over 720 days. Campbell Systematic is related to or competes with Campbell Systematic, Equinox Campbell, Victory Floating, Science Technology, Strengthening Dollar, Old Westbury, and Cboe Vest. The fund pursues its investment objective by investing its assets pursuant to the Campbell Systematic Macro Program allo... More

Campbell Systematic 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 Campbell Systematic's mutual fund 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 Campbell Systematic Macro upside and downside potential and time the market with a certain degree of confidence.

Campbell Systematic Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Campbell Systematic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Campbell Systematic's standard deviation. In reality, there are many statistical measures that can use Campbell Systematic historical prices to predict the future Campbell Systematic's volatility.
Hype
Prediction
LowEstimatedHigh
9.359.9010.45
Details
Intrinsic
Valuation
LowRealHigh
9.279.8210.37
Details
Naive
Forecast
LowNextHigh
9.419.9610.51
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.379.639.90
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Campbell Systematic. Your research has to be compared to or analyzed against Campbell Systematic's peers to derive any actionable benefits. When done correctly, Campbell Systematic's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Campbell Systematic Macro.

Campbell Systematic Macro Backtested Returns

At this stage we consider Campbell Mutual Fund to be very steady. Campbell Systematic Macro secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16% 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 Risk Adjusted Performance of 0.1622, downside deviation of 0.5353, and Mean Deviation of 0.4193 to double-check if the risk estimate we provide is consistent with the expected return of 0.0865%. The fund shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Campbell Systematic are expected to decrease at a much lower rate. During the bear market, Campbell Systematic is likely to outperform the market.

Auto-correlation

    
  -0.43  

Modest reverse predictability

Campbell Systematic Macro has modest reverse predictability. Overlapping area represents the amount of predictability between Campbell Systematic time series from 24th of January 2023 to 19th of January 2024 and 19th of January 2024 to 13th of January 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 Campbell Systematic Macro price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Campbell Systematic price fluctuation can be explain by its past prices.
Correlation Coefficient-0.43
Spearman Rank Test-0.3
Residual Average0.0
Price Variance0.06
Campbell ReturnsCampbell Lagged ReturnsDiversified AwayCampbell ReturnsCampbell Lagged ReturnsDiversified Away100%

Campbell Systematic Macro lagged returns against current returns

Autocorrelation, which is Campbell Systematic mutual fund'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 Campbell Systematic's mutual fund expected returns. We can calculate the autocorrelation of Campbell Systematic returns to help us make a trade decision. For example, suppose you find that Campbell Systematic has exhibited high autocorrelation historically, and you observe that the mutual fund 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   
JavaScript chart by amCharts 3.21.15MarMayJulSepNov20250%5%10%15%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Campbell Systematic 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 Campbell Systematic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Campbell Systematic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Campbell Systematic mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15MarMayJulSepNov20258.99.09.19.29.39.49.59.6
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Campbell Systematic Lagged Returns

When evaluating Campbell Systematic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Campbell Systematic mutual fund have on its future price. Campbell Systematic 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, Campbell Systematic autocorrelation shows the relationship between Campbell Systematic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Campbell Systematic Macro.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15AprJulOct2024AprJulOct20258.68.89.09.29.49.69.8
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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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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