Redwood Systematic Macro Fund Price on December 5, 2024
| RWSIX Fund | USD 19.50 0.05 0.26% |
Below is the normalized historical share price chart for Redwood Systematic Macro extending back to November 02, 2017. 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 Redwood Systematic stands at 19.50, as last reported on the 11th of December 2024, with the highest price reaching 19.50 and the lowest price hitting 19.50 during the day.
If you're considering investing in Redwood Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Redwood Mutual Fund to be very steady. Redwood Systematic Macro maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Redwood Systematic Macro, which you can use to evaluate the volatility of the fund. Please check Redwood Systematic's Coefficient Of Variation of 590.65, risk adjusted performance of 0.1221, and Semi Deviation of 0.366 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.
Redwood Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Redwood |
Sharpe Ratio = 0.1481
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Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Redwood Systematic is performing at about 11% 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 Redwood Systematic by adding it to a well-diversified portfolio.
Redwood Systematic Valuation on December 5, 2024
It is possible to determine the worth of Redwood Systematic on a given historical date. On December 5, 2024 Redwood was worth 19.56 at the beginning of the trading date compared to the closed value of 19.56. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Redwood Systematic mutual fund. Still, in general, we apply an absolute valuation method to find Redwood 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 Redwood Systematic where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Redwood Systematic's related companies.
| Open | High | Low | Close | Volume | |
| 19.69 | 19.69 | 19.69 | 19.69 | 1.00 | |
12/05/2024 | 19.56 | 19.56 | 19.56 | 19.56 | 1.00 |
| 19.55 | 19.55 | 19.55 | 19.55 | 1.00 |
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Redwood Systematic Trading Date Momentum on December 5, 2024
| On December 06 2024 Redwood Systematic Macro was traded for 19.55 at the closing time. The highest daily price throughout the period was 19.55 and the lowest price was 19.55 . There was no trading activity during the period 1.0. Lack of trading volume on 12/06/2024 added to the next day price reduction. The trading delta at closing time to closing price of the next trading day was 0.05% . The trading delta at closing time to current closing price is 0.31% . |
Redwood Systematic Macro Fundamentals Correlations and Trends
By evaluating Redwood 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 Redwood Systematic's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Redwood financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Redwood Systematic Mutual Fund history
Redwood 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 Redwood is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Redwood 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 Redwood Systematic stock prices may prove useful in developing a viable investing in Redwood Systematic
Utilizing a quantitative and tactical approach, the fund implements an investment strategy that seeks to hold a diversified portfolio of securities, ETFs, open-end investment companies andor closed-end investment companies, including tender offer and interval funds within any of the following asset classes when, in the view of the Adviser, various risk measurements show the potential to produce positive returns domestic and international small-cap equities growth and income equities preferred securities convertible bonds high yield bonds and leveraged loans.
Redwood Systematic Mutual Fund Technical Analysis
Redwood 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
Redwood Systematic Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
Redwood 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.
Redwood Systematic December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how Redwood 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 Redwood Systematic shares will generate the highest return on investment. By undertsting and applying Redwood Systematic mutual fund market strength indicators, traders can identify Redwood Systematic Macro entry and exit signals to maximize returns
Redwood Systematic Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Redwood Systematic's price direction in advance. Along with the technical and fundamental analysis of Redwood Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Redwood 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 | 0.1221 | |||
| Jensen Alpha | 0.0912 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.6824 |
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Other Information on Investing in Redwood Mutual Fund
Redwood Systematic financial ratios help investors to determine whether Redwood 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 Redwood with respect to the benefits of owning Redwood Systematic security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |