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 9.26 as of the 27th of January 2026; that is 0.11 percent up since the beginning of the trading day. The fund's open price was 9.25. 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.
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
10/29/2025
No Change 0.00
0.0
In 2 months and 31 days
01/27/2026
0.00
If you would invest 0.00 in Campbell Systematic on October 29, 2025 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 90 days. Campbell Systematic is related to or competes with Transamerica Financial, Small Cap, Catholic Responsible, Boston Partners, Virtus Kar, and T Rowe. 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.
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.
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 January 27, 2026 Technical Indicators
Campbell Systematic Macro secures Sharpe Ratio (or Efficiency) of -0.0879, which signifies that the fund had a -0.0879 % return per unit of risk over the last 3 months. Campbell Systematic Macro exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Campbell Systematic's Risk Adjusted Performance of (0.08), mean deviation of 0.375, and Standard Deviation of 0.4744 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Campbell Systematic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Campbell Systematic is expected to be smaller as well.
Auto-correlation
-0.54
Good reverse predictability
Campbell Systematic Macro has good reverse predictability. Overlapping area represents the amount of predictability between Campbell Systematic time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 2026. 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 -0.54 indicates that about 54.0% of current Campbell Systematic price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.54
Spearman Rank Test
-0.56
Residual Average
0.0
Price Variance
0.01
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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.
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.