Campbell Systematic Macro Fund Technical Analysis
| EBSAX Fund | USD 9.25 0.01 0.11% |
As of the 25th of January, Campbell Systematic shows the Standard Deviation of 0.4581, mean deviation of 0.3575, and Risk Adjusted Performance of (0.1). Campbell Systematic Macro technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Campbell Systematic Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Campbell, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CampbellCampbell |
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.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Campbell Systematic on October 27, 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 Hcm Tactical, T Rowe, Aqr Large, Aqr Large, Gabelli Utility, Goldman Sachs, and Nasdaq-100 Fund. 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.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 2.02 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.6515 |
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.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (2.40) |
Campbell Systematic January 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.1) | |||
| Market Risk Adjusted Performance | (2.39) | |||
| Mean Deviation | 0.3575 | |||
| Coefficient Of Variation | (806.61) | |||
| Standard Deviation | 0.4581 | |||
| Variance | 0.2099 | |||
| Information Ratio | (0.29) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (2.40) | |||
| Maximum Drawdown | 2.02 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.6515 | |||
| Skewness | (0.05) | |||
| Kurtosis | 0.0197 |
Campbell Systematic Macro Backtested Returns
Campbell Systematic Macro secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the fund had a -0.12 % return per unit of risk over the last 3 months. Campbell Systematic Macro exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Campbell Systematic's Mean Deviation of 0.3575, risk adjusted performance of (0.1), and Standard Deviation of 0.4581 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0278, 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 | -0.55 |
Good reverse predictability
Campbell Systematic Macro has good reverse predictability. Overlapping area represents the amount of predictability between Campbell Systematic time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 -0.55 indicates that about 55.0% of current Campbell Systematic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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.
Campbell Systematic Macro Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Campbell Systematic Macro volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Campbell Systematic Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Campbell Systematic Macro on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Campbell Systematic Macro based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Campbell Systematic Macro price pattern first instead of the macroeconomic environment surrounding Campbell Systematic Macro. By analyzing Campbell Systematic's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Campbell Systematic's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Campbell Systematic specific price patterns or momentum indicators. Please read more on our technical analysis page.
Campbell Systematic January 25, 2026 Technical Indicators
Most technical analysis of Campbell help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Campbell from various momentum indicators to cycle indicators. When you analyze Campbell charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.1) | |||
| Market Risk Adjusted Performance | (2.39) | |||
| Mean Deviation | 0.3575 | |||
| Coefficient Of Variation | (806.61) | |||
| Standard Deviation | 0.4581 | |||
| Variance | 0.2099 | |||
| Information Ratio | (0.29) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (2.40) | |||
| Maximum Drawdown | 2.02 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.6515 | |||
| Skewness | (0.05) | |||
| Kurtosis | 0.0197 |
Campbell Systematic January 25, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Campbell stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.25 | ||
| Day Typical Price | 9.25 | ||
| Price Action Indicator | 0.00 |
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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