EQUINOX Mutual Fund Manager Performance Evaluation

Mutual Funds . USA . 
Fund . EQUINOX CAMPBELL STRATEGY
EBSCX Fund  USD 8.95  0.07  0.78%   
The fund shows a Beta (market volatility) of -0.1923, which means not very significant fluctuations relative to the market. Let's try to break down what EQUINOX's beta means in this case. As returns on the market increase, returns on owning EQUINOX CAMPBELL are expected to decrease at a much lower rate. During the bear market, EQUINOX CAMPBELL is likely to outperform the market. Even though it is essential to pay attention to EQUINOX CAMPBELL STRATEGY historical returns, it is always good to be careful when utilizing equity current trending patterns. Our approach towards predicting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. EQUINOX CAMPBELL STRATEGY exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  

EQUINOX Performance

0 of 100

Over the last 90 days EQUINOX CAMPBELL STRATEGY has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong fundamental indicators, EQUINOX CAMPBELL is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more
Fifty Two Week Low7.58
Fifty Two Week High10.63

EQUINOX CAMPBELL Relative Risk vs. Return Landscape

If you would invest  914.00  in EQUINOX CAMPBELL STRATEGY on March 3, 2023 and sell it today you would lose (19.00)  from holding EQUINOX CAMPBELL STRATEGY or give up 2.08% of portfolio value over 90 days. EQUINOX CAMPBELL STRATEGY is currently producing negative expected returns and takes up 0.6687% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than EQUINOX, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days horizon EQUINOX CAMPBELL is expected to generate 0.74 times more return on investment than the market. However, the company is 1.35 times less risky than the market. It trades about -0.05 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly -0.09 per unit of risk.

EQUINOX CAMPBELL Current Valuation

Overvalued
Today 8.95
Please note that EQUINOX CAMPBELL's price fluctuation is very steady at this time.
EQUINOX CAMPBELL STRATEGY shows a prevailing Real Value of $8.48 per share. The current price of the fund is $8.95. At this time, the entity appears to be overvalued. We determine the value of EQUINOX CAMPBELL STRATEGY from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point future time, mutual fund prices and their ongoing real values will submerge.
Our valuation method for EQUINOX CAMPBELL STRATEGY is useful when determining the fair value of the EQUINOX mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of EQUINOX CAMPBELL. Since EQUINOX CAMPBELL is currently traded on the exchange, buyers and sellers on that exchange determine the market value of EQUINOX Mutual Fund. However, EQUINOX CAMPBELL's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
The real value of a stock, also known as the intrinsic value, is the underlying worth of a company that is reflected in its stock price. It is based on the company's financial performance, assets, liabilities, growth prospects, management team, industry conditions, and other relevant factors. The real value of a stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, price-to-book ratio, and other valuation metrics. The real value of a stock may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence the stock's price. It is important to note that the real value of a stock is not a fixed number and may change over time based on changes in the company's performance and other relevant factors.
8.48
Real Value
9.15
Upside
Estimating the potential upside or downside of EQUINOX CAMPBELL STRATEGY helps investors to forecast how EQUINOX mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of EQUINOX CAMPBELL more accurately as focusing exclusively on EQUINOX CAMPBELL's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.708.899.09
Details
Hype
Prediction
LowEstimatedHigh
8.288.959.62
Details
Potential
Annual Dividend
LowForecastedHigh
0.590.620.65
Details

EQUINOX CAMPBELL Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for EQUINOX CAMPBELL's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as EQUINOX CAMPBELL STRATEGY, and traders can use it to determine the average amount a EQUINOX CAMPBELL's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0466

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsEBSCX

Estimated Market Risk

 0.67
  actual daily
 5 
95% of assets are more volatile
55

Expected Return

 -0.03
  actual daily
 0 
Most of other assets have higher returns
00

Risk-Adjusted Return

 -0.05
  actual daily
 0 
Most of other assets perform better
00
Based on monthly moving average EQUINOX CAMPBELL is performing at about 0% 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 EQUINOX CAMPBELL by adding it to a well-diversified portfolio.

EQUINOX CAMPBELL Fundamentals Growth

EQUINOX Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of EQUINOX CAMPBELL, and EQUINOX CAMPBELL fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on EQUINOX Mutual Fund performance.
Total Asset756.67 M

About EQUINOX CAMPBELL Performance

To evaluate EQUINOX CAMPBELL STRATEGY Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when EQUINOX CAMPBELL generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare EQUINOX Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand EQUINOX CAMPBELL STRATEGY market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents EQUINOX's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The fund pursues its investment objective by investing its assets pursuant to the Campbell Systematic Macro Program allocating up to 25 percent of its total assets in its wholly-owned subsidiary, Campbell Systematic Macro Offshore Limited , which is organized under the acts of the Cayman Islands and employs the Advisers Campbell Systematic Macro Program, and allocating the remainder of its assets directly in a portfolio of investment grade securities for cash management purposes. Equinox Campbell is traded on NASDAQ Exchange in the United States.

Things to note about EQUINOX CAMPBELL STRATEGY performance evaluation

Checking the ongoing alerts about EQUINOX CAMPBELL for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for EQUINOX CAMPBELL STRATEGY help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
EQUINOX CAMPBELL generated a negative expected return over the last 90 days
EQUINOX CAMPBELL is unlikely to experience financial distress in the next 2 years
The fund generated five year return of -2.0%
EQUINOX CAMPBELL STRATEGY retains about 139.3% of its assets under management (AUM) in cash
Evaluating EQUINOX CAMPBELL's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate EQUINOX CAMPBELL's mutual fund performance include:
  • Analyzing EQUINOX CAMPBELL's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether EQUINOX CAMPBELL's stock is overvalued or undervalued compared to its peers.
  • Examining EQUINOX CAMPBELL's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating EQUINOX CAMPBELL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of EQUINOX CAMPBELL's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of EQUINOX CAMPBELL's mutual fund. These opinions can provide insight into EQUINOX CAMPBELL's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating EQUINOX CAMPBELL's mutual fund performance is not an exact science, and many factors can impact EQUINOX CAMPBELL's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Check out Investing Opportunities to better understand how to build diversified portfolios. Note that the EQUINOX CAMPBELL STRATEGY information on this page should be used as a complementary analysis to other EQUINOX CAMPBELL's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for EQUINOX Mutual Fund analysis

When running EQUINOX CAMPBELL's price analysis, check to measure EQUINOX CAMPBELL'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 EQUINOX CAMPBELL is operating at the current time. Most of EQUINOX CAMPBELL's value examination focuses on studying past and present price action to predict the probability of EQUINOX CAMPBELL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EQUINOX CAMPBELL's price. Additionally, you may evaluate how the addition of EQUINOX CAMPBELL to your portfolios can decrease your overall portfolio volatility.
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Fundamental Analysis
View fundamental data based on most recent published financial statements
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Global Correlations
Find global opportunities by holding instruments from different markets
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Financial
Analysis
Details
Buy or Sell
Advice
Details
Technical
Analysis
Details
Please note, there is a significant difference between EQUINOX CAMPBELL's value and its price as these two are different measures arrived at by different means. Investors typically determine if EQUINOX CAMPBELL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EQUINOX CAMPBELL'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. Check out Investing Opportunities to better understand how to build diversified portfolios.
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2023 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY