Catalyst/millburn Mutual Fund Forecast - Simple Regression

MBXIX Fund  USD 41.81  0.01  0.02%   
Catalyst/millburn Mutual Fund outlook is based on your current time horizon.
The relative strength index (RSI) of Catalyst/millburn's mutual fund price is slightly above 60. This indicates that the mutual fund is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Catalyst/millburn, making its price go up or down.

Momentum 60

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Catalyst/millburn's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Catalystmillburn Hedge Strategy, which may create opportunities for some arbitrage if properly timed.
Using Catalyst/millburn hype-based prediction, you can estimate the value of Catalystmillburn Hedge Strategy from the perspective of Catalyst/millburn response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Catalystmillburn Hedge Strategy on the next trading day is expected to be 41.71 with a mean absolute deviation of 0.33 and the sum of the absolute errors of 20.28.

Catalyst/millburn after-hype prediction price

    
  USD 0.0  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Catalyst/millburn to cross-verify your projections.

Catalyst/millburn Additional Predictive Modules

Most predictive techniques to examine Catalyst/millburn price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Catalyst/millburn using various technical indicators. When you analyze Catalyst/millburn charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Simple Regression model is a single variable regression model that attempts to put a straight line through Catalyst/millburn price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X.

Catalyst/millburn Simple Regression Price Forecast For the 27th of January

Given 90 days horizon, the Simple Regression forecasted value of Catalystmillburn Hedge Strategy on the next trading day is expected to be 41.71 with a mean absolute deviation of 0.33, mean absolute percentage error of 0.17, and the sum of the absolute errors of 20.28.
Please note that although there have been many attempts to predict Catalyst/millburn Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Catalyst/millburn's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Catalyst/millburn Mutual Fund Forecast Pattern

Backtest Catalyst/millburn  Catalyst/millburn Price Prediction  Buy or Sell Advice  

Catalyst/millburn Forecasted Value

In the context of forecasting Catalyst/millburn's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Catalyst/millburn's downside and upside margins for the forecasting period are 41.23 and 42.19, respectively. We have considered Catalyst/millburn's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
41.81
41.71
Expected Value
42.19
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Catalyst/millburn mutual fund data series using in forecasting. Note that when a statistical model is used to represent Catalyst/millburn mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria116.349
BiasArithmetic mean of the errors None
MADMean absolute deviation0.3324
MAPEMean absolute percentage error0.0082
SAESum of the absolute errors20.2792
In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Catalystmillburn Hedge Strategy historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

Predictive Modules for Catalyst/millburn

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Catalystmillburn Hedge. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
0.000.000.48
Details
Intrinsic
Valuation
LowRealHigh
0.000.000.48
Details
Bollinger
Band Projection (param)
LowMiddleHigh
40.2341.3542.46
Details

Catalyst/millburn After-Hype Price Density Analysis

As far as predicting the price of Catalyst/millburn at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Catalyst/millburn or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Catalyst/millburn, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Catalyst/millburn Estimiated After-Hype Price Volatility

In the context of predicting Catalyst/millburn's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Catalyst/millburn's historical news coverage. Catalyst/millburn's after-hype downside and upside margins for the prediction period are 0.00 and 0.48, respectively. We have considered Catalyst/millburn's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
41.81
0.00
After-hype Price
0.48
Upside
Catalyst/millburn is out of control at this time. Analysis and calculation of next after-hype price of Catalystmillburn Hedge is based on 3 months time horizon.

Catalyst/millburn Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Catalyst/millburn is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Catalyst/millburn backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Catalyst/millburn, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.06 
0.48
  1.65 
  0.15 
4 Events / Month
1 Events / Month
In about 4 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
41.81
0.00
0.00 
1.74  
Notes

Catalyst/millburn Hype Timeline

Catalystmillburn Hedge is now traded for 41.81. The entity has historical hype elasticity of -1.65, and average elasticity to hype of competition of 0.15. Catalyst/millburn is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 1.74%. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is now at 0.06%. %. The volatility of related hype on Catalyst/millburn is about 19.83%, with the expected price after the next announcement by competition of 41.96. The company last dividend was issued on the 13th of December 1970. Assuming the 90 days horizon the next forecasted press release will be in about 4 days.
Check out Historical Fundamental Analysis of Catalyst/millburn to cross-verify your projections.

Catalyst/millburn Related Hype Analysis

Having access to credible news sources related to Catalyst/millburn's direct competition is more important than ever and may enhance your ability to predict Catalyst/millburn's future price movements. Getting to know how Catalyst/millburn's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Catalyst/millburn may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Catalyst/millburn

For every potential investor in Catalyst/millburn, whether a beginner or expert, Catalyst/millburn's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Catalyst/millburn Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Catalyst/millburn. Basic forecasting techniques help filter out the noise by identifying Catalyst/millburn's price trends.

Catalyst/millburn Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Catalyst/millburn mutual fund to make a market-neutral strategy. Peer analysis of Catalyst/millburn could also be used in its relative valuation, which is a method of valuing Catalyst/millburn by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Catalyst/millburn Market Strength Events

Market strength indicators help investors to evaluate how Catalyst/millburn 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 Catalyst/millburn shares will generate the highest return on investment. By undertsting and applying Catalyst/millburn mutual fund market strength indicators, traders can identify Catalystmillburn Hedge Strategy entry and exit signals to maximize returns.

Catalyst/millburn Risk Indicators

The analysis of Catalyst/millburn's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Catalyst/millburn's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting catalyst/millburn mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Story Coverage note for Catalyst/millburn

The number of cover stories for Catalyst/millburn depends on current market conditions and Catalyst/millburn's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Catalyst/millburn is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Catalyst/millburn's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

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Other Information on Investing in Catalyst/millburn Mutual Fund

Catalyst/millburn financial ratios help investors to determine whether Catalyst/millburn 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 Catalyst/millburn with respect to the benefits of owning Catalyst/millburn security.
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