Catalystmillburn Hedge Strategy Fund Probability of Future Mutual Fund Price Finishing Over 40.23
| MBXAX Fund | USD 39.90 0.22 0.55% |
Catalyst/millburn |
Catalyst/millburn Target Price Odds to finish over 40.23
The tendency of Catalyst/millburn Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 40.23 or more in 90 days |
| 39.90 | 90 days | 40.23 | about 1.21 |
Based on a normal probability distribution, the odds of Catalyst/millburn to move over $ 40.23 or more in 90 days from now is about 1.21 (This Catalystmillburn Hedge Strategy probability density function shows the probability of Catalyst/millburn Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Catalystmillburn Hedge price to stay between its current price of $ 39.90 and $ 40.23 at the end of the 90-day period is roughly 2.11 .
Assuming the 90 days horizon Catalystmillburn Hedge Strategy has a beta of -0.0289. This indicates as returns on the benchmark increase, returns on holding Catalyst/millburn are expected to decrease at a much lower rate. During a bear market, however, Catalystmillburn Hedge Strategy is likely to outperform the market. Additionally Catalystmillburn Hedge Strategy has an alpha of 0.0608, implying that it can generate a 0.0608 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Catalyst/millburn Price Density |
| Price |
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.Catalyst/millburn Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Catalyst/millburn is not an exception. The market had few large corrections towards the Catalyst/millburn's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Catalystmillburn Hedge Strategy, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Catalyst/millburn within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 0.79 | |
Ir | Information ratio | -0.12 |
Catalyst/millburn Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Catalyst/millburn for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Catalystmillburn Hedge can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund maintains about 21.45% of its assets in cash |
Catalyst/millburn Technical Analysis
Catalyst/millburn's future price can be derived by breaking down and analyzing its technical indicators over time. Catalyst/millburn Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Catalystmillburn Hedge Strategy. In general, you should focus on analyzing Catalyst/millburn Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Catalyst/millburn Predictive Forecast Models
Catalyst/millburn's time-series forecasting models is one of many Catalyst/millburn's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Catalyst/millburn's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Catalystmillburn Hedge
Checking the ongoing alerts about Catalyst/millburn for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Catalystmillburn Hedge help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund maintains about 21.45% of its assets in cash |
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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