Catalyst Dynamic Alpha Fund Price on November 20, 2024
| CPEAX Fund | USD 25.79 0.28 1.10% |
Below is the normalized historical share price chart for Catalyst Dynamic Alpha extending back to December 22, 2011. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Catalyst Dynamic stands at 25.79, as last reported on the 23rd of November, with the highest price reaching 25.79 and the lowest price hitting 25.79 during the day.
If you're considering investing in Catalyst Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Catalyst Mutual Fund to be very steady. Catalyst Dynamic Alpha secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalyst Dynamic Alpha, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Dynamic's Downside Deviation of 1.11, risk adjusted performance of 0.1083, and Mean Deviation of 0.7428 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%.
Catalyst Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Catalyst |
Sharpe Ratio = 0.1304
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | CPEAX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Catalyst Dynamic is performing at about 10% 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 Catalyst Dynamic by adding it to a well-diversified portfolio.
Catalyst Dynamic Valuation on November 20, 2024
It is possible to determine the worth of Catalyst Dynamic on a given historical date. On November 20, 2024 Catalyst was worth 25.15 at the beginning of the trading date compared to the closed value of 25.15. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Catalyst Dynamic mutual fund. Still, in general, we apply an absolute valuation method to find Catalyst Dynamic's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Catalyst Dynamic where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Catalyst Dynamic's related companies.
| Open | High | Low | Close | Volume | |
| 25.09 | 25.09 | 25.09 | 25.09 | 1.00 | |
11/20/2024 | 25.15 | 25.15 | 25.15 | 25.15 | 1.00 |
| 25.51 | 25.51 | 25.51 | 25.51 | 1.00 |
| Backtest Catalyst Dynamic | | | Catalyst Dynamic History | | | Catalyst Dynamic Valuation | Previous | Next |
Catalyst Dynamic Trading Date Momentum on November 20, 2024
| On November 21 2024 Catalyst Dynamic Alpha was traded for 25.51 at the closing time. The highest daily price throughout the period was 25.51 and the lowest price was 25.51 . There was no trading activity during the period 1.0. Lack of trading volume on 11/21/2024 added to the next day price jump. The overall trading delta to closing price of the next trading day was 1.43% . The overall trading delta to current closing price is 2.54% . |
Catalyst Dynamic Alpha Fundamentals Correlations and Trends
By evaluating Catalyst Dynamic's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Catalyst Dynamic's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Catalyst financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Catalyst Dynamic Mutual Fund history
Catalyst Dynamic investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Catalyst is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Catalyst Dynamic Alpha will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Catalyst Dynamic stock prices may prove useful in developing a viable investing in Catalyst Dynamic
The fund seeks to achieve its investment objective by investing primarily in common stocks of U.S. companies. In addition to common stocks, other types of equity securities in which the fund may invest include real estate investment trusts and American Depositary Receipts . Under normal conditions, the fund invests at least 80 percent of the funds net assets plus any borrowings for investment purposes in equity securities defined as common stocks, REITs and ADRs. It is non-diversified.
Catalyst Dynamic Mutual Fund Technical Analysis
Catalyst Dynamic 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.
Price Boundaries
Catalyst Dynamic Period Price Range
Low | November 23, 2024
| High |
0.00 | 0.00 |
Catalyst Dynamic Alpha cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Catalyst Dynamic November 23, 2024 Market Strength
Market strength indicators help investors to evaluate how Catalyst Dynamic 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 Dynamic shares will generate the highest return on investment. By undertsting and applying Catalyst Dynamic mutual fund market strength indicators, traders can identify Catalyst Dynamic Alpha entry and exit signals to maximize returns
Catalyst Dynamic Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Catalyst Dynamic's price direction in advance. Along with the technical and fundamental analysis of Catalyst Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Catalyst to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1083 | |||
| Jensen Alpha | 0.0018 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.006 | |||
| Treynor Ratio | 0.1225 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Catalyst Mutual Fund
Catalyst Dynamic financial ratios help investors to determine whether Catalyst 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 with respect to the benefits of owning Catalyst Dynamic security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance |