Catalystmillburn Hedge Strategy Fund Price on September 12, 2024
| MBXFX Fund | USD 38.44 0.04 0.10% |
If you're considering investing in Catalystmillburn Mutual Fund, it is important to understand the factors that can impact its price. As of today, the current price of Catalystmillburn stands at 38.44, as last reported on the 30th of November, with the highest price reaching 38.44 and the lowest price hitting 38.44 during the day. At this stage we consider Catalystmillburn Mutual Fund to be very steady. Catalystmillburn Hedge secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalystmillburn Hedge Strategy, which you can use to evaluate the volatility of the entity. Please confirm Catalystmillburn's Risk Adjusted Performance of 0.1153, downside deviation of 0.5262, and Mean Deviation of 0.3339 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%.
Catalystmillburn Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Catalystmillburn |
Sharpe Ratio = 0.226
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Estimated Market Risk
| 0.44 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 17 83% of assets perform better |
Based on monthly moving average Catalystmillburn is performing at about 17% 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 Catalystmillburn by adding it to a well-diversified portfolio.
Catalystmillburn Valuation on September 12, 2024
It is possible to determine the worth of Catalystmillburn on a given historical date. On September 12, 2024 Catalystmillburn was worth 36.08 at the beginning of the trading date compared to the closed value of 36.08. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Catalystmillburn mutual fund. Still, in general, we apply an absolute valuation method to find Catalystmillburn'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 Catalystmillburn where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Catalystmillburn's related companies.
| Open | High | Low | Close | Volume | |
| 36.15 | 36.15 | 36.15 | 36.15 | 1.00 | |
09/12/2024 | 36.08 | 36.08 | 36.08 | 36.08 | 1.00 |
| 36.08 | 36.08 | 36.08 | 36.08 | 1.00 |
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Catalystmillburn Trading Date Momentum on September 12, 2024
| On September 13 2024 Catalystmillburn Hedge Strategy was traded for 36.08 at the closing time. The highest daily price throughout the period was 36.08 and the lowest price was 36.08 . There was no trading activity during the period 1.0. Lack of trading volume on 09/13/2024 did not affect price variability. The overall trading delta to current closing price is 0.53% . |
Catalystmillburn Hedge Fundamentals Correlations and Trends
By evaluating Catalystmillburn'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 Catalystmillburn's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Catalystmillburn financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Catalystmillburn Mutual Fund history
Catalystmillburn 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 Catalystmillburn is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Catalystmillburn Hedge 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 Catalystmillburn stock prices may prove useful in developing a viable investing in Catalystmillburn
The fund seeks to achieve its investment objective by investing in a portfolio comprised of futures contracts, forward and spot contracts, andor options on futures contracts on or related to the following sectors currencies, interest rate instruments, stock indices, metals, energy and agricultural commodities, and equity ETFs, common stocks , intended to capitalize on the non-correlated, long term historical performance of the equities and managed futures asset classes.
Catalystmillburn Mutual Fund Technical Analysis
Catalystmillburn 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
Catalystmillburn Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
Catalystmillburn Hedge Strategy 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.
Catalystmillburn November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how Catalystmillburn 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 Catalystmillburn shares will generate the highest return on investment. By undertsting and applying Catalystmillburn mutual fund market strength indicators, traders can identify Catalystmillburn Hedge Strategy entry and exit signals to maximize returns
Catalystmillburn Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Catalystmillburn's price direction in advance. Along with the technical and fundamental analysis of Catalystmillburn Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Catalystmillburn 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 | 0.1153 | |||
| Jensen Alpha | 0.0116 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.1539 |
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Other Information on Investing in Catalystmillburn Mutual Fund
Catalystmillburn financial ratios help investors to determine whether Catalystmillburn 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 Catalystmillburn with respect to the benefits of owning Catalystmillburn security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |