Catalystmillburn Hedge Strategy Fund Price on November 4, 2024
| MBXFX Fund | USD 38.36 0.25 0.65% |
If you're considering investing in Catalyst/millburn Mutual Fund, it is important to understand the factors that can impact its price. As of today, the current price of Catalyst/millburn stands at 38.36, as last reported on the 24th of November, with the highest price reaching 38.36 and the lowest price hitting 38.36 during the day. At this stage we consider Catalyst/millburn Mutual Fund to be very steady. Catalystmillburn Hedge secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% 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 Catalyst/millburn's Downside Deviation of 0.5467, mean deviation of 0.343, and Risk Adjusted Performance of 0.0936 to double-check if the risk estimate we provide is consistent with the expected return of 0.0602%.
Catalyst/millburn Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Catalyst/millburn |
Sharpe Ratio = 0.1172
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Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Catalyst/millburn is performing at about 9% 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/millburn by adding it to a well-diversified portfolio.
Catalyst/millburn Valuation on November 4, 2024
It is possible to determine the worth of Catalyst/millburn on a given historical date. On November 4, 2024 Catalyst/millburn was worth 37.28 at the beginning of the trading date compared to the closed value of 37.28. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Catalyst/millburn mutual fund. Still, in general, we apply an absolute valuation method to find Catalyst/millburn'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/millburn where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Catalyst/millburn's related companies.
| Open | High | Low | Close | Volume | |
| 37.17 | 37.17 | 37.17 | 37.17 | 1.00 | |
11/04/2024 | 37.28 | 37.28 | 37.28 | 37.28 | 1.00 |
| 37.48 | 37.48 | 37.48 | 37.48 | 1.00 |
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Catalyst/millburn Trading Date Momentum on November 4, 2024
| On November 05 2024 Catalystmillburn Hedge Strategy was traded for 37.48 at the closing time. The highest daily price throughout the period was 37.48 and the lowest price was 37.48 . There was no trading activity during the period 1.0. Lack of trading volume on 11/05/2024 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 0.54% . The overall trading delta to current closing price is 2.87% . |
Catalystmillburn Hedge Fundamentals Correlations and Trends
By evaluating Catalyst/millburn'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/millburn's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Catalyst/millburn financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Catalyst/millburn Mutual Fund history
Catalyst/millburn 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/millburn 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 Catalyst/millburn stock prices may prove useful in developing a viable investing in Catalyst/millburn
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.
Catalyst/millburn Mutual Fund Technical Analysis
Catalyst/millburn 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/millburn Period Price Range
Low | November 24, 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.
Catalyst/millburn November 24, 2024 Market Strength
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 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Catalyst/millburn's price direction in advance. Along with the technical and fundamental analysis of Catalyst/millburn Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Catalyst/millburn 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 | 0.0936 | |||
| Jensen Alpha | 0.0549 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | (17.60) |
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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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