Catalystmap Global Equity Fund Market Value
| CAXCX Fund | USD 18.42 0.05 0.27% |
| Symbol | Catalyst/map |
Catalyst/map Global 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Catalyst/map Global's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Catalyst/map Global.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Catalyst/map Global on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Catalystmap Global Equity or generate 0.0% return on investment in Catalyst/map Global over 30 days. Catalyst/map Global is related to or competes with The Hartford, Mondrian Emerging, Massmutual Select, Barings Emerging, Ep Emerging, Templeton Developing, and Locorr Market. The fund primarily invests in equity securities of U.S More
Catalyst/map Global Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Catalyst/map Global's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Catalystmap Global Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5613 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 2.52 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 0.8143 |
Catalyst/map Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/map Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/map Global's standard deviation. In reality, there are many statistical measures that can use Catalyst/map Global historical prices to predict the future Catalyst/map Global's volatility.| Risk Adjusted Performance | 0.0312 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.2605 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst/map Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Catalystmap Global Equity Backtested Returns
At this stage we consider Catalyst/map Mutual Fund to be very steady. Catalystmap Global Equity secures Sharpe Ratio (or Efficiency) of 0.0713, which signifies that the fund had a 0.0713% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalystmap Global Equity, which you can use to evaluate the volatility of the entity. Please confirm Catalyst/map Global's Downside Deviation of 0.5613, risk adjusted performance of 0.0312, and Mean Deviation of 0.4297 to double-check if the risk estimate we provide is consistent with the expected return of 0.0365%. The fund shows a Beta (market volatility) of 0.0564, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalyst/map Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/map Global is expected to be smaller as well.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Catalystmap Global Equity has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Catalyst/map Global time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Catalystmap Global Equity price movement. The serial correlation of -0.72 indicates that around 72.0% of current Catalyst/map Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Catalystmap Global Equity lagged returns against current returns
Autocorrelation, which is Catalyst/map Global mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Catalyst/map Global's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/map Global returns to help us make a trade decision. For example, suppose you find that Catalyst/map Global has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Catalyst/map Global regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Catalyst/map Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/map Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalyst/map Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst/map Global Lagged Returns
When evaluating Catalyst/map Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/map Global mutual fund have on its future price. Catalyst/map Global autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Catalyst/map Global autocorrelation shows the relationship between Catalyst/map Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystmap Global Equity.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Catalyst/map Mutual Fund
Catalyst/map Global financial ratios help investors to determine whether Catalyst/map 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/map with respect to the benefits of owning Catalyst/map Global security.
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