Catalystcifc Floating Rate Fund Market Value
| CFRFX Fund | 9.26 0.02 0.22% |
| Symbol | Catalystcifc |
Catalystcifc Floating '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 Catalystcifc Floating'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 Catalystcifc Floating.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in Catalystcifc Floating on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding Catalystcifc Floating Rate or generate 0.0% return on investment in Catalystcifc Floating over 720 days. Catalystcifc Floating is related to or competes with Catalystsmh High, Catalystsmh High, Catalystsmh High, Catalyst Mlp, Catalyst Mlp, Catalyst Mlp, and Catalystwarrington. Under normal market conditions, the fund invests at least 80 percent of its net assets in U.S More
Catalystcifc Floating 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 Catalystcifc Floating'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 Catalystcifc Floating Rate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.94) | |||
| Maximum Drawdown | 0.5501 | |||
| Potential Upside | 0.1093 |
Catalystcifc Floating Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystcifc Floating's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystcifc Floating's standard deviation. In reality, there are many statistical measures that can use Catalystcifc Floating historical prices to predict the future Catalystcifc Floating's volatility.| Risk Adjusted Performance | 0.1515 | |||
| Total Risk Alpha | 0.0038 |
Catalystcifc Floating Backtested Returns
At this stage we consider Catalystcifc Mutual Fund to be very steady. Catalystcifc Floating secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Catalystcifc Floating Rate, which you can use to evaluate the volatility of the entity. Please confirm Catalystcifc Floating's Variance of 0.0101, coefficient of variation of 338.82, and Risk Adjusted Performance of 0.1515 to double-check if the risk estimate we provide is consistent with the expected return of 0.0273%. The fund shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Catalystcifc Floating are completely uncorrelated.
Auto-correlation | 0.04 |
Virtually no predictability
Catalystcifc Floating Rate has virtually no predictability. Overlapping area represents the amount of predictability between Catalystcifc Floating time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th 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 Catalystcifc Floating price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Catalystcifc Floating price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Catalystcifc Floating lagged returns against current returns
Autocorrelation, which is Catalystcifc Floating 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 Catalystcifc Floating's mutual fund expected returns. We can calculate the autocorrelation of Catalystcifc Floating returns to help us make a trade decision. For example, suppose you find that Catalystcifc Floating 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 |
Catalystcifc Floating 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 Catalystcifc Floating mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystcifc Floating mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystcifc Floating mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystcifc Floating Lagged Returns
When evaluating Catalystcifc Floating's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystcifc Floating mutual fund have on its future price. Catalystcifc Floating 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, Catalystcifc Floating autocorrelation shows the relationship between Catalystcifc Floating mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystcifc Floating Rate.
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 Catalystcifc Mutual Fund
Catalystcifc Floating financial ratios help investors to determine whether Catalystcifc 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 Catalystcifc with respect to the benefits of owning Catalystcifc Floating security.
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