Catalyst Exceed Defined Fund Market Value
| CLPCX Fund | USD 11.93 0.07 0.59% |
| Symbol | Catalyst |
Catalyst Exceed '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 Exceed'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 Exceed.
| 12/03/2023 |
| 11/27/2024 |
If you would invest 0.00 in Catalyst Exceed on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Catalyst Exceed Defined or generate 0.0% return on investment in Catalyst Exceed over 360 days. Catalyst Exceed is related to or competes with Fisher Large, Touchstone Large, Fidelity Stock, Quantitative, T Rowe, and Goldman Sachs. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of borrowings for in... More
Catalyst Exceed 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 Exceed'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 Catalyst Exceed Defined upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9788 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.33 |
Catalyst Exceed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Exceed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Exceed's standard deviation. In reality, there are many statistical measures that can use Catalyst Exceed historical prices to predict the future Catalyst Exceed's volatility.| Risk Adjusted Performance | 0.0461 | |||
| Jensen Alpha | 0.0434 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Exceed'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.
Catalyst Exceed Defined Backtested Returns
At this stage we consider Catalyst Mutual Fund to be very steady. Catalyst Exceed Defined secures Sharpe Ratio (or Efficiency) of 0.0867, which signifies that the fund had a 0.0867% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalyst Exceed Defined, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Exceed's Downside Deviation of 0.9788, risk adjusted performance of 0.0461, and Mean Deviation of 0.5772 to double-check if the risk estimate we provide is consistent with the expected return of 0.0683%. The fund shows a Beta (market volatility) of -0.0526, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalyst Exceed are expected to decrease at a much lower rate. During the bear market, Catalyst Exceed is likely to outperform the market.
Auto-correlation | -0.08 |
Very weak reverse predictability
Catalyst Exceed Defined has very weak reverse predictability. Overlapping area represents the amount of predictability between Catalyst Exceed time series from 3rd of December 2023 to 31st of May 2024 and 31st of May 2024 to 27th of November 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 Catalyst Exceed Defined price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Catalyst Exceed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Catalyst Exceed Defined lagged returns against current returns
Autocorrelation, which is Catalyst Exceed 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 Exceed's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Exceed returns to help us make a trade decision. For example, suppose you find that Catalyst Exceed 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 Exceed 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 Exceed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Exceed 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 Exceed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Exceed Lagged Returns
When evaluating Catalyst Exceed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Exceed mutual fund have on its future price. Catalyst Exceed 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 Exceed autocorrelation shows the relationship between Catalyst Exceed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Exceed Defined.
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 Mutual Fund
Catalyst Exceed 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 Exceed security.
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