Catalystwarrington Strategic Program Fund Market Value
| CWXCX Fund | USD 8.62 0.00 0.00% |
| Symbol | Catalyst/warrington |
Catalyst/warrington '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/warrington'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/warrington.
| 09/04/2023 |
| 11/27/2024 |
If you would invest 0.00 in Catalyst/warrington on September 4, 2023 and sell it all today you would earn a total of 0.00 from holding Catalystwarrington Strategic Program or generate 0.0% return on investment in Catalyst/warrington over 450 days. Catalyst/warrington is related to or competes with Towpath Technology, Firsthand Technology, Global Technology, Janus Global, Goldman Sachs, Dreyfus Technology, and Technology Ultrasector. The fund seeks to achieve its investment objective by buying and selling short-term options and option spreads on the St... More
Catalyst/warrington 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/warrington'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 Catalystwarrington Strategic Program upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1924 | |||
| Information Ratio | (1.17) | |||
| Maximum Drawdown | 1.04 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.116 |
Catalyst/warrington Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/warrington's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/warrington's standard deviation. In reality, there are many statistical measures that can use Catalyst/warrington historical prices to predict the future Catalyst/warrington's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.68) | |||
| Treynor Ratio | (0.57) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst/warrington'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/warrington Backtested Returns
At this stage we consider Catalyst/warrington Mutual Fund to be very steady. Catalyst/warrington secures Sharpe Ratio (or Efficiency) of 6.0E-4, which signifies that the fund had a 6.0E-4% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Catalystwarrington Strategic Program, which you can use to evaluate the volatility of the entity. Please confirm Catalyst/warrington's Downside Deviation of 0.1924, mean deviation of 0.0457, and Risk Adjusted Performance of (0.06) to double-check if the risk estimate we provide is consistent with the expected return of 1.0E-4%. The fund shows a Beta (market volatility) of 0.0175, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalyst/warrington's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/warrington is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Catalystwarrington Strategic Program has below average predictability. Overlapping area represents the amount of predictability between Catalyst/warrington time series from 4th of September 2023 to 16th of April 2024 and 16th of April 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/warrington price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Catalyst/warrington price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalyst/warrington lagged returns against current returns
Autocorrelation, which is Catalyst/warrington 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/warrington's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/warrington returns to help us make a trade decision. For example, suppose you find that Catalyst/warrington 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/warrington 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/warrington mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/warrington 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/warrington mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst/warrington Lagged Returns
When evaluating Catalyst/warrington's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/warrington mutual fund have on its future price. Catalyst/warrington 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/warrington autocorrelation shows the relationship between Catalyst/warrington mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystwarrington Strategic Program.
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/warrington Mutual Fund
Catalyst/warrington financial ratios help investors to determine whether Catalyst/warrington 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/warrington with respect to the benefits of owning Catalyst/warrington security.
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