Catalyst Enhanced Income Fund Market Value
| EIXCX Fund | USD 8.08 0.02 0.25% |
| Symbol | Catalyst |
Catalyst Enhanced '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 Enhanced'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 Enhanced.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Catalyst Enhanced on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Enhanced Income or generate 0.0% return on investment in Catalyst Enhanced over 30 days. Catalyst Enhanced is related to or competes with Blackrock Strategic, Blackrock Strategic, Blackrock Strategic, Jpmorgan Strategic, Jpmorgan Strategic, Jpmorgan Strategic, and Jpmorgan Strategic. The fund seeks to achieve its investment objective by primarily investing in agency and non-agency commercial and reside... More
Catalyst Enhanced 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 Enhanced'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 Enhanced Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.56) | |||
| Maximum Drawdown | 0.9694 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.3614 |
Catalyst Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Enhanced's standard deviation. In reality, there are many statistical measures that can use Catalyst Enhanced historical prices to predict the future Catalyst Enhanced's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.76) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Enhanced'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 Enhanced Income Backtested Returns
Catalyst Enhanced Income secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the fund had a -0.1% return per unit of risk over the last 3 months. Catalyst Enhanced Income exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Catalyst Enhanced's Mean Deviation of 0.182, risk adjusted performance of (0.08), and Standard Deviation of 0.225 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0349, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalyst Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst Enhanced is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Catalyst Enhanced Income has good predictability. Overlapping area represents the amount of predictability between Catalyst Enhanced time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Enhanced Income price movement. The serial correlation of 0.72 indicates that around 72.0% of current Catalyst Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalyst Enhanced Income lagged returns against current returns
Autocorrelation, which is Catalyst Enhanced 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 Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Enhanced returns to help us make a trade decision. For example, suppose you find that Catalyst Enhanced 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 Enhanced 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 Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Enhanced 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 Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Enhanced Lagged Returns
When evaluating Catalyst Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Enhanced mutual fund have on its future price. Catalyst Enhanced 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 Enhanced autocorrelation shows the relationship between Catalyst Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Enhanced Income.
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 Enhanced 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 Enhanced security.
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