Catalyst Insider Buying Fund Market Value
| INSAX Fund | USD 22.13 0.18 0.81% |
| Symbol | Catalyst |
Catalyst Insider '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 Insider'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 Insider.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Catalyst Insider on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Insider Buying or generate 0.0% return on investment in Catalyst Insider over 210 days. Catalyst Insider is related to or competes with Sarofim Equity, Artisan Select, Gmo Global, Nationwide Global, Small Cap, Ultra-short Fixed, and Us Vector. The fund seeks to achieve its investment objective by combining a portfolio of common stock with an overlay component th... More
Catalyst Insider 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 Insider'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 Insider Buying upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.17 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.6 |
Catalyst Insider Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Insider's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Insider's standard deviation. In reality, there are many statistical measures that can use Catalyst Insider historical prices to predict the future Catalyst Insider's volatility.| Risk Adjusted Performance | 0.0728 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0785 |
Catalyst Insider Buying Backtested Returns
At this stage we consider Catalyst Mutual Fund to be very steady. Catalyst Insider Buying secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalyst Insider Buying, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Insider's Risk Adjusted Performance of 0.0728, downside deviation of 1.13, and Mean Deviation of 0.8478 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 1.17, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Catalyst Insider will likely underperform.
Auto-correlation | -0.25 |
Weak reverse predictability
Catalyst Insider Buying has weak reverse predictability. Overlapping area represents the amount of predictability between Catalyst Insider time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd 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 Catalyst Insider Buying price movement. The serial correlation of -0.25 indicates that over 25.0% of current Catalyst Insider price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Catalyst Insider Buying lagged returns against current returns
Autocorrelation, which is Catalyst Insider 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 Insider's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Insider returns to help us make a trade decision. For example, suppose you find that Catalyst Insider 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 Insider 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 Insider mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Insider 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 Insider mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Insider Lagged Returns
When evaluating Catalyst Insider's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Insider mutual fund have on its future price. Catalyst Insider 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 Insider autocorrelation shows the relationship between Catalyst Insider mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Insider Buying.
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 Insider 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 Insider security.
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