Catalystexceed Defined Shield Fund Market Value
| SHIIX Fund | USD 10.49 0.05 0.48% |
| Symbol | Catalyst/exceed |
Catalyst/exceed Defined '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 Defined'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 Defined.
| 12/03/2023 |
| 11/27/2024 |
If you would invest 0.00 in Catalyst/exceed Defined on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Catalystexceed Defined Shield or generate 0.0% return on investment in Catalyst/exceed Defined over 360 days. Catalyst/exceed Defined is related to or competes with Catalyst/millburn, Tactical Growth, Catalyst Exceed, Anchor Tactical, and Tfa Tactical. Under normal market conditions, the fund seeks to achieve its investment objective by investing in put and call options ... More
Catalyst/exceed Defined 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 Defined'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 Catalystexceed Defined Shield upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4358 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.03 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.6763 |
Catalyst/exceed Defined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/exceed Defined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/exceed Defined's standard deviation. In reality, there are many statistical measures that can use Catalyst/exceed Defined historical prices to predict the future Catalyst/exceed Defined's volatility.| Risk Adjusted Performance | 0.0964 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.1078 |
Catalyst/exceed Defined Backtested Returns
At this stage we consider Catalyst/exceed Mutual Fund to be very steady. Catalyst/exceed Defined secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalystexceed Defined Shield, which you can use to evaluate the volatility of the entity. Please confirm Catalyst/exceed Defined's Mean Deviation of 0.3034, risk adjusted performance of 0.0964, and Downside Deviation of 0.4358 to double-check if the risk estimate we provide is consistent with the expected return of 0.0642%. The fund shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalyst/exceed Defined's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/exceed Defined is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
Catalystexceed Defined Shield has good predictability. Overlapping area represents the amount of predictability between Catalyst/exceed Defined 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 0.77 indicates that around 77.0% of current Catalyst/exceed Defined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Catalyst/exceed Defined lagged returns against current returns
Autocorrelation, which is Catalyst/exceed Defined 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 Defined's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/exceed Defined returns to help us make a trade decision. For example, suppose you find that Catalyst/exceed Defined 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 |
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Catalyst/exceed Defined 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 Defined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/exceed Defined 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 Defined mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst/exceed Defined Lagged Returns
When evaluating Catalyst/exceed Defined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/exceed Defined mutual fund have on its future price. Catalyst/exceed Defined 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 Defined autocorrelation shows the relationship between Catalyst/exceed Defined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystexceed Defined Shield.
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/exceed Mutual Fund
Catalyst/exceed Defined financial ratios help investors to determine whether Catalyst/exceed 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/exceed with respect to the benefits of owning Catalyst/exceed Defined security.
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