Catalystmap Global Balanced Fund Market Value
| TRXCX Fund | USD 11.24 0.06 0.54% |
| Symbol | Catalyst/map |
Catalyst/map Global '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/map Global'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/map Global.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Catalyst/map Global on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Catalystmap Global Balanced or generate 0.0% return on investment in Catalyst/map Global over 30 days. Catalyst/map Global is related to or competes with Franklin Small, Vy Columbia, Ab Small, Praxis Small, Ab Small, Hunter Small, and Sp Smallcap. The fund invests primarily in a broad range of domestic and international, including emerging markets, fixed income and ... More
Catalyst/map Global 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/map Global'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 Catalystmap Global Balanced upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 1.52 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4533 |
Catalyst/map Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/map Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/map Global's standard deviation. In reality, there are many statistical measures that can use Catalyst/map Global historical prices to predict the future Catalyst/map Global's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst/map Global'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/map Global Backtested Returns
Catalyst/map Global secures Sharpe Ratio (or Efficiency) of -0.0371, which signifies that the fund had a -0.0371 % return per unit of risk over the last 3 months. Catalystmap Global Balanced exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Catalyst/map Global's Risk Adjusted Performance of (0.05), standard deviation of 0.3045, and Mean Deviation of 0.2366 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalyst/map Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/map Global is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
Catalystmap Global Balanced has virtually no predictability. Overlapping area represents the amount of predictability between Catalyst/map Global time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 2025. 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/map Global price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Catalyst/map Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalyst/map Global lagged returns against current returns
Autocorrelation, which is Catalyst/map Global 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/map Global's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/map Global returns to help us make a trade decision. For example, suppose you find that Catalyst/map Global 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/map Global 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/map Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/map Global 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/map Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst/map Global Lagged Returns
When evaluating Catalyst/map Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/map Global mutual fund have on its future price. Catalyst/map Global 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/map Global autocorrelation shows the relationship between Catalyst/map Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystmap Global Balanced.
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/map Mutual Fund
Catalyst/map Global financial ratios help investors to determine whether Catalyst/map 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/map with respect to the benefits of owning Catalyst/map Global security.
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