Catalyst Intelligent Alternative Fund Market Value
| ATRCX Fund | USD 9.48 0.19 2.05% |
| Symbol | CATALYST |
Catalyst Intelligent '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 Intelligent'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 Intelligent.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Catalyst Intelligent on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Intelligent Alternative or generate 0.0% return on investment in Catalyst Intelligent over 90 days. Catalyst Intelligent is related to or competes with Doubleline Total, Intermediate-term, Gmo High, Calvert Bond, Vanguard Intermediate-ter, Intermediate Bond, and Nationwide Government. Under normal circumstances, the fund seeks to provide a total return that exceeds the BNP Paribas Catalyst Systematic Al... More
Catalyst Intelligent 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 Intelligent'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 Intelligent Alternative upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.92 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 1.45 |
Catalyst Intelligent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Intelligent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Intelligent's standard deviation. In reality, there are many statistical measures that can use Catalyst Intelligent historical prices to predict the future Catalyst Intelligent's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.9506 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Intelligent'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 Intelligent Backtested Returns
Catalyst Intelligent 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. Catalyst Intelligent Alternative exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Catalyst Intelligent's Mean Deviation of 0.9426, standard deviation of 1.19, and Risk Adjusted Performance of (0.15) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalyst Intelligent are expected to decrease at a much lower rate. During the bear market, Catalyst Intelligent is likely to outperform the market.
Auto-correlation | -0.3 |
Weak reverse predictability
Catalyst Intelligent Alternative has weak reverse predictability. Overlapping area represents the amount of predictability between Catalyst Intelligent time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Intelligent price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Catalyst Intelligent price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Catalyst Intelligent lagged returns against current returns
Autocorrelation, which is Catalyst Intelligent 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 Intelligent's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Intelligent returns to help us make a trade decision. For example, suppose you find that Catalyst Intelligent 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 Intelligent 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 Intelligent mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Intelligent 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 Intelligent mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Intelligent Lagged Returns
When evaluating Catalyst Intelligent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Intelligent mutual fund have on its future price. Catalyst Intelligent 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 Intelligent autocorrelation shows the relationship between Catalyst Intelligent mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Intelligent Alternative.
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 Intelligent 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 Intelligent security.
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