Catalystmap Global Equity Fund Market Value

CAXIX Fund  USD 17.75  0.03  0.17%   
Catalyst/map Global's market value is the price at which a share of Catalyst/map Global trades on a public exchange. It measures the collective expectations of Catalystmap Global Equity investors about its performance. Catalyst/map Global is trading at 17.75 as of the 16th of February 2025; that is 0.17 percent decrease since the beginning of the trading day. The fund's open price was 17.78.
With this module, you can estimate the performance of a buy and hold strategy of Catalystmap Global Equity and determine expected loss or profit from investing in Catalyst/map Global over a given investment horizon. Check out Catalyst/map Global Correlation, Catalyst/map Global Volatility and Catalyst/map Global Alpha and Beta module to complement your research on Catalyst/map Global.
Symbol

Please note, there is a significant difference between Catalyst/map Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Catalyst/map Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Catalyst/map Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
01/17/2025
No Change 0.00  0.0 
In 31 days
02/16/2025
0.00
If you would invest  0.00  in Catalyst/map Global on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystmap Global Equity or generate 0.0% return on investment in Catalyst/map Global over 30 days. Catalyst/map Global is related to or competes with Rbc Emerging, Vanguard Emerging, Pnc Emerging, Wasatch Frontier, Transamerica Emerging, and Artisan Developing. The fund primarily invests in equity securities of U.S 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 Equity upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
16.9417.7518.56
Details
Intrinsic
Valuation
LowRealHigh
16.9217.7318.54
Details
Naive
Forecast
LowNextHigh
16.8717.6818.50
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.3817.6217.85
Details

Catalystmap Global Equity Backtested Returns

Catalystmap Global Equity secures Sharpe Ratio (or Efficiency) of -0.0319, which signifies that the fund had a -0.0319 % return per unit of risk over the last 3 months. Catalystmap Global Equity exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Catalyst/map Global's Standard Deviation of 0.801, risk adjusted performance of (0.05), and Mean Deviation of 0.4557 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. 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

    
  0.86  

Very good predictability

Catalystmap Global Equity has very good predictability. Overlapping area represents the amount of predictability between Catalyst/map Global time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Catalystmap Global Equity price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Catalyst/map Global price fluctuation can be explain by its past prices.
Correlation Coefficient0.86
Spearman Rank Test0.57
Residual Average0.0
Price Variance0.0
Catalyst/map ReturnsCatalyst/map Lagged ReturnsDiversified AwayCatalyst/map ReturnsCatalyst/map Lagged ReturnsDiversified Away100%

Catalystmap Global Equity 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   
JavaScript chart by amCharts 3.21.15Feb 03Feb 05Feb 07Feb 09Feb 11Feb 13Feb 150.5%1.0%1.5%2.0%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       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   
JavaScript chart by amCharts 3.21.15Feb 03Feb 05Feb 07Feb 09Feb 11Feb 13Feb 1517.4517.5017.5517.6017.6517.7017.75
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression 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 Equity.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Jan 17Jan 21Jan 25Jan 29FebFeb 06Feb 10Feb 1417.3517.4017.4517.5017.5517.6017.6517.7017.75
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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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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