Catalyst Hedged Modity Fund Market Value
| CFHAX Fund | USD 8.86 0.01 0.11% |
| Symbol | Catalyst |
Catalyst Hedged '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 Hedged'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 Hedged.
| 07/01/2024 |
| 12/28/2024 |
If you would invest 0.00 in Catalyst Hedged on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Hedged Modity or generate 0.0% return on investment in Catalyst Hedged over 180 days. Catalyst Hedged is related to or competes with Catalystsmh High, Catalystsmh High, Catalystsmh High, Catalyst Mlp, Catalyst Mlp, Catalyst Mlp, and Catalystwarrington. The investment seeks long-term capital appreciation largely independent from global equity markets More
Catalyst Hedged 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 Hedged'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 Hedged Modity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 5.58 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.14 |
Catalyst Hedged Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Hedged's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Hedged's standard deviation. In reality, there are many statistical measures that can use Catalyst Hedged historical prices to predict the future Catalyst Hedged's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.75) |
Catalyst Hedged Modity Backtested Returns
Catalyst Hedged Modity secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the fund had a -0.16% return per unit of risk over the last 3 months. Catalyst Hedged Modity exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Catalyst Hedged's Standard Deviation of 0.8679, mean deviation of 0.6209, and Risk Adjusted Performance of (0.11) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalyst Hedged's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst Hedged is expected to be smaller as well.
Auto-correlation | 0.07 |
Virtually no predictability
Catalyst Hedged Modity has virtually no predictability. Overlapping area represents the amount of predictability between Catalyst Hedged time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 Hedged Modity price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Catalyst Hedged price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Catalyst Hedged Modity lagged returns against current returns
Autocorrelation, which is Catalyst Hedged 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 Hedged's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Hedged returns to help us make a trade decision. For example, suppose you find that Catalyst Hedged 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 Hedged 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 Hedged mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Hedged 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 Hedged mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Hedged Lagged Returns
When evaluating Catalyst Hedged's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Hedged mutual fund have on its future price. Catalyst Hedged 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 Hedged autocorrelation shows the relationship between Catalyst Hedged mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Hedged Modity.
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 Hedged 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 Hedged security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |