Catalyst Dynamic Alpha Fund Market Value
| CPEAX Fund | USD 26.02 0.15 0.58% |
| Symbol | Catalyst |
Catalyst Dynamic '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 Dynamic'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 Dynamic.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Catalyst Dynamic on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Dynamic Alpha or generate 0.0% return on investment in Catalyst Dynamic over 210 days. Catalyst Dynamic is related to or competes with Catalyst Dynamic, Nasdaq 100, Catalyst Dynamic, Nasdaq 100, and Nasdaq-100 Fund. The fund seeks to achieve its investment objective by investing primarily in common stocks of U.S More
Catalyst Dynamic 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 Dynamic'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 Dynamic Alpha upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0044 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.73 |
Catalyst Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Dynamic's standard deviation. In reality, there are many statistical measures that can use Catalyst Dynamic historical prices to predict the future Catalyst Dynamic's volatility.| Risk Adjusted Performance | 0.1125 | |||
| Jensen Alpha | 7.0E-4 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0038 | |||
| Treynor Ratio | 0.1283 |
Catalyst Dynamic Alpha Backtested Returns
At this stage we consider Catalyst Mutual Fund to be very steady. Catalyst Dynamic Alpha secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the fund had a 0.2% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalyst Dynamic Alpha, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Dynamic's Downside Deviation of 1.13, mean deviation of 0.732, and Risk Adjusted Performance of 0.1125 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 1.03, which signifies a somewhat significant risk relative to the market. Catalyst Dynamic returns are very sensitive to returns on the market. As the market goes up or down, Catalyst Dynamic is expected to follow.
Auto-correlation | -0.34 |
Poor reverse predictability
Catalyst Dynamic Alpha has poor reverse predictability. Overlapping area represents the amount of predictability between Catalyst Dynamic time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd 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 Dynamic Alpha price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Catalyst Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Catalyst Dynamic Alpha lagged returns against current returns
Autocorrelation, which is Catalyst Dynamic 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 Dynamic's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Dynamic returns to help us make a trade decision. For example, suppose you find that Catalyst Dynamic 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 Dynamic 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 Dynamic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Dynamic 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 Dynamic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Dynamic Lagged Returns
When evaluating Catalyst Dynamic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Dynamic mutual fund have on its future price. Catalyst Dynamic 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 Dynamic autocorrelation shows the relationship between Catalyst Dynamic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Dynamic Alpha.
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 Dynamic 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 Dynamic security.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences |