Catalystwarrington Strategic Program Fund Market Value
| CWXCX Fund | USD 8.48 0.01 0.12% |
| Symbol | Catalyst/warrington |
Catalyst/warrington '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/warrington'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/warrington.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Catalyst/warrington on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystwarrington Strategic Program or generate 0.0% return on investment in Catalyst/warrington over 30 days. Catalyst/warrington is related to or competes with Elfun Diversified, Fidelity Advisor, Global Diversified, Madison Diversified, and Fulcrum Diversified. The fund seeks to achieve its investment objective by buying and selling short-term options and option spreads on the St... More
Catalyst/warrington 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/warrington'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 Catalystwarrington Strategic Program upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.148 | |||
| Information Ratio | 0.0336 | |||
| Maximum Drawdown | 0.9473 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1183 |
Catalyst/warrington Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/warrington's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/warrington's standard deviation. In reality, there are many statistical measures that can use Catalyst/warrington historical prices to predict the future Catalyst/warrington's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0249 | |||
| Treynor Ratio | 0.1192 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst/warrington'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/warrington Backtested Returns
At this stage we consider Catalyst/warrington Mutual Fund to be very steady. Catalyst/warrington secures Sharpe Ratio (or Efficiency) of 0.0696, which signifies that the fund had a 0.0696 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalystwarrington Strategic Program, which you can use to evaluate the volatility of the entity. Please confirm Catalyst/warrington's Coefficient Of Variation of 1519.13, risk adjusted performance of (0.01), and Mean Deviation of 0.0451 to double-check if the risk estimate we provide is consistent with the expected return of 0.0081%. The fund shows a Beta (market volatility) of -0.0233, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalyst/warrington are expected to decrease at a much lower rate. During the bear market, Catalyst/warrington is likely to outperform the market.
Auto-correlation | -0.64 |
Very good reverse predictability
Catalystwarrington Strategic Program has very good reverse predictability. Overlapping area represents the amount of predictability between Catalyst/warrington time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 Catalyst/warrington price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Catalyst/warrington price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalyst/warrington lagged returns against current returns
Autocorrelation, which is Catalyst/warrington 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/warrington's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/warrington returns to help us make a trade decision. For example, suppose you find that Catalyst/warrington 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/warrington 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/warrington mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/warrington 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/warrington mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst/warrington Lagged Returns
When evaluating Catalyst/warrington's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/warrington mutual fund have on its future price. Catalyst/warrington 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/warrington autocorrelation shows the relationship between Catalyst/warrington mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystwarrington Strategic Program.
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/warrington Mutual Fund
Catalyst/warrington financial ratios help investors to determine whether Catalyst/warrington 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/warrington with respect to the benefits of owning Catalyst/warrington security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Money Managers Screen money managers from public funds and ETFs managed around the world |