Catalystmillburn Dynamic Commodity Fund Market Value

DCXAX Fund  USD 9.19  0.01  0.11%   
Catalyst/millburn's market value is the price at which a share of Catalyst/millburn trades on a public exchange. It measures the collective expectations of Catalystmillburn Dynamic Commodity investors about its performance. Catalyst/millburn is trading at 9.19 as of the 13th of February 2025; that is 0.11% up since the beginning of the trading day. The fund's open price was 9.18.
With this module, you can estimate the performance of a buy and hold strategy of Catalystmillburn Dynamic Commodity and determine expected loss or profit from investing in Catalyst/millburn over a given investment horizon. Check out Catalyst/millburn Correlation, Catalyst/millburn Volatility and Catalyst/millburn Alpha and Beta module to complement your research on Catalyst/millburn.
Symbol

Please note, there is a significant difference between Catalyst/millburn's value and its price as these two are different measures arrived at by different means. Investors typically determine if Catalyst/millburn is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Catalyst/millburn'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/millburn '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/millburn'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/millburn.
0.00
02/24/2023
No Change 0.00  0.0 
In 1 year 11 months and 21 days
02/13/2025
0.00
If you would invest  0.00  in Catalyst/millburn on February 24, 2023 and sell it all today you would earn a total of 0.00 from holding Catalystmillburn Dynamic Commodity or generate 0.0% return on investment in Catalyst/millburn over 720 days. Catalyst/millburn is related to or competes with Sprott Gold, Gabelli Gold, Goldman Sachs, Global Gold, James Balanced:, First Eagle, and The Gold. The fund seeks to achieve its investment objective by investing in a portfolio comprised of Commodity futures and option... More

Catalyst/millburn 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/millburn'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 Catalystmillburn Dynamic Commodity upside and downside potential and time the market with a certain degree of confidence.

Catalyst/millburn Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/millburn's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/millburn's standard deviation. In reality, there are many statistical measures that can use Catalyst/millburn historical prices to predict the future Catalyst/millburn's volatility.
Hype
Prediction
LowEstimatedHigh
8.509.199.88
Details
Intrinsic
Valuation
LowRealHigh
8.469.159.84
Details
Naive
Forecast
LowNextHigh
8.399.099.78
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.079.209.33
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Catalyst/millburn. Your research has to be compared to or analyzed against Catalyst/millburn's peers to derive any actionable benefits. When done correctly, Catalyst/millburn's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Catalystmillburn Dyn.

Catalystmillburn Dyn Backtested Returns

At this stage we consider Catalyst/millburn Mutual Fund to be very steady. Catalystmillburn Dyn secures Sharpe Ratio (or Efficiency) of 0.0901, which signifies that the fund had a 0.0901 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalystmillburn Dynamic Commodity, which you can use to evaluate the volatility of the entity. Please confirm Catalyst/millburn's Risk Adjusted Performance of 0.0636, downside deviation of 0.7552, and Mean Deviation of 0.4778 to double-check if the risk estimate we provide is consistent with the expected return of 0.0624%. The fund shows a Beta (market volatility) of 0.0808, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalyst/millburn's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/millburn is expected to be smaller as well.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

Catalystmillburn Dynamic Commodity has insignificant reverse predictability. Overlapping area represents the amount of predictability between Catalyst/millburn time series from 24th of February 2023 to 19th of February 2024 and 19th of February 2024 to 13th 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 Catalystmillburn Dyn price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Catalyst/millburn price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test0.08
Residual Average0.0
Price Variance0.05
Catalyst/millburn ReturnsCatalyst/millburn Lagged ReturnsDiversified AwayCatalyst/millburn ReturnsCatalyst/millburn Lagged ReturnsDiversified Away100%

Catalystmillburn Dyn lagged returns against current returns

Autocorrelation, which is Catalyst/millburn 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/millburn's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/millburn returns to help us make a trade decision. For example, suppose you find that Catalyst/millburn 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 3.21.15MarMayJulSepNov2025-5%0%5%10%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
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Catalyst/millburn 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/millburn mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/millburn 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/millburn mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15MarMayJulSepNov20258.78.88.99.09.19.2
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Catalyst/millburn Lagged Returns

When evaluating Catalyst/millburn's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/millburn mutual fund have on its future price. Catalyst/millburn 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/millburn autocorrelation shows the relationship between Catalyst/millburn mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystmillburn Dynamic Commodity.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15AprJulOct2024AprJulOct20258.48.68.89.09.29.49.69.8
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Catalyst/millburn Mutual Fund

Catalyst/millburn financial ratios help investors to determine whether Catalyst/millburn 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/millburn with respect to the benefits of owning Catalyst/millburn security.
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