Catalyst Enhanced Income Fund Market Value
| EIXCX Fund | USD 7.97 0.02 0.25% |
| Symbol | Catalyst |
Catalyst Enhanced '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 Enhanced'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 Enhanced.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Catalyst Enhanced on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Enhanced Income or generate 0.0% return on investment in Catalyst Enhanced over 90 days. Catalyst Enhanced is related to or competes with Voya Real, Columbia Real, Short Real, Real Estate, Goldman Sachs, Amg Managers, and American Century. The fund seeks to achieve its investment objective by primarily investing in agency and non-agency commercial and reside... More
Catalyst Enhanced 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 Enhanced'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 Enhanced Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3031 | |||
| Information Ratio | 0.3137 | |||
| Maximum Drawdown | 1.29 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.6418 |
Catalyst Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Enhanced's standard deviation. In reality, there are many statistical measures that can use Catalyst Enhanced historical prices to predict the future Catalyst Enhanced's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0302 | |||
| Sortino Ratio | 0.3284 | |||
| Treynor Ratio | 0.1074 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Enhanced'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 Enhanced Income Backtested Returns
At this stage we consider Catalyst Mutual Fund to be very steady. Catalyst Enhanced Income secures Sharpe Ratio (or Efficiency) of 0.0402, which signifies that the fund had a 0.0402 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalyst Enhanced Income, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Enhanced's Risk Adjusted Performance of (0.02), mean deviation of 0.2396, and Downside Deviation of 0.3031 to double-check if the risk estimate we provide is consistent with the expected return of 0.0131%. The fund shows a Beta (market volatility) of -0.0885, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalyst Enhanced are expected to decrease at a much lower rate. During the bear market, Catalyst Enhanced is likely to outperform the market.
Auto-correlation | -0.37 |
Poor reverse predictability
Catalyst Enhanced Income has poor reverse predictability. Overlapping area represents the amount of predictability between Catalyst Enhanced time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Enhanced Income price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Catalyst Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Catalyst Enhanced Income lagged returns against current returns
Autocorrelation, which is Catalyst Enhanced 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 Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Enhanced returns to help us make a trade decision. For example, suppose you find that Catalyst Enhanced 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 Enhanced 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 Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Enhanced 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 Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Enhanced Lagged Returns
When evaluating Catalyst Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Enhanced mutual fund have on its future price. Catalyst Enhanced 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 Enhanced autocorrelation shows the relationship between Catalyst Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Enhanced Income.
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 Enhanced 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 Enhanced security.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |