Catalyst Insider Income Fund Market Value
| IIXCX Fund | USD 9.22 0.02 0.22% |
| Symbol | Catalyst |
Catalyst Insider '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 Insider'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 Insider.
| 11/28/2024 |
| 12/28/2024 |
If you would invest 0.00 in Catalyst Insider on November 28, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Insider Income or generate 0.0% return on investment in Catalyst Insider over 30 days. Catalyst Insider is related to or competes with Neuberger Berman, Guggenheim Risk, Goldman Sachs, Dunham Real, and Columbia Real. The fund seeks to achieve its investment objective by investing primarily in short-term U.S More
Catalyst Insider 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 Insider'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 Insider Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1624 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 0.5438 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.2195 |
Catalyst Insider Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Insider's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Insider's standard deviation. In reality, there are many statistical measures that can use Catalyst Insider historical prices to predict the future Catalyst Insider's volatility.| Risk Adjusted Performance | 0.1207 | |||
| Jensen Alpha | 0.0168 | |||
| Total Risk Alpha | 0.0133 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (1.89) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Insider'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 Insider Income Backtested Returns
At this stage we consider Catalyst Mutual Fund to be very steady. Catalyst Insider Income secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Catalyst Insider Income, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Insider's Mean Deviation of 0.0941, coefficient of variation of 449.29, and Risk Adjusted Performance of 0.1207 to double-check if the risk estimate we provide is consistent with the expected return of 0.0223%. The fund shows a Beta (market volatility) of -0.0088, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalyst Insider are expected to decrease at a much lower rate. During the bear market, Catalyst Insider is likely to outperform the market.
Auto-correlation | 0.16 |
Very weak predictability
Catalyst Insider Income has very weak predictability. Overlapping area represents the amount of predictability between Catalyst Insider time series from 28th of November 2024 to 13th of December 2024 and 13th of December 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 Insider Income price movement. The serial correlation of 0.16 indicates that over 16.0% of current Catalyst Insider price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalyst Insider Income lagged returns against current returns
Autocorrelation, which is Catalyst Insider 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 Insider's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Insider returns to help us make a trade decision. For example, suppose you find that Catalyst Insider 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 Insider 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 Insider mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Insider 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 Insider mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Insider Lagged Returns
When evaluating Catalyst Insider's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Insider mutual fund have on its future price. Catalyst Insider 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 Insider autocorrelation shows the relationship between Catalyst Insider mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Insider 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 Insider 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 Insider security.
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