Catalyst Mlp Infrastructure Fund Market Value
| MLXCX Fund | USD 28.47 0.83 3.00% |
| Symbol | Catalyst |
Catalyst Mlp '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 Mlp'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 Mlp.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Catalyst Mlp on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Mlp Infrastructure or generate 0.0% return on investment in Catalyst Mlp over 90 days. Catalyst Mlp is related to or competes with Hawaii Municipal, Us Government, Us Government, Us Government, and Vanguard Intermediate-ter. The fund seeks to achieve its investment objective by primarily investing in the publicly-listed equity securities of U.... More
Catalyst Mlp 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 Mlp'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 Mlp Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.0929 | |||
| Maximum Drawdown | 6.91 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 2.56 |
Catalyst Mlp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Mlp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Mlp's standard deviation. In reality, there are many statistical measures that can use Catalyst Mlp historical prices to predict the future Catalyst Mlp's volatility.| Risk Adjusted Performance | 0.0305 | |||
| Jensen Alpha | 0.1028 | |||
| Total Risk Alpha | 0.2343 | |||
| Sortino Ratio | 0.0888 | |||
| Treynor Ratio | 0.0616 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Mlp'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 Mlp Infrast Backtested Returns
At this stage we consider Catalyst Mutual Fund to be very steady. Catalyst Mlp Infrast secures Sharpe Ratio (or Efficiency) of 0.0299, which signifies that the fund had a 0.0299 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalyst Mlp Infrastructure, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Mlp's Downside Deviation of 1.65, mean deviation of 1.22, and Risk Adjusted Performance of 0.0305 to double-check if the risk estimate we provide is consistent with the expected return of 0.0471%. The fund shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalyst Mlp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst Mlp is expected to be smaller as well.
Auto-correlation | -0.63 |
Very good reverse predictability
Catalyst Mlp Infrastructure has very good reverse predictability. Overlapping area represents the amount of predictability between Catalyst Mlp 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 Mlp Infrast price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Catalyst Mlp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Catalyst Mlp Infrast lagged returns against current returns
Autocorrelation, which is Catalyst Mlp 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 Mlp's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Mlp returns to help us make a trade decision. For example, suppose you find that Catalyst Mlp 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 Mlp 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 Mlp mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Mlp 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 Mlp mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Mlp Lagged Returns
When evaluating Catalyst Mlp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Mlp mutual fund have on its future price. Catalyst Mlp 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 Mlp autocorrelation shows the relationship between Catalyst Mlp mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Mlp Infrastructure.
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 Mlp 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 Mlp security.
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