Catalystmap Global Balanced Fund Market Value
| TRXCX Fund | USD 11.49 0.04 0.35% |
| Symbol | Catalystmap |
Catalystmap Global '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 Catalystmap Global'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 Catalystmap Global.
| 12/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Catalystmap Global on December 19, 2023 and sell it all today you would earn a total of 0.00 from holding Catalystmap Global Balanced or generate 0.0% return on investment in Catalystmap Global over 360 days. Catalystmap Global is related to or competes with Catalystsmh High, Catalystsmh High, Catalystsmh High, Catalyst Mlp, Catalyst Mlp, Catalyst Mlp, and Catalystwarrington. The fund invests primarily in a broad range of domestic and international, including emerging markets, fixed income and ... More
Catalystmap Global 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 Catalystmap Global'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 Catalystmap Global Balanced upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.43) | |||
| Maximum Drawdown | 1.3 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.434 |
Catalystmap Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystmap Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystmap Global's standard deviation. In reality, there are many statistical measures that can use Catalystmap Global historical prices to predict the future Catalystmap Global's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalystmap Global'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.
Catalystmap Global Backtested Returns
Catalystmap Global secures Sharpe Ratio (or Efficiency) of -0.0521, which signifies that the fund had a -0.0521% return per unit of risk over the last 3 months. Catalystmap Global Balanced exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Catalystmap Global's Mean Deviation of 0.2166, risk adjusted performance of (0.02), and Standard Deviation of 0.2611 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalystmap Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalystmap Global is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
Catalystmap Global Balanced has modest predictability. Overlapping area represents the amount of predictability between Catalystmap Global time series from 19th of December 2023 to 16th of June 2024 and 16th of June 2024 to 13th 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 Catalystmap Global price movement. The serial correlation of 0.53 indicates that about 53.0% of current Catalystmap Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Catalystmap Global lagged returns against current returns
Autocorrelation, which is Catalystmap Global 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 Catalystmap Global's mutual fund expected returns. We can calculate the autocorrelation of Catalystmap Global returns to help us make a trade decision. For example, suppose you find that Catalystmap Global 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 |
Catalystmap Global 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 Catalystmap Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystmap Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystmap Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystmap Global Lagged Returns
When evaluating Catalystmap Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystmap Global mutual fund have on its future price. Catalystmap Global 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, Catalystmap Global autocorrelation shows the relationship between Catalystmap Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystmap Global Balanced.
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 Catalystmap Mutual Fund
Catalystmap Global financial ratios help investors to determine whether Catalystmap 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 Catalystmap with respect to the benefits of owning Catalystmap Global security.
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