Catalystaspect Enhanced Multi Asset Fund Market Value

CASIX Fund  USD 11.58  0.11  0.96%   
Catalyst/aspect Enhanced's market value is the price at which a share of Catalyst/aspect Enhanced trades on a public exchange. It measures the collective expectations of Catalystaspect Enhanced Multi Asset investors about its performance. Catalyst/aspect Enhanced is trading at 11.58 as of the 4th of December 2024; that is 0.96 percent increase since the beginning of the trading day. The fund's open price was 11.47.
With this module, you can estimate the performance of a buy and hold strategy of Catalystaspect Enhanced Multi Asset and determine expected loss or profit from investing in Catalyst/aspect Enhanced over a given investment horizon. Check out Catalyst/aspect Enhanced Correlation, Catalyst/aspect Enhanced Volatility and Catalyst/aspect Enhanced Alpha and Beta module to complement your research on Catalyst/aspect Enhanced.
Symbol

Please note, there is a significant difference between Catalyst/aspect Enhanced's value and its price as these two are different measures arrived at by different means. Investors typically determine if Catalyst/aspect Enhanced is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Catalyst/aspect Enhanced'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/aspect 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/aspect 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/aspect Enhanced.
0.00
06/07/2024
No Change 0.00  0.0 
In 5 months and 30 days
12/04/2024
0.00
If you would invest  0.00  in Catalyst/aspect Enhanced on June 7, 2024 and sell it all today you would earn a total of 0.00 from holding Catalystaspect Enhanced Multi Asset or generate 0.0% return on investment in Catalyst/aspect Enhanced over 180 days. Catalyst/aspect Enhanced is related to or competes with Catalystsmh High, Catalystsmh High, Catalystsmh High, Catalyst Mlp, Catalyst Mlp, Catalyst Mlp, and Catalystwarrington. The fund seeks to achieve its investment objective by investing in a portfolio composed of two components a Managed Futu... More

Catalyst/aspect 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/aspect 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 Catalystaspect Enhanced Multi Asset upside and downside potential and time the market with a certain degree of confidence.

Catalyst/aspect Enhanced Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/aspect Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/aspect Enhanced's standard deviation. In reality, there are many statistical measures that can use Catalyst/aspect Enhanced historical prices to predict the future Catalyst/aspect Enhanced's volatility.
Hype
Prediction
LowEstimatedHigh
10.6511.4712.29
Details
Intrinsic
Valuation
LowRealHigh
10.5911.4112.23
Details
Naive
Forecast
LowNextHigh
10.7911.6112.43
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.1811.3411.49
Details

Catalyst/aspect Enhanced Backtested Returns

At this stage we consider Catalyst/aspect Mutual Fund to be very steady. Catalyst/aspect Enhanced secures Sharpe Ratio (or Efficiency) of 0.079, which signifies that the fund had a 0.079% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalystaspect Enhanced Multi Asset, which you can use to evaluate the volatility of the entity. Please confirm Catalyst/aspect Enhanced's Risk Adjusted Performance of 0.0222, downside deviation of 0.9878, and Mean Deviation of 0.6647 to double-check if the risk estimate we provide is consistent with the expected return of 0.0653%. The fund shows a Beta (market volatility) of 0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalyst/aspect Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/aspect Enhanced is expected to be smaller as well.

Auto-correlation

    
  0.38  

Below average predictability

Catalystaspect Enhanced Multi Asset has below average predictability. Overlapping area represents the amount of predictability between Catalyst/aspect Enhanced time series from 7th of June 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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/aspect Enhanced price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Catalyst/aspect Enhanced price fluctuation can be explain by its past prices.
Correlation Coefficient0.38
Spearman Rank Test0.07
Residual Average0.0
Price Variance0.03

Catalyst/aspect Enhanced lagged returns against current returns

Autocorrelation, which is Catalyst/aspect 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/aspect Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/aspect Enhanced returns to help us make a trade decision. For example, suppose you find that Catalyst/aspect 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/aspect 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/aspect Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/aspect 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/aspect Enhanced mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Catalyst/aspect Enhanced Lagged Returns

When evaluating Catalyst/aspect Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/aspect Enhanced mutual fund have on its future price. Catalyst/aspect 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/aspect Enhanced autocorrelation shows the relationship between Catalyst/aspect Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystaspect Enhanced Multi Asset.
   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/aspect Mutual Fund

Catalyst/aspect Enhanced financial ratios help investors to determine whether Catalyst/aspect 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/aspect with respect to the benefits of owning Catalyst/aspect Enhanced security.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume