Catalystaspect Enhanced Multi Asset Fund Market Value
| CASIX Fund | USD 11.66 0.13 1.13% |
| Symbol | Catalyst/aspect |
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.
| 11/07/2024 |
| 12/07/2024 |
If you would invest 0.00 in Catalyst/aspect Enhanced on November 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 30 days. Catalyst/aspect Enhanced is related to or competes with Pace International, Ashmore Emerging, Mid Cap, Hartford Emerging, Eagle Mlp, Shelton Emerging, and Siit Emerging. 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.
| Downside Deviation | 0.9248 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.84 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.25 |
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.| Risk Adjusted Performance | 0.0672 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.082 |
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 0.093, which signifies that the fund had a 0.093% 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 Downside Deviation of 0.9248, risk adjusted performance of 0.0672, and Mean Deviation of 0.6652 to double-check if the risk estimate we provide is consistent with the expected return of 0.076%. The fund shows a Beta (market volatility) of 0.78, 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 | -0.59 |
Good reverse predictability
Catalystaspect Enhanced Multi Asset has good reverse predictability. Overlapping area represents the amount of predictability between Catalyst/aspect Enhanced time series from 7th of November 2024 to 22nd of November 2024 and 22nd of November 2024 to 7th 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 -0.59 indicates that roughly 59.0% of current Catalyst/aspect Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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.
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