Catalyst Media (UK) Market Value
| CMX Stock | 90.00 6.50 6.74% |
| Symbol | Catalyst |
Catalyst Media '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 Media's stock 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 Media.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Catalyst Media on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Media Group or generate 0.0% return on investment in Catalyst Media over 30 days. Catalyst Media is related to or competes with Aurora Investment, Panther Metals, Taylor Maritime, JB Hunt, Cornish Metals, Federal Realty, and McEwen Mining. Catalyst Media is entity of United Kingdom More
Catalyst Media 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 Media's stock 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 Media Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.27 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.24 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.78 |
Catalyst Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Media's standard deviation. In reality, there are many statistical measures that can use Catalyst Media historical prices to predict the future Catalyst Media's volatility.| Risk Adjusted Performance | 0.0505 | |||
| Jensen Alpha | 0.1435 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.20) |
Catalyst Media Group Backtested Returns
At this point, Catalyst Media is very steady. Catalyst Media Group secures Sharpe Ratio (or Efficiency) of 0.0595, which signifies that the company had a 0.0595% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalyst Media Group, which you can use to evaluate the volatility of the firm. Please confirm Catalyst Media's Mean Deviation of 0.749, downside deviation of 4.27, and Risk Adjusted Performance of 0.0505 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Catalyst Media has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Catalyst Media are expected to decrease at a much lower rate. During the bear market, Catalyst Media is likely to outperform the market. Catalyst Media Group right now shows a risk of 1.76%. Please confirm Catalyst Media Group treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if Catalyst Media Group will be following its price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Catalyst Media Group has weak reverse predictability. Overlapping area represents the amount of predictability between Catalyst Media time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Media Group price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Catalyst Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 15.05 |
Catalyst Media Group lagged returns against current returns
Autocorrelation, which is Catalyst Media stock'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 Media's stock expected returns. We can calculate the autocorrelation of Catalyst Media returns to help us make a trade decision. For example, suppose you find that Catalyst Media has exhibited high autocorrelation historically, and you observe that the stock 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 Media 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 Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalyst Media stock over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Media Lagged Returns
When evaluating Catalyst Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Media stock have on its future price. Catalyst Media 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 Media autocorrelation shows the relationship between Catalyst Media stock current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Media Group.
Regressed Prices |
| Timeline |
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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 Stock
Catalyst Media financial ratios help investors to determine whether Catalyst Stock 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 Media security.