Catalystwarrington Strategic Program Fund Market Value
| CWXAX Fund | USD 9.25 0.00 0.00% |
| Symbol | Catalystwarrington |
Catalystwarrington '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 Catalystwarrington'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 Catalystwarrington.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Catalystwarrington on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Catalystwarrington Strategic Program or generate 0.0% return on investment in Catalystwarrington over 30 days. Catalystwarrington is related to or competes with Ftfa Franklin, Qs Growth, L Abbett, Mid Cap, Nationwide Growth, Rational Defensive, and Small Company. The fund seeks to achieve its investment objective by buying and selling short-term options and option spreads on the St... More
Catalystwarrington 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 Catalystwarrington'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 Catalystwarrington Strategic Program upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2206 | |||
| Information Ratio | (1.12) | |||
| Maximum Drawdown | 0.9706 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1081 |
Catalystwarrington Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystwarrington's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystwarrington's standard deviation. In reality, there are many statistical measures that can use Catalystwarrington historical prices to predict the future Catalystwarrington's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.50) | |||
| Treynor Ratio | (0.39) |
Catalystwarrington Backtested Returns
At this stage we consider Catalystwarrington Mutual Fund to be very steady. Catalystwarrington secures Sharpe Ratio (or Efficiency) of 5.0E-4, which signifies that the fund had a 5.0E-4% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Catalystwarrington Strategic Program, which you can use to evaluate the volatility of the entity. Please confirm Catalystwarrington's Mean Deviation of 0.0354, risk adjusted performance of (0.04), and Downside Deviation of 0.2206 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. The fund shows a Beta (market volatility) of 0.0169, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Catalystwarrington's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalystwarrington is expected to be smaller as well.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Catalystwarrington Strategic Program has near perfect reversele predictability. Overlapping area represents the amount of predictability between Catalystwarrington time series from 4th of November 2024 to 19th of November 2024 and 19th of November 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 Catalystwarrington price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Catalystwarrington price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Catalystwarrington lagged returns against current returns
Autocorrelation, which is Catalystwarrington 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 Catalystwarrington's mutual fund expected returns. We can calculate the autocorrelation of Catalystwarrington returns to help us make a trade decision. For example, suppose you find that Catalystwarrington 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 |
Catalystwarrington 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 Catalystwarrington mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystwarrington mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystwarrington mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystwarrington Lagged Returns
When evaluating Catalystwarrington's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystwarrington mutual fund have on its future price. Catalystwarrington 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, Catalystwarrington autocorrelation shows the relationship between Catalystwarrington mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystwarrington Strategic Program.
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 Catalystwarrington Mutual Fund
Catalystwarrington financial ratios help investors to determine whether Catalystwarrington 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 Catalystwarrington with respect to the benefits of owning Catalystwarrington security.
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