Catalyst Insider Income Fund Market Value

IIXIX Fund  USD 9.25  0.01  0.11%   
Catalyst Insider's market value is the price at which a share of Catalyst Insider trades on a public exchange. It measures the collective expectations of Catalyst Insider Income investors about its performance. Catalyst Insider is trading at 9.25 as of the 10th of December 2024; that is 0.11 percent decrease since the beginning of the trading day. The fund's open price was 9.26.
With this module, you can estimate the performance of a buy and hold strategy of Catalyst Insider Income and determine expected loss or profit from investing in Catalyst Insider over a given investment horizon. Check out Catalyst Insider Correlation, Catalyst Insider Volatility and Catalyst Insider Alpha and Beta module to complement your research on Catalyst Insider.
Symbol

Please note, there is a significant difference between Catalyst Insider's value and its price as these two are different measures arrived at by different means. Investors typically determine if Catalyst Insider is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Catalyst Insider'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 Insider '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 Insider'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 Insider.
0.00
04/20/2023
No Change 0.00  0.0 
In 1 year 7 months and 24 days
12/10/2024
0.00
If you would invest  0.00  in Catalyst Insider on April 20, 2023 and sell it all today you would earn a total of 0.00 from holding Catalyst Insider Income or generate 0.0% return on investment in Catalyst Insider over 600 days. Catalyst Insider is related to or competes with Catalyst Enhanced, Catalyst/millburn, Rational Special, Catalystprinceton, and Mainstay Convertible. The fund seeks to achieve its investment objective by investing primarily in short-term U.S More

Catalyst Insider 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 Insider'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 Catalyst Insider Income upside and downside potential and time the market with a certain degree of confidence.

Catalyst Insider Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Insider's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Insider's standard deviation. In reality, there are many statistical measures that can use Catalyst Insider historical prices to predict the future Catalyst Insider's volatility.
Hype
Prediction
LowEstimatedHigh
9.149.259.36
Details
Intrinsic
Valuation
LowRealHigh
8.388.4910.18
Details
Naive
Forecast
LowNextHigh
9.139.249.36
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.239.259.27
Details

Catalyst Insider Income Backtested Returns

At this stage we consider Catalyst Mutual Fund to be very steady. Catalyst Insider Income secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the fund had a 0.34% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalyst Insider Income, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Insider's Mean Deviation of 0.0873, coefficient of variation of 298.76, and Risk Adjusted Performance of 0.1879 to double-check if the risk estimate we provide is consistent with the expected return of 0.0383%. The fund shows a Beta (market volatility) of -0.0147, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalyst Insider are expected to decrease at a much lower rate. During the bear market, Catalyst Insider is likely to outperform the market.

Auto-correlation

    
  0.92  

Excellent predictability

Catalyst Insider Income has excellent predictability. Overlapping area represents the amount of predictability between Catalyst Insider time series from 20th of April 2023 to 14th of February 2024 and 14th of February 2024 to 10th 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 Insider Income price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Catalyst Insider price fluctuation can be explain by its past prices.
Correlation Coefficient0.92
Spearman Rank Test0.9
Residual Average0.0
Price Variance0.02

Catalyst Insider Income lagged returns against current returns

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

Catalyst Insider Lagged Returns

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

Catalyst Insider financial ratios help investors to determine whether Catalyst 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 with respect to the benefits of owning Catalyst Insider security.
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