Catalystsmh Total Return Fund Alpha and Beta Analysis

TRICX Fund  USD 4.72  0.01  0.21%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Catalystsmh Total Return. It also helps investors analyze the systematic and unsystematic risks associated with investing in Catalystsmh Total over a specified time horizon. Remember, high Catalystsmh Total's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Catalystsmh Total's market risk premium analysis include:
Beta
(0.12)
Alpha
0.0517
Risk
0.4
Sharpe Ratio
0.0817
Expected Return
0.0323
Please note that although Catalystsmh Total alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Catalystsmh Total did 0.05  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Catalystsmh Total Return fund's relative risk over its benchmark. Catalystsmh Total Return has a beta of 0.12  . As returns on the market increase, returns on owning Catalystsmh Total are expected to decrease at a much lower rate. During the bear market, Catalystsmh Total is likely to outperform the market. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Catalystsmh Total Backtesting, Portfolio Optimization, Catalystsmh Total Correlation, Catalystsmh Total Hype Analysis, Catalystsmh Total Volatility, Catalystsmh Total History and analyze Catalystsmh Total Performance.

Catalystsmh Total Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Catalystsmh Total market risk premium is the additional return an investor will receive from holding Catalystsmh Total long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Catalystsmh Total. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Catalystsmh Total's performance over market.
α0.05   β-0.12

Catalystsmh Total expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Catalystsmh Total's Buy-and-hold return. Our buy-and-hold chart shows how Catalystsmh Total performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Catalystsmh Total Market Price Analysis

Market price analysis indicators help investors to evaluate how Catalystsmh Total mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Catalystsmh Total shares will generate the highest return on investment. By understating and applying Catalystsmh Total mutual fund market price indicators, traders can identify Catalystsmh Total position entry and exit signals to maximize returns.

Catalystsmh Total Return and Market Media

The median price of Catalystsmh Total for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 4.63 with a coefficient of variation of 0.78. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 4.64, and mean deviation of 0.03. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Australian Greens Call to Halt School Funding Accounting Tricks - Mirage News
01/31/2024
2
Ex-romance scammer tells how he conned dozens of women to fund lavish lifestyle - and warns potential victims of tricks - Sky News
02/08/2024
3
Trump Is Up to His Old Tricks to Pay His Bills - The Nation
03/26/2024

About Catalystsmh Total Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Catalystsmh or other funds. Alpha measures the amount that position in Catalystsmh Total Return has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Catalystsmh Total in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Catalystsmh Total's short interest history, or implied volatility extrapolated from Catalystsmh Total options trading.

Build Portfolio with Catalystsmh Total

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Catalystsmh Total Backtesting, Portfolio Optimization, Catalystsmh Total Correlation, Catalystsmh Total Hype Analysis, Catalystsmh Total Volatility, Catalystsmh Total History and analyze Catalystsmh Total Performance.
Note that the Catalystsmh Total Return information on this page should be used as a complementary analysis to other Catalystsmh Total's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

Complementary Tools for Catalystsmh Mutual Fund analysis

When running Catalystsmh Total's price analysis, check to measure Catalystsmh Total's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Catalystsmh Total is operating at the current time. Most of Catalystsmh Total's value examination focuses on studying past and present price action to predict the probability of Catalystsmh Total's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Catalystsmh Total's price. Additionally, you may evaluate how the addition of Catalystsmh Total to your portfolios can decrease your overall portfolio volatility.
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Catalystsmh Total technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Catalystsmh Total technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Catalystsmh Total trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...