Catalyst Intelligent Alternative Fund Market Value
| ATRFX Fund | USD 13.46 0.17 1.28% |
| Symbol | Catalyst |
Catalyst Intelligent '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 Intelligent'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 Intelligent.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Catalyst Intelligent on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Intelligent Alternative or generate 0.0% return on investment in Catalyst Intelligent over 30 days. Catalyst Intelligent is related to or competes with Mfs International, Morningstar Unconstrained, High Yield, Thrivent High, Via Renewables, T Rowe, and Jpmorgan Smartretirement. The fund seeks to provide a total return that exceeds the BNP Paribas Catalyst Systematic Alpha Index II More
Catalyst Intelligent 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 Intelligent'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 Intelligent Alternative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7615 | |||
| Information Ratio | 0.0233 | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.16 |
Catalyst Intelligent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Intelligent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Intelligent's standard deviation. In reality, there are many statistical measures that can use Catalyst Intelligent historical prices to predict the future Catalyst Intelligent's volatility.| Risk Adjusted Performance | 0.0959 | |||
| Jensen Alpha | 0.0519 | |||
| Total Risk Alpha | 7.0E-4 | |||
| Sortino Ratio | 0.0228 | |||
| Treynor Ratio | 0.1725 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Intelligent's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Catalyst Intelligent Backtested Returns
We consider Catalyst Intelligent very steady. Catalyst Intelligent secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalyst Intelligent Alternative, which you can use to evaluate the volatility of the entity. Please confirm Catalyst Intelligent's Downside Deviation of 0.7615, risk adjusted performance of 0.0959, and Mean Deviation of 0.5805 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalyst Intelligent's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst Intelligent is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
Catalyst Intelligent Alternative has very weak predictability. Overlapping area represents the amount of predictability between Catalyst Intelligent time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Intelligent price movement. The serial correlation of 0.18 indicates that over 18.0% of current Catalyst Intelligent price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Catalyst Intelligent lagged returns against current returns
Autocorrelation, which is Catalyst Intelligent 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 Intelligent's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Intelligent returns to help us make a trade decision. For example, suppose you find that Catalyst Intelligent 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 Intelligent 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 Intelligent mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Intelligent 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 Intelligent mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst Intelligent Lagged Returns
When evaluating Catalyst Intelligent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst Intelligent mutual fund have on its future price. Catalyst Intelligent 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 Intelligent autocorrelation shows the relationship between Catalyst Intelligent mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalyst Intelligent Alternative.
Regressed Prices |
| Timeline |
Pair Trading with Catalyst Intelligent
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Catalyst Intelligent position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Catalyst Intelligent will appreciate offsetting losses from the drop in the long position's value.Moving together with Catalyst Mutual Fund
| 0.82 | HIICX | Catalystsmh High | PairCorr |
| 0.85 | HIIFX | Catalystsmh High | PairCorr |
| 0.84 | HIIIX | Catalystsmh High | PairCorr |
| 0.93 | MLXIX | Catalyst Mlp Infrast | PairCorr |
The ability to find closely correlated positions to Catalyst Intelligent could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Catalyst Intelligent when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Catalyst Intelligent - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Catalyst Intelligent Alternative to buy it.
The correlation of Catalyst Intelligent is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Catalyst Intelligent moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Catalyst Intelligent moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Catalyst Intelligent can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Catalyst Intelligent Correlation, Catalyst Intelligent Volatility and Catalyst Intelligent Alpha and Beta module to complement your research on Catalyst Intelligent. Note that the Catalyst Intelligent information on this page should be used as a complementary analysis to other Catalyst Intelligent'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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Catalyst Intelligent 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.