Catalyst Insider Buying Fund Market Value
| INSAX Fund | USD 21.26 0.21 0.98% |
| Symbol | Catalyst |
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.
| 02/16/2024 |
| 05/16/2024 |
If you would invest 0.00 in Catalyst Insider on February 16, 2024 and sell it all today you would earn a total of 0.00 from holding Catalyst Insider Buying or generate 0.0% return on investment in Catalyst Insider over 90 days. Catalyst Insider is related to or competes with Franklin Federal, Aqr Long, Prudential Short, Delaware Investments, and Astor Longshort. The fund seeks to achieve its investment objective by investing primarily in common stocks of 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 Buying upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0852 | |||
| Maximum Drawdown | 10.13 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 1.84 |
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.| Risk Adjusted Performance | 0.0992 | |||
| Jensen Alpha | 0.1198 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1115 | |||
| Treynor Ratio | 0.2071 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Insider'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 Insider Buying Backtested Returns
Catalyst Insider appears to be very steady, given 3 months investment horizon. Catalyst Insider Buying secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalyst Insider Buying, which you can use to evaluate the volatility of the entity. Please makes use of Catalyst Insider's Mean Deviation of 1.03, downside deviation of 1.17, and Risk Adjusted Performance of 0.0992 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.11, which signifies a somewhat significant risk relative to the market. Catalyst Insider returns are very sensitive to returns on the market. As the market goes up or down, Catalyst Insider is expected to follow.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Catalyst Insider Buying has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Catalyst Insider time series from 16th of February 2024 to 1st of April 2024 and 1st of April 2024 to 16th of May 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 Buying price movement. The serial correlation of -0.72 indicates that around 72.0% of current Catalyst Insider price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Catalyst Insider Buying 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 Buying.
Regressed Prices |
| Timeline |
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Check out Catalyst Insider Correlation, Catalyst Insider Volatility and Catalyst Insider Alpha and Beta module to complement your research on Catalyst Insider. Note that the Catalyst Insider Buying information on this page should be used as a complementary analysis to other Catalyst Insider'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Catalyst Insider 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.