Catalystmillburn Hedge Strategy Fund Market Value

MBXCX Fund  USD 38.32  0.06  0.16%   
Catalystmillburn's market value is the price at which a share of Catalystmillburn trades on a public exchange. It measures the collective expectations of Catalystmillburn Hedge Strategy investors about its performance. Catalystmillburn is trading at 38.32 as of the 22nd of July 2025; that is 0.16 percent decrease since the beginning of the trading day. The fund's open price was 38.38.
With this module, you can estimate the performance of a buy and hold strategy of Catalystmillburn Hedge Strategy and determine expected loss or profit from investing in Catalystmillburn over a given investment horizon. Check out Catalystmillburn Correlation, Catalystmillburn Volatility and Catalystmillburn Alpha and Beta module to complement your research on Catalystmillburn.
Symbol

Please note, there is a significant difference between Catalystmillburn's value and its price as these two are different measures arrived at by different means. Investors typically determine if Catalystmillburn is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Catalystmillburn'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.

Catalystmillburn '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 Catalystmillburn'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 Catalystmillburn.
0.00
04/23/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/22/2025
0.00
If you would invest  0.00  in Catalystmillburn on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystmillburn Hedge Strategy or generate 0.0% return on investment in Catalystmillburn over 90 days. Catalystmillburn is related to or competes with Ultra-short Term, Multisector Bond, Rbc Ultra-short, Artisan High, Leader Short-term, and Dodge Cox. The fund seeks to achieve its investment objective by investing in a portfolio comprised of futures contracts, forward and spot contracts, andor options on futures contracts on or related to the following sectors currencies, interest rate instruments, stock indices, metals, energy and agricultural commodities, and equity ETFs, common stocks , intended to capitalize on the non-correlated, long term historical performance of the equities and managed futures asset classes. More

Catalystmillburn 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 Catalystmillburn'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 Catalystmillburn Hedge Strategy upside and downside potential and time the market with a certain degree of confidence.

Catalystmillburn Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystmillburn's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystmillburn's standard deviation. In reality, there are many statistical measures that can use Catalystmillburn historical prices to predict the future Catalystmillburn's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalystmillburn'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.
Hype
Prediction
LowEstimatedHigh
37.7638.3238.88
Details
Intrinsic
Valuation
LowRealHigh
34.3434.9042.15
Details
Naive
Forecast
LowNextHigh
37.9338.4939.06
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
36.8037.7338.65
Details

Catalystmillburn Hedge Backtested Returns

At this stage we consider Catalystmillburn Mutual Fund to be very steady. Catalystmillburn Hedge secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the fund had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Catalystmillburn Hedge Strategy, which you can use to evaluate the volatility of the entity. Please confirm Catalystmillburn's Risk Adjusted Performance of 0.2472, mean deviation of 0.479, and Coefficient Of Variation of 370.52 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of -0.0804, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalystmillburn are expected to decrease at a much lower rate. During the bear market, Catalystmillburn is likely to outperform the market.

Auto-correlation

    
  0.72  

Good predictability

Catalystmillburn Hedge Strategy has good predictability. Overlapping area represents the amount of predictability between Catalystmillburn time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Catalystmillburn Hedge price movement. The serial correlation of 0.72 indicates that around 72.0% of current Catalystmillburn price fluctuation can be explain by its past prices.
Correlation Coefficient0.72
Spearman Rank Test0.71
Residual Average0.0
Price Variance0.21

Catalystmillburn Hedge lagged returns against current returns

Autocorrelation, which is Catalystmillburn 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 Catalystmillburn's mutual fund expected returns. We can calculate the autocorrelation of Catalystmillburn returns to help us make a trade decision. For example, suppose you find that Catalystmillburn 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  

Catalystmillburn 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 Catalystmillburn mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystmillburn mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystmillburn mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Catalystmillburn Lagged Returns

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

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Other Information on Investing in Catalystmillburn Mutual Fund

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