Catalystexceed Defined Shield Fund Market Value
| SHIIX Fund | USD 10.63 0.04 0.38% |
| Symbol | Catalystexceed |
Catalystexceed Defined '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 Catalystexceed Defined'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 Catalystexceed Defined.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Catalystexceed Defined on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystexceed Defined Shield or generate 0.0% return on investment in Catalystexceed Defined over 90 days. Catalystexceed Defined is related to or competes with Catalystmillburn, Tactical Growth, Catalyst Exceed, Anchor Tactical, and Tfa Tactical. Under normal market conditions, the fund seeks to achieve its investment objective by investing in put and call options ... More
Catalystexceed Defined 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 Catalystexceed Defined'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 Catalystexceed Defined Shield upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5045 | |||
| Information Ratio | 0.1351 | |||
| Maximum Drawdown | 3.19 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 1.29 |
Catalystexceed Defined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystexceed Defined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystexceed Defined's standard deviation. In reality, there are many statistical measures that can use Catalystexceed Defined historical prices to predict the future Catalystexceed Defined's volatility.| Risk Adjusted Performance | 0.3622 | |||
| Jensen Alpha | 0.2116 | |||
| Total Risk Alpha | 0.1281 | |||
| Sortino Ratio | 0.1448 | |||
| Treynor Ratio | (3.41) |
Catalystexceed Defined Backtested Returns
Catalystexceed Defined appears to be very steady, given 3 months investment horizon. Catalystexceed Defined secures Sharpe Ratio (or Efficiency) of 0.4, which signifies that the fund had a 0.4 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalystexceed Defined Shield, which you can use to evaluate the volatility of the entity. Please makes use of Catalystexceed Defined's Coefficient Of Variation of 252.81, mean deviation of 0.3669, and Risk Adjusted Performance of 0.3622 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0597, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catalystexceed Defined are expected to decrease at a much lower rate. During the bear market, Catalystexceed Defined is likely to outperform the market.
Auto-correlation | 0.87 |
Very good predictability
Catalystexceed Defined Shield has very good predictability. Overlapping area represents the amount of predictability between Catalystexceed Defined time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Catalystexceed Defined price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Catalystexceed Defined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Catalystexceed Defined lagged returns against current returns
Autocorrelation, which is Catalystexceed Defined 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 Catalystexceed Defined's mutual fund expected returns. We can calculate the autocorrelation of Catalystexceed Defined returns to help us make a trade decision. For example, suppose you find that Catalystexceed Defined 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 |
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Catalystexceed Defined 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 Catalystexceed Defined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystexceed Defined mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystexceed Defined mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystexceed Defined Lagged Returns
When evaluating Catalystexceed Defined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystexceed Defined mutual fund have on its future price. Catalystexceed Defined 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, Catalystexceed Defined autocorrelation shows the relationship between Catalystexceed Defined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystexceed Defined Shield.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Catalystexceed Mutual Fund
Catalystexceed Defined financial ratios help investors to determine whether Catalystexceed 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 Catalystexceed with respect to the benefits of owning Catalystexceed Defined security.
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