Catalystaspect Enhanced Multi Asset Fund Market Value
| CASIX Fund | USD 9.32 0.03 0.32% |
| Symbol | Catalystaspect |
Catalystaspect Enhanced '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 Catalystaspect Enhanced'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 Catalystaspect Enhanced.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Catalystaspect Enhanced on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystaspect Enhanced Multi Asset or generate 0.0% return on investment in Catalystaspect Enhanced over 90 days. Catalystaspect Enhanced is related to or competes with Lord Abbett, Virtus Convertible, Putnam Convertible, Rationalpier, Absolute Convertible, and Fidelity Sai. The fund seeks to achieve its investment objective by investing in a portfolio composed of two components a Managed Futu... More
Catalystaspect Enhanced 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 Catalystaspect Enhanced'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 Catalystaspect Enhanced Multi Asset upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6878 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.13 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.3 |
Catalystaspect Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystaspect Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystaspect Enhanced's standard deviation. In reality, there are many statistical measures that can use Catalystaspect Enhanced historical prices to predict the future Catalystaspect Enhanced's volatility.| Risk Adjusted Performance | 0.2752 | |||
| Jensen Alpha | 0.0833 | |||
| Total Risk Alpha | 0.0272 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.3725 |
Catalystaspect Enhanced Backtested Returns
At this stage we consider Catalystaspect Mutual Fund to be very steady. Catalystaspect Enhanced secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalystaspect Enhanced Multi Asset, which you can use to evaluate the volatility of the entity. Please confirm Catalystaspect Enhanced's Risk Adjusted Performance of 0.2752, downside deviation of 0.6878, and Mean Deviation of 0.5235 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 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalystaspect Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalystaspect Enhanced is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
Catalystaspect Enhanced Multi Asset has very good predictability. Overlapping area represents the amount of predictability between Catalystaspect Enhanced time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th 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 Catalystaspect Enhanced price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Catalystaspect Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Catalystaspect Enhanced lagged returns against current returns
Autocorrelation, which is Catalystaspect Enhanced 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 Catalystaspect Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Catalystaspect Enhanced returns to help us make a trade decision. For example, suppose you find that Catalystaspect Enhanced 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 |
Catalystaspect Enhanced 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 Catalystaspect Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystaspect Enhanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystaspect Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystaspect Enhanced Lagged Returns
When evaluating Catalystaspect Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystaspect Enhanced mutual fund have on its future price. Catalystaspect Enhanced 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, Catalystaspect Enhanced autocorrelation shows the relationship between Catalystaspect Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystaspect Enhanced Multi Asset.
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 Catalystaspect Mutual Fund
Catalystaspect Enhanced financial ratios help investors to determine whether Catalystaspect 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 Catalystaspect with respect to the benefits of owning Catalystaspect Enhanced security.
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