Catalyst Dynamic Alpha Fund Market Value

CPECX Fund  USD 20.37  0.20  0.97%   
Catalyst Dynamic's market value is the price at which a share of Catalyst Dynamic trades on a public exchange. It measures the collective expectations of Catalyst Dynamic Alpha investors about its performance. Catalyst Dynamic is trading at 20.37 as of the 22nd of July 2025; that is 0.97 percent decrease since the beginning of the trading day. The fund's open price was 20.57.
With this module, you can estimate the performance of a buy and hold strategy of Catalyst Dynamic Alpha and determine expected loss or profit from investing in Catalyst Dynamic over a given investment horizon. Check out Catalyst Dynamic Correlation, Catalyst Dynamic Volatility and Catalyst Dynamic Alpha and Beta module to complement your research on Catalyst Dynamic.
Symbol

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

Catalyst Dynamic '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 Dynamic'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 Dynamic.
0.00
04/23/2025
No Change 0.00  0.0 
In 2 months and 31 days
07/22/2025
0.00
If you would invest  0.00  in Catalyst Dynamic on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Catalyst Dynamic Alpha or generate 0.0% return on investment in Catalyst Dynamic over 90 days. Catalyst Dynamic is related to or competes with Catalyst Dynamic, Nasdaq 100, Select Fund, Nasdaq 100, and Select Fund. The fund seeks to achieve its investment objective by investing primarily in common stocks of U.S More

Catalyst Dynamic 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 Dynamic'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 Dynamic Alpha upside and downside potential and time the market with a certain degree of confidence.

Catalyst Dynamic Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst Dynamic's standard deviation. In reality, there are many statistical measures that can use Catalyst Dynamic historical prices to predict the future Catalyst Dynamic's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst Dynamic'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
19.6820.5721.46
Details
Intrinsic
Valuation
LowRealHigh
18.5121.9122.80
Details
Naive
Forecast
LowNextHigh
19.4820.3621.25
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.1119.9320.75
Details

Catalyst Dynamic Alpha Backtested Returns

Catalyst Dynamic appears to be very steady, given 3 months investment horizon. Catalyst Dynamic Alpha secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the fund had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalyst Dynamic Alpha, which you can use to evaluate the volatility of the entity. Please makes use of Catalyst Dynamic's Mean Deviation of 0.6451, downside deviation of 0.697, and Risk Adjusted Performance of 0.3133 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalyst Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst Dynamic is expected to be smaller as well.

Auto-correlation

    
  0.93  

Excellent predictability

Catalyst Dynamic Alpha has excellent predictability. Overlapping area represents the amount of predictability between Catalyst Dynamic 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 Catalyst Dynamic Alpha price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Catalyst Dynamic price fluctuation can be explain by its past prices.
Correlation Coefficient0.93
Spearman Rank Test0.9
Residual Average0.0
Price Variance0.16

Catalyst Dynamic Alpha lagged returns against current returns

Autocorrelation, which is Catalyst Dynamic 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 Dynamic's mutual fund expected returns. We can calculate the autocorrelation of Catalyst Dynamic returns to help us make a trade decision. For example, suppose you find that Catalyst Dynamic 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 Dynamic 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 Dynamic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst Dynamic 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 Dynamic mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Catalyst Dynamic Lagged Returns

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

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