Catalystsmh Total Return Fund Market Value
| TRIIX Fund | USD 4.88 0.02 0.41% |
| Symbol | Catalystsmh |
Catalystsmh Total '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 Catalystsmh Total'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 Catalystsmh Total.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Catalystsmh Total on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Catalystsmh Total Return or generate 0.0% return on investment in Catalystsmh Total over 90 days. The fund invests primarily in a broad range of income-producing securities More
Catalystsmh Total 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 Catalystsmh Total'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 Catalystsmh Total Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.788 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.3 |
Catalystsmh Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystsmh Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystsmh Total's standard deviation. In reality, there are many statistical measures that can use Catalystsmh Total historical prices to predict the future Catalystsmh Total's volatility.| Risk Adjusted Performance | 0.1999 | |||
| Jensen Alpha | 0.0743 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.3474 |
Catalystsmh Total Return Backtested Returns
At this stage we consider Catalystsmh Mutual Fund to be not too volatile. Catalystsmh Total Return secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalystsmh Total Return, which you can use to evaluate the volatility of the entity. Please confirm Catalystsmh Total's Risk Adjusted Performance of 0.1999, downside deviation of 0.788, and Mean Deviation of 0.5499 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalystsmh Total's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalystsmh Total is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Catalystsmh Total Return has good predictability. Overlapping area represents the amount of predictability between Catalystsmh Total 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 Catalystsmh Total Return price movement. The serial correlation of 0.7 indicates that around 70.0% of current Catalystsmh Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Catalystsmh Total Return lagged returns against current returns
Autocorrelation, which is Catalystsmh Total 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 Catalystsmh Total's mutual fund expected returns. We can calculate the autocorrelation of Catalystsmh Total returns to help us make a trade decision. For example, suppose you find that Catalystsmh Total 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 |
Catalystsmh Total 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 Catalystsmh Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystsmh Total mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystsmh Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystsmh Total Lagged Returns
When evaluating Catalystsmh Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystsmh Total mutual fund have on its future price. Catalystsmh Total 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, Catalystsmh Total autocorrelation shows the relationship between Catalystsmh Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystsmh Total Return.
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 Catalystsmh Mutual Fund
Catalystsmh Total financial ratios help investors to determine whether Catalystsmh 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 Catalystsmh with respect to the benefits of owning Catalystsmh Total security.
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |