CatalystTeza Mutual Fund Market Value

TEZCX
 Fund
  

USD 7.52  0.00  0.00%   

CatalystTeza Algorithmic's market value is the price at which a share of CatalystTeza Algorithmic stock trades on a public exchange. It measures the collective expectations of CatalystTeza Algorithmic Allocation investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of CatalystTeza Algorithmic Allocation and determine expected loss or profit from investing in CatalystTeza Algorithmic over a given investment horizon. Additionally, take a look at CatalystTeza Algorithmic Hype Analysis, CatalystTeza Algorithmic Correlation, Portfolio Optimization, CatalystTeza Algorithmic Volatility, as well as analyze CatalystTeza Algorithmic Alpha and Beta and CatalystTeza Algorithmic Performance.
Symbol
Backtest

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

CatalystTeza Algorithmic '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 CatalystTeza Algorithmic'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 CatalystTeza Algorithmic.
0.00
06/05/2022
No Change 0.00  0.0 
In 31 days
07/05/2022
0.00
If you would invest  0.00  in CatalystTeza Algorithmic on June 5, 2022 and sell it all today you would earn a total of 0.00 from holding CatalystTeza Algorithmic Allocation or generate 0.0% return on investment in CatalystTeza Algorithmic over 30 days. CatalystTeza Algorithmic is related to or competes with Home Depot. The investment seeks long-term capital appreciation and current incomeMore

CatalystTeza Algorithmic 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 CatalystTeza Algorithmic'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 CatalystTeza Algorithmic Allocation upside and downside potential and time the market with a certain degree of confidence.

CatalystTeza Algorithmic Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CatalystTeza Algorithmic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CatalystTeza Algorithmic's standard deviation. In reality, there are many statistical measures that can use CatalystTeza Algorithmic historical prices to predict the future CatalystTeza Algorithmic's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of CatalystTeza Algorithmic'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. Please use the tools below to analyze the current value of CatalystTeza Algorithmic in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
7.257.527.79
Details
Intrinsic
Valuation
LowReal ValueHigh
7.297.567.83
Details
Naive
Forecast
LowNext ValueHigh
7.257.517.78
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
7.527.527.52
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CatalystTeza Algorithmic. Your research has to be compared to or analyzed against CatalystTeza Algorithmic's peers to derive any actionable benefits. When done correctly, CatalystTeza Algorithmic's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in CatalystTeza Algorithmic.

CatalystTeza Algorithmic Backtested Returns

CatalystTeza Algorithmic secures Sharpe Ratio (or Efficiency) of -0.28, which signifies that the fund had -0.28% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. CatalystTeza Algorithmic Allocation exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CatalystTeza Algorithmic mean deviation of 0.2055, and Risk Adjusted Performance of (0.48) to double-check the risk estimate we provide.
The fund shows a Beta (market volatility) of 0.0664, which signifies not very significant fluctuations relative to the market. Let's try to break down what CatalystTeza's beta means in this case. As returns on the market increase, CatalystTeza Algorithmic returns are expected to increase less than the market. However, during the bear market, the loss on holding CatalystTeza Algorithmic will be expected to be smaller as well. Even though it is essential to pay attention to CatalystTeza Algorithmic historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CatalystTeza Algorithmic Allocation exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  1.00  

Perfect predictability

CatalystTeza Algorithmic Allocation has perfect predictability. Overlapping area represents the amount of predictability between CatalystTeza Algorithmic time series from 5th of June 2022 to 20th of June 2022 and 20th of June 2022 to 5th of July 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CatalystTeza Algorithmic price movement. The serial correlation of 1.0 indicates that 100.0% of current CatalystTeza Algorithmic price fluctuation can be explain by its past prices.
Correlation Coefficient1.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

CatalystTeza Algorithmic lagged returns against current returns

Autocorrelation, which is CatalystTeza Algorithmic 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 CatalystTeza Algorithmic's mutual fund expected returns. We can calculate the autocorrelation of CatalystTeza Algorithmic returns to help us make a trade decision. For example, suppose you find that CatalystTeza Algorithmic mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

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

CatalystTeza Algorithmic Lagged Returns

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

CatalystTeza Algorithmic Investors Sentiment

The influence of CatalystTeza Algorithmic's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in CatalystTeza. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards CatalystTeza Algorithmic in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, CatalystTeza Algorithmic's short interest history, or implied volatility extrapolated from CatalystTeza Algorithmic options trading.

Current Sentiment - TEZCX

CatalystTeza Algorithmic Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in CatalystTeza Algorithmic Allocation. What is your opinion about investing in CatalystTeza Algorithmic Allocation? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Currently Active Assets on Macroaxis

Additionally, take a look at CatalystTeza Algorithmic Hype Analysis, CatalystTeza Algorithmic Correlation, Portfolio Optimization, CatalystTeza Algorithmic Volatility, as well as analyze CatalystTeza Algorithmic Alpha and Beta and CatalystTeza Algorithmic Performance. Note that the CatalystTeza Algorithmic information on this page should be used as a complementary analysis to other CatalystTeza Algorithmic's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

Complementary Tools for CatalystTeza Mutual Fund analysis

When running CatalystTeza Algorithmic price analysis, check to measure CatalystTeza Algorithmic's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CatalystTeza Algorithmic is operating at the current time. Most of CatalystTeza Algorithmic's value examination focuses on studying past and present price action to predict the probability of CatalystTeza Algorithmic's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move CatalystTeza Algorithmic's price. Additionally, you may evaluate how the addition of CatalystTeza Algorithmic to your portfolios can decrease your overall portfolio volatility.
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CatalystTeza Algorithmic technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of CatalystTeza Algorithmic technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CatalystTeza Algorithmic trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...