CatalystTeza Mutual Fund Alpha and Beta Analysis

TEZCX
 Fund
  

USD 7.52  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CatalystTeza Algorithmic Allocation. It also helps investors analyze the systematic and unsystematic risks associated with investing in CatalystTeza Algorithmic over a specified time horizon. Remember, high CatalystTeza Algorithmic's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Additionally, take a look at World Market Map.
  
Please note that although CatalystTeza Algorithmic alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, CatalystTeza Algorithmic did 0.039573  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of CatalystTeza Algorithmic Allocation fund's relative risk over its benchmark. CatalystTeza Algorithmic has a beta of 0.0031  . Let's try to break down what CatalystTeza's beta means in this case. As returns on the market increase, returns on owning CatalystTeza Algorithmic are expected to decrease at a much lower rate. During the bear market, CatalystTeza Algorithmic is likely to outperform the market.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

CatalystTeza Algorithmic Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CatalystTeza Algorithmic market risk premium is the additional return an investor will receive from holding CatalystTeza Algorithmic long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in CatalystTeza Algorithmic. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate CatalystTeza Algorithmic's performance over market.
α-0.04   β-0.0031
90 days against DJI

CatalystTeza Algorithmic Fundamentals Vs Peers

Comparing CatalystTeza Algorithmic's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze CatalystTeza Algorithmic's direct or indirect competition across all of the common fundamentals between CatalystTeza Algorithmic and the related equities. This way, we can detect undervalued stocks with similar characteristics as CatalystTeza Algorithmic or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of CatalystTeza Algorithmic's fundamental indicators could also be used in its relative valuation, which is a method of valuing CatalystTeza Algorithmic by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare CatalystTeza Algorithmic to competition
FundamentalsCatalystTeza AlgorithmicPeer Average
Net Asset4.03 M4.11 B
Last Dividend Paid0.550.65
Cash Position Weight33.89 %10.61 %
Bond Positions Weight8.20 %11.24 %

CatalystTeza Algorithmic Opportunities

CatalystTeza Algorithmic Return and Market Media

The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About CatalystTeza Algorithmic Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including CatalystTeza or other funds. Alpha measures the amount that position in CatalystTeza Algorithmic has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
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.

Build Portfolio with CatalystTeza Algorithmic

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at World Market Map. 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 Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

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, fund 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...