CatalystTeza Mutual Fund Volatility

TEZCX
 Fund
  

USD 7.52  0.00  0.00%   

CatalystTeza Algorithmic secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the fund had -0.14% 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 risk adjusted performance of (0.34), and Mean Deviation of 0.0725 to double-check the risk estimate we provide.
  
CatalystTeza Algorithmic Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of CatalystTeza daily returns, and it is calculated using variance and standard deviation. We also use CatalystTeza's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of CatalystTeza Algorithmic volatility.

30 Days Market Risk

Very steady

Chance of Distress

Very Small

30 Days Economic Sensitivity

Barely shadows the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as CatalystTeza Algorithmic can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of CatalystTeza Algorithmic at lower prices. For example, an investor can purchase CatalystTeza stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of CatalystTeza Algorithmic's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

CatalystTeza Algorithmic Market Sensitivity And Downside Risk

CatalystTeza Algorithmic's beta coefficient measures the volatility of CatalystTeza mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents CatalystTeza mutual fund's returns against your selected market. In other words, CatalystTeza Algorithmic's beta of 0.0343 provides an investor with an approximation of how much risk CatalystTeza Algorithmic mutual fund can potentially add to one of your existing portfolios.
CatalystTeza Algorithmic Allocation exhibits very low volatility with skewness of -1.48 and kurtosis of 10.29. However, we advise investors to further study CatalystTeza Algorithmic Allocation technical indicators to make sure all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure CatalystTeza Algorithmic's mutual fund risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact CatalystTeza Algorithmic's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.

CatalystTeza Algorithmic Implied Volatility

CatalystTeza Algorithmic's implied volatility exposes the market's sentiment of CatalystTeza Algorithmic Allocation stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if CatalystTeza Algorithmic's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that CatalystTeza Algorithmic stock will not fluctuate a lot when CatalystTeza Algorithmic's options are near their expiration.
3 Months Beta |Analyze CatalystTeza Algorithmic Demand Trend
Check current 90 days CatalystTeza Algorithmic correlation with market (DOW)

CatalystTeza Beta

    
  0.0343  
CatalystTeza standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.0188  
It is essential to understand the difference between upside risk (as represented by CatalystTeza Algorithmic's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of CatalystTeza Algorithmic stock's daily returns or price. Since the actual investment returns on holding a position in CatalystTeza Algorithmic stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in CatalystTeza Algorithmic.

CatalystTeza Algorithmic Mutual Fund Volatility Analysis

Volatility refers to the frequency at which CatalystTeza Algorithmic stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with CatalystTeza Algorithmic's price changes. Investors will then calculate the volatility of CatalystTeza Algorithmic's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of CatalystTeza Algorithmic's volatility:

Historical Volatility

This type of stock volatility measures CatalystTeza Algorithmic's fluctuations based on previous trends. It's commonly used to predict CatalystTeza Algorithmic's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for CatalystTeza Algorithmic's current market price. This means that the stock will return to its initially predicted market price.
Transformation
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CatalystTeza Algorithmic Projected Return Density Against Market

Assuming the 90 days horizon CatalystTeza Algorithmic has a beta of 0.0343 . This usually implies as returns on the market go up, CatalystTeza Algorithmic average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding CatalystTeza Algorithmic Allocation will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to CatalystTeza Algorithmic or Catalyst Mutual Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that CatalystTeza Algorithmic stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a CatalystTeza stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. CatalystTeza Algorithmic is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
CatalystTeza Algorithmic's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how CatalystTeza Algorithmic stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

CatalystTeza Algorithmic Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to CatalystTeza Algorithmic or Catalyst Mutual Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that CatalystTeza Algorithmic stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a CatalystTeza stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Assuming the 90 days horizon the coefficient of variation of CatalystTeza Algorithmic is -707.11. The daily returns are distributed with a variance of 0.0 and standard deviation of 0.02. The mean deviation of CatalystTeza Algorithmic Allocation is currently at 0.01. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25
α
Alpha over DOW
-0.04
β
Beta against DOW0.0343
σ
Overall volatility
0.0188
Ir
Information ratio -0.77

CatalystTeza Algorithmic Mutual Fund Return Volatility

CatalystTeza Algorithmic historical daily return volatility represents how much CatalystTeza Algorithmic stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund shows 0.0188% volatility of returns over 90 . By contrast, DOW inherits 1.2609% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About CatalystTeza Algorithmic Volatility

Volatility is a rate at which the price of CatalystTeza Algorithmic or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of CatalystTeza Algorithmic may increase or decrease. In other words, similar to CatalystTeza's beta indicator, it measures the risk of CatalystTeza Algorithmic and helps estimate the fluctuations that may happen in a short period of time. So if prices of CatalystTeza Algorithmic fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The fund provides exposure to major global asset classes including equity indexes, government bond interest rates, volatility indexes, foreign currencies andor commodities, such as energy, precious metals, base metals, agriculturals and grains. CatalystTeza Algorithmic is traded on NASDAQ Exchange in the United States.

CatalystTeza Algorithmic Investment Opportunity

DOW has a standard deviation of returns of 1.26 and is 63.0 times more volatile than CatalystTeza Algorithmic Allocation. of all equities and portfolios are less risky than CatalystTeza Algorithmic. Compared to the overall equity markets, volatility of historical daily returns of CatalystTeza Algorithmic Allocation is lower than 0 () of all global equities and portfolios over the last 90 days.
Use CatalystTeza Algorithmic Allocation to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of CatalystTeza Algorithmic to be traded at $7.44 in 90 days. .

Weak diversification

The correlation between CatalystTeza Algorithmic Alloc and DJI is Weak diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CatalystTeza Algorithmic Alloc and DJI in the same portfolio, assuming nothing else is changed.

CatalystTeza Algorithmic Additional Risk Indicators

The analysis of CatalystTeza Algorithmic's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in CatalystTeza Algorithmic's investment and either accepting that risk or mitigating it. Along with some common measures of CatalystTeza Algorithmic stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance(0.34)
Market Risk Adjusted Performance(1.15)
Mean Deviation0.0725
Coefficient Of Variation(482.46)
Standard Deviation0.1439
Variance0.0207
Information Ratio(0.77)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

CatalystTeza Algorithmic Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against CatalystTeza Algorithmic as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. CatalystTeza Algorithmic's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, CatalystTeza Algorithmic's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to CatalystTeza Algorithmic Allocation.
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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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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.