Calamos Market Neutral Fund Price on December 26, 2024
| CMNIX Fund | USD 14.94 0.01 0.07% |
Below is the normalized historical share price chart for Calamos Market Neutral extending back to August 09, 2000. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Calamos Market stands at 14.94, as last reported on the 27th of December, with the highest price reaching 14.94 and the lowest price hitting 14.94 during the day.
If you're considering investing in Calamos Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Calamos Mutual Fund to be very steady. Calamos Market Neutral secures Sharpe Ratio (or Efficiency) of 0.0285, which signifies that the fund had a 0.0285% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calamos Market Neutral, which you can use to evaluate the volatility of the entity. Please confirm Calamos Market's insignificant Risk Adjusted Performance, downside deviation of 0.2523, and Mean Deviation of 0.0847 to double-check if the risk estimate we provide is consistent with the expected return of 0.0044%.
Calamos Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Calamos |
Sharpe Ratio = 0.0285
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| Negative Returns | CMNIX |
Estimated Market Risk
| 0.16 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Calamos Market is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Calamos Market by adding it to a well-diversified portfolio.
Calamos Market Valuation on December 26, 2024
It is possible to determine the worth of Calamos Market on a given historical date. On December 26, 2024 Calamos was worth 14.94 at the beginning of the trading date compared to the closed value of 14.94. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Calamos Market mutual fund. Still, in general, we apply an absolute valuation method to find Calamos Market's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Calamos Market where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Calamos Market's related companies.
| Open | High | Low | Close | Volume | |
| 14.93 | 14.93 | 14.93 | 14.93 | 1.00 | |
12/26/2024 | 14.94 | 14.94 | 14.94 | 14.94 | 1.00 |
| Backtest Calamos Market | | | Calamos Market History | | | Calamos Market Valuation | Previous |
Calamos Market Trading Date Momentum on December 26, 2024
| On December 26 2024 Calamos Market Neutral was traded for 14.94 at the closing time. The highest daily price throughout the period was 14.94 and the lowest price was 14.94 . There was no trading activity during the period 1.0. Lack of trading volume on 12/26/2024 did not affect price variability. The overall trading delta to current closing price is 0.00% . |
Calamos Market Neutral Fundamentals Correlations and Trends
By evaluating Calamos Market's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Calamos Market's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Calamos financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Calamos Market Mutual Fund history
Calamos Market investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Calamos is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Calamos Market Neutral will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Calamos Market stock prices may prove useful in developing a viable investing in Calamos Market
The fund i invests in equities, convertible securities of U.S. companies without regard to market capitalization and employs short selling and enters into total return swaps to enhance income and hedge against market risk. The average term to maturity of the convertible securities purchased by the fund will typically range from two to ten years. It may seek to generate income from option premiums by writing options. The fund may invest without limit in high yield fixed-income securities .
Calamos Market Mutual Fund Technical Analysis
Calamos Market 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.
Price Boundaries
Calamos Market Period Price Range
Low | December 27, 2024
| High |
0.00 | 0.00 |
Calamos Market Neutral cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Calamos Market December 27, 2024 Market Strength
Market strength indicators help investors to evaluate how Calamos Market mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Calamos Market shares will generate the highest return on investment. By undertsting and applying Calamos Market mutual fund market strength indicators, traders can identify Calamos Market Neutral entry and exit signals to maximize returns
Calamos Market Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Calamos Market's price direction in advance. Along with the technical and fundamental analysis of Calamos Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Calamos to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.0706 |
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Other Information on Investing in Calamos Mutual Fund
Calamos Market financial ratios help investors to determine whether Calamos 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 Calamos with respect to the benefits of owning Calamos Market security.
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