Calamos Global Total Fund Manager Performance Evaluation
| CGO Fund | USD 10.48 0.09 0.87% |
The fund shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Global is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Calamos Global Total has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest inconsistent performance, the Fund's technical and fundamental indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the fund investors.
...more1 | CGO U.S. Dollar And Economic Strength Could Drag On Foreign Stocks - Seeking Alpha | 02/05/2025 |
Calamos |
Calamos Global Relative Risk vs. Return Landscape
If you would invest 1,154 in Calamos Global Total on December 17, 2024 and sell it today you would lose (106.00) from holding Calamos Global Total or give up 9.19% of portfolio value over 90 days. Calamos Global Total is generating negative expected returns assuming volatility of 0.8587% on return distribution over 90 days investment horizon. In other words, 7% of funds are less volatile than Calamos, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Calamos Global Current Valuation
Fairly Valued
Today
Please note that Calamos Global's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Calamos Global Total shows a prevailing Real Value of $10.61 per share. The current price of the fund is $10.48. We determine the value of Calamos Global Total from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor obtaining undervalued funds and abandoning overvalued funds since, at some point, fund prices and their ongoing real values will blend.
Since Calamos Global is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Calamos Fund. However, Calamos Global's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 10.48 | Real 10.61 | Hype 10.51 | Naive 10.44 |
The intrinsic value of Calamos Global's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Calamos Global's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Calamos Global Total helps investors to forecast how Calamos fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Calamos Global more accurately as focusing exclusively on Calamos Global's fundamentals will not take into account other important factors: Calamos Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Global's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Calamos Global Total, and traders can use it to determine the average amount a Calamos Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1826
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CGO |
Estimated Market Risk
| 0.86 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Calamos Global is not performing at its full potential. However, 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 Global by adding Calamos Global to a well-diversified portfolio.
Calamos Global Fundamentals Growth
Calamos Fund prices reflect investors' perceptions of the future prospects and financial health of Calamos Global, and Calamos Global fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Calamos Fund performance.
| Return On Equity | -17.93 | ||||
| Return On Asset | -0.16 | ||||
| Operating Margin | (24.82) % | ||||
| Current Valuation | 154.06 M | ||||
| Shares Outstanding | 9.4 M | ||||
| Price To Earning | 6.00 X | ||||
| Price To Book | 0.78 X | ||||
| Price To Sales | 45.10 X | ||||
| Revenue | 1.94 M | ||||
| Cash And Equivalents | 14.71 K | ||||
| Total Debt | 67.4 M | ||||
| Debt To Equity | 0.60 % | ||||
| Book Value Per Share | 11.99 X | ||||
| Cash Flow From Operations | 210.57 K | ||||
| Earnings Per Share | 1.55 X | ||||
About Calamos Global Performance
By examining Calamos Global's fundamental ratios, stakeholders can obtain critical insights into Calamos Global's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Calamos Global is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Calamos Global Total Return Fund is a closed ended balanced mutual fund launched by Calamos Investments LLC. It is managed by Calamos Advisors LLC. The fund invests in public equity and fixed income markets across the globe. It seeks to invest in securities of companies operating across diversified sectors. The fund primarily invests in equities, convertible bonds, and high yield corporate bonds. It employs both fundamental and quantitative analysis to create its portfolio. The fund benchmarks the performance of its portfolio against MSCI World Index. Calamos Global Total Return Fund was formed on March 30, 2004 and is domiciled in the United States.Things to note about Calamos Global Total performance evaluation
Checking the ongoing alerts about Calamos Global for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Calamos Global Total help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Calamos Global Total generated a negative expected return over the last 90 days |
- Analyzing Calamos Global's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Calamos Global's stock is overvalued or undervalued compared to its peers.
- Examining Calamos Global's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Calamos Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Calamos Global's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Calamos Global's fund. These opinions can provide insight into Calamos Global's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Calamos Fund
Calamos Global financial ratios help investors to determine whether Calamos 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 Global security.
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