Calamos Dividend Growth Fund Market Value
| CADVX Fund | USD 19.60 0.19 0.98% |
| Symbol | Calamos |
Calamos Dividend '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 Calamos Dividend'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 Calamos Dividend.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Calamos Dividend on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Calamos Dividend Growth or generate 0.0% return on investment in Calamos Dividend over 30 days. Calamos Dividend is related to or competes with Calamos Antetokounmpo, Innealta Capital, Calamos Antetokounmpo, Calamos Opportunistic, Calamos Opportunistic, Calamos Opportunistic, and Calamos Growth. Under normal market conditions, the fund invests at least 80 percent of its net assets in dividend-paying equities More
Calamos Dividend 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 Calamos Dividend'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 Calamos Dividend Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8405 | |||
| Information Ratio | 0.054 | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 0.9626 |
Calamos Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Dividend's standard deviation. In reality, there are many statistical measures that can use Calamos Dividend historical prices to predict the future Calamos Dividend's volatility.| Risk Adjusted Performance | 0.0764 | |||
| Jensen Alpha | 0.0451 | |||
| Total Risk Alpha | 0.0415 | |||
| Sortino Ratio | 0.0478 | |||
| Treynor Ratio | 0.0801 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Dividend'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.
Calamos Dividend Growth Backtested Returns
At this stage we consider Calamos Mutual Fund to be very steady. Calamos Dividend Growth secures Sharpe Ratio (or Efficiency) of 0.0948, which signifies that the fund had a 0.0948% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos Dividend Growth, which you can use to evaluate the volatility of the entity. Please confirm Calamos Dividend's Mean Deviation of 0.5094, risk adjusted performance of 0.0764, and Downside Deviation of 0.8405 to double-check if the risk estimate we provide is consistent with the expected return of 0.071%. The fund shows a Beta (market volatility) of 0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Dividend is expected to be smaller as well.
Auto-correlation | -0.64 |
Very good reverse predictability
Calamos Dividend Growth has very good reverse predictability. Overlapping area represents the amount of predictability between Calamos Dividend time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calamos Dividend Growth price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Calamos Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Calamos Dividend Growth lagged returns against current returns
Autocorrelation, which is Calamos Dividend 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 Calamos Dividend's mutual fund expected returns. We can calculate the autocorrelation of Calamos Dividend returns to help us make a trade decision. For example, suppose you find that Calamos Dividend has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Calamos Dividend 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 Calamos Dividend mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calamos Dividend mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calamos Dividend mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calamos Dividend Lagged Returns
When evaluating Calamos Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calamos Dividend mutual fund have on its future price. Calamos Dividend 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, Calamos Dividend autocorrelation shows the relationship between Calamos Dividend mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calamos Dividend Growth.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calamos Mutual Fund
Calamos Dividend 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 Dividend security.
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