Calvert Large Cap Fund Market Value
| CISIX Fund | USD 51.23 0.80 1.59% |
| Symbol | Calvert |
Calvert Large '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 Calvert Large'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 Calvert Large.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Calvert Large on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Large Cap or generate 0.0% return on investment in Calvert Large over 30 days. Calvert Large is related to or competes with Calvert Us, Calvert Equity, Calvert Small, Calvert Us, and Calvert Balanced. The fund normally invests at least 95 percent of its net assets, including borrowings for investment purposes, in securi... More
Calvert Large 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 Calvert Large'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 Calvert Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.01 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 1.14 |
Calvert Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Large's standard deviation. In reality, there are many statistical measures that can use Calvert Large historical prices to predict the future Calvert Large's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.0004) | |||
| Treynor Ratio | (0.04) |
Calvert Large Cap Backtested Returns
Calvert Large Cap secures Sharpe Ratio (or Efficiency) of -0.0548, which signifies that the fund had a -0.0548 % return per unit of risk over the last 3 months. Calvert Large Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calvert Large's Standard Deviation of 0.8886, risk adjusted performance of (0.01), and Mean Deviation of 0.6751 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.64, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calvert Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Large is expected to be smaller as well.
Auto-correlation | -0.37 |
Poor reverse predictability
Calvert Large Cap has poor reverse predictability. Overlapping area represents the amount of predictability between Calvert Large time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calvert Large Cap price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Calvert Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.68 |
Calvert Large Cap lagged returns against current returns
Autocorrelation, which is Calvert Large 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 Calvert Large's mutual fund expected returns. We can calculate the autocorrelation of Calvert Large returns to help us make a trade decision. For example, suppose you find that Calvert Large 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 |
Calvert Large 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 Calvert Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calvert Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Large Lagged Returns
When evaluating Calvert Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Large mutual fund have on its future price. Calvert Large 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, Calvert Large autocorrelation shows the relationship between Calvert Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Large Cap.
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 Calvert Mutual Fund
Calvert Large financial ratios help investors to determine whether Calvert 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 Calvert with respect to the benefits of owning Calvert Large security.
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