Calvert Focused Value Fund Market Value
| CRFCX Fund | USD 11.40 0.08 0.70% |
| Symbol | Calvert |
Calvert Focused '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 Focused'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 Focused.
| 01/08/2023 |
| 12/28/2024 |
If you would invest 0.00 in Calvert Focused on January 8, 2023 and sell it all today you would earn a total of 0.00 from holding Calvert Focused Value or generate 0.0% return on investment in Calvert Focused over 720 days. Calvert Focused is related to or competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, Calvert Short, Calvert Short, and Calvert Emerging. Under normal market conditions, the fund invests primarily in large-cap companies, but may invest in common stocks of co... More
Calvert Focused 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 Focused'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 Focused Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.45 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.15 |
Calvert Focused Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Focused's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Focused's standard deviation. In reality, there are many statistical measures that can use Calvert Focused historical prices to predict the future Calvert Focused's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.96) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Focused'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.
Calvert Focused Value Backtested Returns
Calvert Focused Value secures Sharpe Ratio (or Efficiency) of -0.077, which signifies that the fund had a -0.077% return per unit of risk over the last 3 months. Calvert Focused Value exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calvert Focused's Risk Adjusted Performance of (0.03), mean deviation of 0.6053, and Standard Deviation of 0.9542 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0522, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calvert Focused's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Focused is expected to be smaller as well.
Auto-correlation | -0.33 |
Poor reverse predictability
Calvert Focused Value has poor reverse predictability. Overlapping area represents the amount of predictability between Calvert Focused time series from 8th of January 2023 to 3rd of January 2024 and 3rd of January 2024 to 28th 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 Calvert Focused Value price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Calvert Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Calvert Focused Value lagged returns against current returns
Autocorrelation, which is Calvert Focused 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 Focused's mutual fund expected returns. We can calculate the autocorrelation of Calvert Focused returns to help us make a trade decision. For example, suppose you find that Calvert Focused 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 Focused 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 Focused mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Focused 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 Focused mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Focused Lagged Returns
When evaluating Calvert Focused's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Focused mutual fund have on its future price. Calvert Focused 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 Focused autocorrelation shows the relationship between Calvert Focused mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Focused Value.
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 Focused 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 Focused security.
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