Calamos Convertible Opportunities Fund Manager Performance Evaluation
| CHI Fund | USD 9.83 0.11 1.11% |
The fund shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Convertible's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Convertible is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Calamos Convertible Opportunities has generated negative risk-adjusted returns adding no value to fund investors. Despite unsteady performance in the last few months, the Fund's technical indicators remain fairly strong which may send shares a bit higher in April 2025. The recent confusion may also be a sign of long-lasting up-swing for the fund traders.
...moreCalamos |
Calamos Convertible Relative Risk vs. Return Landscape
If you would invest 1,193 in Calamos Convertible Opportunities on December 28, 2024 and sell it today you would lose (210.00) from holding Calamos Convertible Opportunities or give up 17.6% of portfolio value over 90 days. Calamos Convertible Opportunities is generating negative expected returns assuming volatility of 1.0147% on return distribution over 90 days investment horizon. In other words, 9% 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 Convertible Current Valuation
Undervalued
Today
Please note that Calamos Convertible's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. Calamos Convertible shows a prevailing Real Value of $10.09 per share. The current price of the fund is $9.83. We determine the value of Calamos Convertible from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor purchasing undervalued funds and trading away overvalued funds since, at some point, fund prices and their ongoing real values will blend.
Since Calamos Convertible is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Calamos Fund. However, Calamos Convertible'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 9.83 | Real 10.09 | Hype 9.84 | Naive 10.03 |
The intrinsic value of Calamos Convertible's stock can be calculated using various methods such as discounted cash flow or dividend analysis. That value may differ from its market price, which is determined by factors such as investor sentiment, market trends, headlines, and other external factors that may influence Calamos Convertible's stock price.
Estimating the potential upside or downside of Calamos Convertible Opportunities 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 Convertible more accurately as focusing exclusively on Calamos Convertible's fundamentals will not take into account other important factors: Calamos Convertible Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Convertible's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Calamos Convertible Opportunities, and traders can use it to determine the average amount a Calamos Convertible'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 = -0.3073
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CHI |
Estimated Market Risk
| 1.01 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.31 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Calamos Convertible 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 Convertible by adding Calamos Convertible to a well-diversified portfolio.
Calamos Convertible Fundamentals Growth
Calamos Fund prices reflect investors' perceptions of the future prospects and financial health of Calamos Convertible, and Calamos Convertible 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 | -15.82 | ||||
| Return On Asset | -1.18 | ||||
| Operating Margin | 187.68 % | ||||
| Current Valuation | 1.31 B | ||||
| Shares Outstanding | 71.75 M | ||||
| Price To Earning | 3.89 X | ||||
| Price To Book | 0.89 X | ||||
| Price To Sales | (52.95) X | ||||
| Revenue | (15.09 M) | ||||
| Cash And Equivalents | 9.5 K | ||||
| Total Debt | 531.8 M | ||||
| Debt To Equity | 0.61 % | ||||
| Book Value Per Share | 12.54 X | ||||
| Cash Flow From Operations | 106.24 M | ||||
| Earnings Per Share | 2.86 X | ||||
About Calamos Convertible Performance
By evaluating Calamos Convertible's fundamental ratios, stakeholders can gain valuable insights into Calamos Convertible's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Calamos Convertible has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Calamos Convertible has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Calamos Convertible Opportunities and Income Fund is a closed ended fixed income mutual fund launched by Calamos Investments LLC. Calamos Convertible Opportunities and Income Fund was formed on April 17, 2002 and is domiciled in the United States. Calamos Cv operates under Asset Management classification in the United States and is traded on NASDAQ Exchange.Things to note about Calamos Convertible performance evaluation
Checking the ongoing alerts about Calamos Convertible for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Calamos Convertible help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Calamos Convertible generated a negative expected return over the last 90 days |
- Analyzing Calamos Convertible'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 Convertible's stock is overvalued or undervalued compared to its peers.
- Examining Calamos Convertible'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 Convertible's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Calamos Convertible's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Calamos Convertible's fund. These opinions can provide insight into Calamos Convertible's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Calamos Fund
Calamos Convertible 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 Convertible security.
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