Calamos Etf Trust Etf Performance
| CPST Etf | USD 25.20 0.03 0.12% |
The etf shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos ETF is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Calamos ETF Trust has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Calamos ETF is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Calamos |
Calamos ETF Relative Risk vs. Return Landscape
If you would invest 2,534 in Calamos ETF Trust on December 22, 2024 and sell it today you would lose (14.00) from holding Calamos ETF Trust or give up 0.55% of portfolio value over 90 days. Calamos ETF Trust is currently does not generate positive expected returns and assumes 0.2453% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than Calamos, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Calamos ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Calamos ETF Trust, and traders can use it to determine the average amount a Calamos ETF'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 = -0.0364
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Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Calamos ETF 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 ETF by adding Calamos ETF to a well-diversified portfolio.
Calamos ETF Fundamentals Growth
Calamos Etf prices reflect investors' perceptions of the future prospects and financial health of Calamos ETF, and Calamos ETF 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 Etf performance.
| Return On Equity | -220.76 | |||
| Return On Asset | -8.38 | |||
| Profit Margin | (33.55) % | |||
| Operating Margin | (17.76) % | |||
| Current Valuation | 120.75 M | |||
| Shares Outstanding | 12.82 M | |||
| Price To Earning | (1.56) X | |||
| Price To Book | 36.67 X | |||
| Price To Sales | 1.56 X | |||
| Revenue | 61.33 M | |||
| EBITDA | (9.43 M) | |||
| Cash And Equivalents | 31.97 M | |||
| Cash Per Share | 2.53 X | |||
| Total Debt | 58.01 M | |||
| Book Value Per Share | 0.20 X | |||
| Cash Flow From Operations | (7.34 M) | |||
| Earnings Per Share | (1.95) X | |||
| Total Asset | 55.89 M | |||
| Retained Earnings | (853.44 M) | |||
| Current Asset | 49.04 M | |||
| Current Liabilities | 30.89 M |
About Calamos ETF Performance
Assessing Calamos ETF's fundamental ratios provides investors with valuable insights into Calamos ETF's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Calamos ETF is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Capstone Turbine Corporation develops, manufactures, markets, and services microturbine technology solutions for use in stationary distributed power generation applications worldwide. The company was founded in 1988 and is headquartered in Van Nuys, California. Capstone Turbine operates under Specialty Industrial Machinery classification in the United States and is traded on NASDAQ Exchange. It employs 100 people.| Calamos ETF Trust generated a negative expected return over the last 90 days | |
| Calamos ETF Trust has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the previous year's revenue of 61.33 M. Net Loss for the year was (20.61 M) with profit before overhead, payroll, taxes, and interest of 9.6 M. | |
| Calamos ETF Trust currently holds about 31.97 M in cash with (7.34 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 2.53. |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Calamos ETF Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
The market value of Calamos ETF Trust is measured differently than its book value, which is the value of Calamos that is recorded on the company's balance sheet. Investors also form their own opinion of Calamos ETF's value that differs from its market value or its book value, called intrinsic value, which is Calamos ETF's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Calamos ETF's market value can be influenced by many factors that don't directly affect Calamos ETF's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Calamos ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine if Calamos ETF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Calamos ETF's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.