Calamos Etf Trust Etf Performance
| CVRT Etf | 30.12 1.06 3.65% |
The etf shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Calamos ETF returns are very sensitive to returns on the market. As the market goes up or down, Calamos ETF is expected to follow.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Calamos ETF Trust are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively conflicting basic indicators, Calamos ETF unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
1 | When the Price of Talks, People Listen - Stock Traders Daily | 01/30/2025 |
Calamos |
Calamos ETF Relative Risk vs. Return Landscape
If you would invest 3,059 in Calamos ETF Trust on December 22, 2024 and sell it today you would lose (47.00) from holding Calamos ETF Trust or give up 1.54% of portfolio value over 90 days. Calamos ETF Trust is currently generating 0.5405% in daily expected returns and assumes 11.7098% risk (volatility on return distribution) over the 90 days horizon. In different words, most equities are less risky than Calamos, and most 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 = 0.0462
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Estimated Market Risk
| 11.71 actual daily | 96 96% of assets are less volatile |
Expected Return
| 0.54 actual daily | 10 90% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Calamos ETF is performing at about 3% of its full potential. 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 it 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.
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.
Calamos ETF is entity of United States. It is traded as Etf on NYSE ARCA exchange.| Calamos ETF Trust is way too risky over 90 days horizon | |
| Calamos ETF Trust appears to be risky and price may revert if volatility continues | |
| The fund holds most of the assets under management (AUM) in different types of exotic instruments. |
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 metropolitan statistical area. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
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.