Calvert Large Cap Fund Alpha and Beta Analysis

CFJIX Fund  USD 36.12  0.07  0.19%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Calvert Large Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Calvert Us over a specified time horizon. Remember, high Calvert Us' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Calvert Us' market risk premium analysis include:
Beta
0.9
Alpha
0.004256
Risk
0.74
Sharpe Ratio
0.19
Expected Return
0.14
Please note that although Calvert Us alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Calvert Us did better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Calvert Large Cap fund's relative risk over its benchmark. Calvert Large Cap has a beta of 0.90  . Calvert Us returns are very sensitive to returns on the market. As the market goes up or down, Calvert Us is expected to follow. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Calvert Us Backtesting, Portfolio Optimization, Calvert Us Correlation, Calvert Us Hype Analysis, Calvert Us Volatility, Calvert Us History and analyze Calvert Us Performance.

Calvert Us Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Calvert Us market risk premium is the additional return an investor will receive from holding Calvert Us long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Calvert Us. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Calvert Us' performance over market.
α0   β0.90

Calvert Us expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Calvert Us' Buy-and-hold return. Our buy-and-hold chart shows how Calvert Us performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Calvert Us Market Price Analysis

Market price analysis indicators help investors to evaluate how Calvert Us mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Calvert Us shares will generate the highest return on investment. By understating and applying Calvert Us mutual fund market price indicators, traders can identify Calvert Us position entry and exit signals to maximize returns.

Calvert Us Return and Market Media

The median price of Calvert Us for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 34.42 with a coefficient of variation of 2.75. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 34.62, and mean deviation of 0.77. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Calvert Us Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Calvert or other funds. Alpha measures the amount that position in Calvert Large Cap has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Calvert Us in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Calvert Us' short interest history, or implied volatility extrapolated from Calvert Us options trading.

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Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Calvert Mutual Fund

Calvert Us 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 Us security.
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