Calamos Hedged Financials
We suggest to use Calamos Hedged Equity fundamental analysis to find out if markets are presently mispricing the fund. Put another way you can use it to find out if Calamos Hedged Equity is indeed mispriced or if you can make any profits on it by purchasing it and then waiting for the market to recognize its mistake and reprise the security. We were able to analyze and collect data for twelve available fundamental indicators for Calamos Hedged Equity, which can be compared to its peers.
Calamos |
Please note that you must use caution to infer results of funds future performance. Investment returns and principal value will fluctuate so that investors' shares, when sold, may be worth more or less than their original cost.
Calamos Hedged Fund Summary
Calamos Hedged competes with American Beacon, Calamos Hedged, Calamos Market, Aqr Long-short, and Calamos Phineus. The investment seeks total return with lower volatility than equity markets. Calamos Hedged is traded on NASDAQ Exchange in the United States.| Instrument | USA Mutual Fund View All |
| Exchange | NMFQS Exchange |
| Business Address | Calamos Investment Trust |
| Mutual Fund Family | Calamos |
| Mutual Fund Category | Options Trading |
| Benchmark | Dow Jones Industrial |
| Phone | 800 582 6959 |
| Currency | USD - US Dollar |
Calamos Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calamos Hedged's current stock value. Our valuation model uses many indicators to compare Calamos Hedged value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calamos Hedged competition to find correlations between indicators driving Calamos Hedged's intrinsic value. More Info.Calamos Hedged Equity is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 4,607 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calamos Hedged's earnings, one of the primary drivers of an investment's value.Calamos Hedged Equity Systematic Risk
Calamos Hedged's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Calamos Hedged volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Beta measures systematic risk based on how returns on Calamos Hedged Equity correlated with the market. If Beta is less than 0 Calamos Hedged generally moves in the opposite direction as compared to the market. If Calamos Hedged Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Calamos Hedged Equity is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Calamos Hedged is generally in the same direction as the market. If Beta > 1 Calamos Hedged moves generally in the same direction as, but more than the movement of the benchmark.
Calamos Hedged November 27, 2024 Opportunity Range
Along with financial statement analysis, the daily predictive indicators of Calamos Hedged help investors to analyze its daily demand and supply, volume, patterns, and price swings to determine the real value of Calamos Hedged Equity. We use our internally-developed statistical techniques to arrive at the intrinsic value of Calamos Hedged Equity based on widely used predictive technical indicators. In general, we focus on analyzing Calamos Mutual Fund price patterns and their correlations with different microeconomic environment and drivers. We also apply predictive analytics to build Calamos Hedged's daily price indicators and compare them against related drivers.
| Downside Deviation | 0.4813 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.33 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 0.6064 |
Other Information on Investing in Calamos Mutual Fund
Calamos Hedged financial ratios help investors to determine whether Calamos 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 Calamos with respect to the benefits of owning Calamos Hedged security.
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