Calvert Smallcap Mutual Fund Forward View - Simple Moving Average
| CALRX Fund | USD 32.68 0.53 1.65% |
Calvert Mutual Fund outlook is based on your current time horizon.
At this time the relative strength index (rsi) of Calvert Smallcap's share price is below 20 suggesting that the mutual fund is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using Calvert Smallcap hype-based prediction, you can estimate the value of Calvert Smallcap Fund6 from the perspective of Calvert Smallcap response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Moving Average forecasted value of Calvert Smallcap Fund6 on the next trading day is expected to be 32.68 with a mean absolute deviation of 0.36 and the sum of the absolute errors of 21.44. Calvert Smallcap after-hype prediction price | USD 32.65 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Calvert |
Calvert Smallcap Additional Predictive Modules
Most predictive techniques to examine Calvert price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Calvert using various technical indicators. When you analyze Calvert charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Calvert Smallcap Simple Moving Average Price Forecast For the 6th of February
Given 90 days horizon, the Simple Moving Average forecasted value of Calvert Smallcap Fund6 on the next trading day is expected to be 32.68 with a mean absolute deviation of 0.36, mean absolute percentage error of 0.50, and the sum of the absolute errors of 21.44.Please note that although there have been many attempts to predict Calvert Mutual Fund prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Calvert Smallcap's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Calvert Smallcap Mutual Fund Forecast Pattern
| Backtest Calvert Smallcap | Calvert Smallcap Price Prediction | Research Analysis |
Calvert Smallcap Forecasted Value
In the context of forecasting Calvert Smallcap's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Calvert Smallcap's downside and upside margins for the forecasting period are 30.49 and 34.87, respectively. We have considered Calvert Smallcap's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Calvert Smallcap mutual fund data series using in forecasting. Note that when a statistical model is used to represent Calvert Smallcap mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 115.5871 |
| Bias | Arithmetic mean of the errors | -0.1494 |
| MAD | Mean absolute deviation | 0.3573 |
| MAPE | Mean absolute percentage error | 0.0118 |
| SAE | Sum of the absolute errors | 21.435 |
Predictive Modules for Calvert Smallcap
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Calvert Smallcap Fund6. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Calvert Smallcap After-Hype Price Density Analysis
As far as predicting the price of Calvert Smallcap at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Calvert Smallcap or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Calvert Smallcap, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Calvert Smallcap Estimiated After-Hype Price Volatility
In the context of predicting Calvert Smallcap's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Calvert Smallcap's historical news coverage. Calvert Smallcap's after-hype downside and upside margins for the prediction period are 30.46 and 34.84, respectively. We have considered Calvert Smallcap's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Calvert Smallcap is very steady at this time. Analysis and calculation of next after-hype price of Calvert Smallcap Fund6 is based on 3 months time horizon.
Calvert Smallcap Mutual Fund Price Outlook Analysis
Have you ever been surprised when a price of a Mutual Fund such as Calvert Smallcap is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Calvert Smallcap backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Calvert Smallcap, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.36 | 2.19 | 0.03 | 0.06 | 1 Events / Month | 1 Events / Month | Very soon |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
32.68 | 32.65 | 0.09 |
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Calvert Smallcap Hype Timeline
Calvert Smallcap Fund6 is currently traded for 32.68. The entity has historical hype elasticity of -0.03, and average elasticity to hype of competition of 0.06. Calvert is projected to decline in value after the next headline, with the price expected to drop to 32.65. The average volatility of media hype impact on the company price is over 100%. The price reduction on the next news is expected to be -0.09%, whereas the daily expected return is currently at 0.36%. The volatility of related hype on Calvert Smallcap is about 1311.38%, with the expected price after the next announcement by competition of 32.74. The company last dividend was issued on the 5th of December 2019. Assuming the 90 days horizon the next projected press release will be very soon. Check out Historical Fundamental Analysis of Calvert Smallcap to cross-verify your projections.Calvert Smallcap Related Hype Analysis
Having access to credible news sources related to Calvert Smallcap's direct competition is more important than ever and may enhance your ability to predict Calvert Smallcap's future price movements. Getting to know how Calvert Smallcap's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Calvert Smallcap may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| ABSZX | Ab Discovery Value | (0.43) | 1 per month | 0.45 | 0.16 | 2.20 | (1.24) | 8.25 | |
| ABSIX | Ab Discovery Value | 0.00 | 0 per month | 0.46 | 0.16 | 2.19 | (1.20) | 8.33 | |
| LCGRX | Loomis Sayles Small | 0.00 | 0 per month | 0.99 | 0.02 | 1.75 | (1.76) | 4.33 | |
| LSSNX | Loomis Sayles Small | 0.00 | 0 per month | 0.97 | 0.02 | 1.76 | (1.75) | 4.30 | |
| HISGX | Harbor Small Cap | (0.07) | 1 per month | 1.15 | 0.01 | 2.05 | (2.14) | 4.59 | |
| HASCX | Harbor Small Cap | 0.15 | 1 per month | 0.74 | 0.17 | 2.46 | (1.65) | 5.68 | |
| SAIFX | Clearbridge Large Cap | 0.00 | 0 per month | 0.00 | 0.15 | 1.31 | (0.97) | 13.62 | |
| SINAX | Clearbridge Large Cap | 1.98 | 1 per month | 0.08 | 0.14 | 1.33 | (0.94) | 13.63 | |
| DREVX | Dreyfus Fund Inc | 0.04 | 1 per month | 0.84 | 0.06 | 1.21 | (1.47) | 12.56 | |
| INUTX | Columbia Dividend Opportunity | 0.00 | 0 per month | 0.19 | 0.20 | 1.33 | (1.08) | 7.63 |
Other Forecasting Options for Calvert Smallcap
For every potential investor in Calvert, whether a beginner or expert, Calvert Smallcap's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Calvert Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Calvert. Basic forecasting techniques help filter out the noise by identifying Calvert Smallcap's price trends.Calvert Smallcap Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Calvert Smallcap mutual fund to make a market-neutral strategy. Peer analysis of Calvert Smallcap could also be used in its relative valuation, which is a method of valuing Calvert Smallcap by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Calvert Smallcap Market Strength Events
Market strength indicators help investors to evaluate how Calvert Smallcap 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 Smallcap shares will generate the highest return on investment. By undertsting and applying Calvert Smallcap mutual fund market strength indicators, traders can identify Calvert Smallcap Fund6 entry and exit signals to maximize returns.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 32.68 | |||
| Day Typical Price | 32.68 | |||
| Price Action Indicator | 0.27 | |||
| Period Momentum Indicator | 0.53 |
Calvert Smallcap Risk Indicators
The analysis of Calvert Smallcap's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Calvert Smallcap's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting calvert mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.01 | |||
| Semi Deviation | 0.4163 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.44 | |||
| Downside Variance | 0.6689 | |||
| Semi Variance | 0.1733 | |||
| Expected Short fall | (1.37) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Calvert Smallcap
The number of cover stories for Calvert Smallcap depends on current market conditions and Calvert Smallcap's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Calvert Smallcap is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Calvert Smallcap's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Other Information on Investing in Calvert Mutual Fund
Calvert Smallcap 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 Smallcap security.
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