Calamos Strategic Fund Forecast - Polynomial Regression
| CSQ Fund | USD 19.33 0.08 0.42% |
The Polynomial Regression forecasted value of Calamos Strategic Total on the next trading day is expected to be 19.19 with a mean absolute deviation of 0.20 and the sum of the absolute errors of 12.28. Calamos Fund Forecast is based on your current time horizon.
As of today the relative strength index (rsi) of Calamos Strategic's share price is below 20 suggesting that the 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 Calamos Strategic hype-based prediction, you can estimate the value of Calamos Strategic Total from the perspective of Calamos Strategic response to recently generated media hype and the effects of current headlines on its competitors.
The Polynomial Regression forecasted value of Calamos Strategic Total on the next trading day is expected to be 19.19 with a mean absolute deviation of 0.20 and the sum of the absolute errors of 12.28. Calamos Strategic after-hype prediction price | USD 19.22 |
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.
Calamos |
Calamos Strategic Additional Predictive Modules
Most predictive techniques to examine Calamos price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Calamos using various technical indicators. When you analyze Calamos 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 |
Calamos Strategic Polynomial Regression Price Forecast For the 24th of January
Given 90 days horizon, the Polynomial Regression forecasted value of Calamos Strategic Total on the next trading day is expected to be 19.19 with a mean absolute deviation of 0.20, mean absolute percentage error of 0.06, and the sum of the absolute errors of 12.28.Please note that although there have been many attempts to predict Calamos Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Calamos Strategic's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Calamos Strategic Fund Forecast Pattern
| Backtest Calamos Strategic | Calamos Strategic Price Prediction | Buy or Sell Advice |
Calamos Strategic Forecasted Value
In the context of forecasting Calamos Strategic's 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. Calamos Strategic's downside and upside margins for the forecasting period are 18.27 and 20.11, respectively. We have considered Calamos Strategic'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 Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Calamos Strategic fund data series using in forecasting. Note that when a statistical model is used to represent Calamos Strategic 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 | 117.2084 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.1981 |
| MAPE | Mean absolute percentage error | 0.0106 |
| SAE | Sum of the absolute errors | 12.2826 |
Predictive Modules for Calamos Strategic
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Calamos Strategic Total. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Strategic's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Calamos Strategic After-Hype Price Prediction Density Analysis
As far as predicting the price of Calamos Strategic 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 Calamos Strategic 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 Fund prices, such as prices of Calamos Strategic, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Calamos Strategic Estimiated After-Hype Price Volatility
In the context of predicting Calamos Strategic's fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Calamos Strategic's historical news coverage. Calamos Strategic's after-hype downside and upside margins for the prediction period are 18.30 and 20.14, respectively. We have considered Calamos Strategic'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 outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Calamos Strategic is very steady at this time. Analysis and calculation of next after-hype price of Calamos Strategic Total is based on 3 months time horizon.
Calamos Strategic Fund Price Prediction Analysis
Have you ever been surprised when a price of a Fund such as Calamos Strategic is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Calamos Strategic 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 Calamos Strategic, 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 |
0.04 | 0.92 | 0.11 | 0.32 | 1 Events / Month | 2 Events / Month | Very soon |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
19.33 | 19.22 | 0.57 |
|
Calamos Strategic Hype Timeline
On the 23rd of January Calamos Strategic Total is traded for 19.33. The entity has historical hype elasticity of -0.11, and average elasticity to hype of competition of -0.32. Calamos is projected to decline in value after the next headline, with the price expected to drop to 19.22. The average volatility of media hype impact on the company price is about 33.82%. The price depreciation on the next news is expected to be -0.57%, whereas the daily expected return is currently at 0.04%. The volatility of related hype on Calamos Strategic is about 11.41%, with the expected price after the next announcement by competition of 19.01. About 37.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 1.05. Some equities with similar Price to Book (P/B) outperform the market in the long run. Calamos Strategic Total last dividend was issued on the 13th of October 2022. Considering the 90-day investment horizon the next projected press release will be very soon. Check out Historical Fundamental Analysis of Calamos Strategic to cross-verify your projections.Calamos Strategic Related Hype Analysis
Having access to credible news sources related to Calamos Strategic's direct competition is more important than ever and may enhance your ability to predict Calamos Strategic's future price movements. Getting to know how Calamos Strategic'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 Calamos Strategic may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| SVBAX | Balanced Fund Class | (9.92) | 1 per month | 0.00 | 0.09 | 0.85 | (0.82) | 13.70 | |
| GOF | Guggenheim Strategic Opportunities | (0.1) | 6 per month | 0.00 | (0.11) | 1.93 | (3.65) | 8.96 | |
| MDSKX | Blackrock Sm Cap | (10.64) | 2 per month | 0.97 | 0.08 | 1.97 | (1.82) | 4.72 | |
| MASKX | Blackrock Sm Cap | 0.25 | 1 per month | 0.98 | 0.08 | 1.98 | (1.78) | 4.73 | |
| TRLUX | T Rowe Price | (1.69) | 8 per month | 0.00 | 0.19 | 1.59 | (1.07) | 13.34 | |
| MAAGX | Mfs Aggressive Growth | 0.00 | 0 per month | 0.55 | (0.05) | 0.97 | (1.08) | 2.51 | |
| POMIX | T Rowe Price | (54.43) | 3 per month | 0.75 | (0.02) | 1.16 | (1.21) | 3.52 | |
| PTY | Pimco Corporate Income | 3.49 | 1 per month | 0.00 | (0.17) | 1.11 | (0.90) | 5.23 | |
| JPC | Nuveen Preferred Income | 0.02 | 4 per month | 0.43 | (0.12) | 0.76 | (0.87) | 2.74 | |
| JDSNX | Perkins Small Cap | (7.58) | 10 per month | 0.40 | 0.13 | 2.08 | (1.01) | 4.94 |
Other Forecasting Options for Calamos Strategic
For every potential investor in Calamos, whether a beginner or expert, Calamos Strategic's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Calamos Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Calamos. Basic forecasting techniques help filter out the noise by identifying Calamos Strategic's price trends.Calamos Strategic 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 Calamos Strategic fund to make a market-neutral strategy. Peer analysis of Calamos Strategic could also be used in its relative valuation, which is a method of valuing Calamos Strategic by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Calamos Strategic Market Strength Events
Market strength indicators help investors to evaluate how Calamos Strategic fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Calamos Strategic shares will generate the highest return on investment. By undertsting and applying Calamos Strategic fund market strength indicators, traders can identify Calamos Strategic Total entry and exit signals to maximize returns.
| Accumulation Distribution | 2168.76 | |||
| Daily Balance Of Power | 0.4444 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 19.36 | |||
| Day Typical Price | 19.35 | |||
| Price Action Indicator | 0.01 | |||
| Period Momentum Indicator | 0.08 |
Calamos Strategic Risk Indicators
The analysis of Calamos Strategic'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 Calamos Strategic's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting calamos 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 | 0.6975 | |||
| Semi Deviation | 0.8848 | |||
| Standard Deviation | 0.9067 | |||
| Variance | 0.8222 | |||
| Downside Variance | 1.04 | |||
| Semi Variance | 0.7829 | |||
| Expected Short fall | (0.72) |
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 Calamos Strategic
The number of cover stories for Calamos Strategic depends on current market conditions and Calamos Strategic's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Calamos Strategic 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 Calamos Strategic's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
Other Macroaxis Stories
Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios
Story Categories
Currently Trending Categories
Other Information on Investing in Calamos Fund
Calamos Strategic financial ratios help investors to determine whether Calamos 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 Strategic security.
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |