Calvert Smallmid Cap A Fund Probability of Future Mutual Fund Price Finishing Under 25.37

CMPAX Fund   26.92  0.17  0.63%   
Calvert Smallmid's future price is the expected price of Calvert Smallmid instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Calvert Smallmid Cap A performance during a given time horizon utilizing its historical volatility. Check out Calvert Smallmid Backtesting, Portfolio Optimization, Calvert Smallmid Correlation, Calvert Smallmid Hype Analysis, Calvert Smallmid Volatility, Calvert Smallmid History as well as Calvert Smallmid Performance.
  
Please specify Calvert Smallmid's target price for which you would like Calvert Smallmid odds to be computed.

Calvert Smallmid Target Price Odds to finish below 25.37

The tendency of Calvert Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to drop to  25.37  or more in 90 days
 26.92 90 days 25.37 
near 1
Based on a normal probability distribution, the odds of Calvert Smallmid to drop to  25.37  or more in 90 days from now is near 1 (This Calvert Smallmid Cap A probability density function shows the probability of Calvert Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Calvert Smallmid Cap price to stay between  25.37  and its current price of 26.92 at the end of the 90-day period is about 22.58 .
Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.18 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Calvert Smallmid will likely underperform. Additionally Calvert Smallmid Cap A has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.
   Calvert Smallmid Price Density   
       Price  

Predictive Modules for Calvert Smallmid

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 Smallmid Cap. 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.
Hype
Prediction
LowEstimatedHigh
25.8527.0928.33
Details
Intrinsic
Valuation
LowRealHigh
26.1027.3428.58
Details
Naive
Forecast
LowNextHigh
24.8226.0727.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
26.2028.0229.85
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Calvert Smallmid. Your research has to be compared to or analyzed against Calvert Smallmid's peers to derive any actionable benefits. When done correctly, Calvert Smallmid's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Calvert Smallmid Cap.

Calvert Smallmid Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Calvert Smallmid is not an exception. The market had few large corrections towards the Calvert Smallmid's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Calvert Smallmid Cap A, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Calvert Smallmid within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.09
β
Beta against Dow Jones1.18
σ
Overall volatility
0.94
Ir
Information ratio -0.06

Calvert Smallmid Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Calvert Smallmid for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Calvert Smallmid Cap can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
The fund generated five year return of -2.0%
Calvert Smallmid Cap holds about 9.31% of its assets under management (AUM) in cash

Calvert Smallmid Technical Analysis

Calvert Smallmid's future price can be derived by breaking down and analyzing its technical indicators over time. Calvert Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Calvert Smallmid Cap A. In general, you should focus on analyzing Calvert Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

Calvert Smallmid Predictive Forecast Models

Calvert Smallmid's time-series forecasting models is one of many Calvert Smallmid's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Calvert Smallmid's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.

Things to note about Calvert Smallmid Cap

Checking the ongoing alerts about Calvert Smallmid for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Calvert Smallmid Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund generated five year return of -2.0%
Calvert Smallmid Cap holds about 9.31% of its assets under management (AUM) in cash

Other Information on Investing in Calvert Mutual Fund

Calvert Smallmid 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 Smallmid security.
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