Calamos Longshort Fund Probability of Future Mutual Fund Price Finishing Under 8.04
| CRLSX Fund | USD 10.19 0.03 0.29% |
Calamos |
Calamos Long/short Target Price Odds to finish below 8.04
The tendency of Calamos 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 Price | Horizon | Target Price | Odds to drop to $ 8.04 or more in 90 days |
| 10.19 | 90 days | 8.04 | near 1 |
Based on a normal probability distribution, the odds of Calamos Long/short to drop to $ 8.04 or more in 90 days from now is near 1 (This Calamos Longshort Fund probability density function shows the probability of Calamos Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Calamos Long/short price to stay between $ 8.04 and its current price of $10.19 at the end of the 90-day period is about 14.76 .
Assuming the 90 days horizon Calamos Longshort Fund has a beta of -0.0427 suggesting as returns on the benchmark increase, returns on holding Calamos Long/short are expected to decrease at a much lower rate. During a bear market, however, Calamos Longshort Fund is likely to outperform the market. Additionally Calamos Longshort Fund 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. Calamos Long/short Price Density |
| Price |
Predictive Modules for Calamos Long/short
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 Long/short. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Long/short'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 Long/short Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Calamos Long/short is not an exception. The market had few large corrections towards the Calamos Long/short'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 Calamos Longshort Fund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Calamos Long/short within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.05 | |
β | Beta against Dow Jones | -0.04 | |
σ | Overall volatility | 0.22 | |
Ir | Information ratio | -0.23 |
Calamos Long/short 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 Calamos Long/short for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Calamos Long/short can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Calamos Long/short generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Franklin Low Duration U.S. Government Securities Fund Q3 2024 Commentary - Seeking Alpha | |
| The fund generated three year return of 0.0% | |
| Calamos Long/short holds about 6.14% of its assets under management (AUM) in cash |
Calamos Long/short Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Calamos Mutual Fund often depends not only on the future outlook of the current and potential Calamos Long/short's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Calamos Long/short's indicators that are reflective of the short sentiment are summarized in the table below.
Calamos Long/short Technical Analysis
Calamos Long/short's future price can be derived by breaking down and analyzing its technical indicators over time. Calamos Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Calamos Longshort Fund. In general, you should focus on analyzing Calamos Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Calamos Long/short Predictive Forecast Models
Calamos Long/short's time-series forecasting models is one of many Calamos Long/short'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 Calamos Long/short'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 Calamos Long/short
Checking the ongoing alerts about Calamos Long/short for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Calamos Long/short help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Calamos Long/short generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Franklin Low Duration U.S. Government Securities Fund Q3 2024 Commentary - Seeking Alpha | |
| The fund generated three year return of 0.0% | |
| Calamos Long/short holds about 6.14% of its assets under management (AUM) in cash |
Other Information on Investing in Calamos Mutual Fund
Calamos Long/short 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 Long/short security.
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