Calvert Global Small Cap Fund Market Outlook
| CSMAX Fund | 12.77 0.04 0.31% |
Slightly above 62% of Calvert Global's investor base is looking to short. The analysis of overall sentiment of trading Calvert Global Small Cap mutual fund suggests that many investors are alarmed at this time. Calvert Global's investing sentiment can be driven by a variety of factors including economic data, Calvert Global's earnings reports, geopolitical events, and overall market trends.
Comfort Level 38
Alarmed
Panic | Confidence |
Today, several news technology companies offer sentiment data to assist traders in manufacturing news sentiment indicators for investment decisions. We partner with these technology firms in helping retail investors build forecasting models that use Calvert Global's input sentiment indicators derived from textual data and news published on major financial information outlets and social sites. These indicators can be used to analyze time-dependent numerical information representing public perception toward Calvert Global Small Cap.
News SentimentNeutral | Hype SentimentBearish | Insider SentimentWaiting |
Assuming the 90 days horizon and your above-average risk tolerance, our recommendation regarding Calvert Global Small Cap is 'Strong Buy'. A buy or sell recommendation is an automated directive regarding whether to purchase or sell Calvert Global Small Cap given historical horizon and risk tolerance. When we issue a 'buy' or 'sell' recommendation for Calvert Global Small Cap, the advice is generated through an automated system that utilizes algorithms and statistical models.
Execute Calvert Global Advice
The Calvert recommendation should be used to complement the investment advice compiled from the current analysts' consensus on Calvert Global Small Cap. Macroaxis does not own or have any residual interests in Calvert Global Small Cap or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Calvert Global's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Buy
Market Performance | Good | Details | |
Volatility | Not too volatile | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Undervalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Slowly supersedes the market | Details | |
Analyst Consensus | Not Available | Details |
For the selected time horizon Calvert Global Small Cap has a Risk Adjusted Performance of 0.1024, Jensen Alpha of 0.2313, Total Risk Alpha of 0.1004, Sortino Ratio of 0.2668 and Treynor Ratio of 0.9915Our trade advice tool can cross-verify current analyst consensus on Calvert Global Small and to analyze the fund potential to grow in the current economic cycle. Be advised to confirm Calvert Global Small annual yield to validate our buy or sell recommendation.
Calvert Global Trading Alerts and Improvement Suggestions
| Latest headline from news.google.com: Why This CEO Wont Let Private Funds Near His Companys 401 - The Wall Street Journal | |
| The fund holds all of the assets under management (AUM) in different types of exotic instruments |
Calvert Global Returns Distribution Density
The distribution of Calvert Global's historical returns is an attempt to chart the uncertainty of Calvert Global's future price movements. The chart of the probability distribution of Calvert Global daily returns describes the distribution of returns around its average expected value. We use Calvert Global Small Cap price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Calvert Global returns is essential to provide solid investment analysis for Calvert Global.
| Mean Return | 0.25 | Value At Risk | -0.93 | Potential Upside | 1.22 | Standard Deviation | 1.95 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Calvert Global historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Calvert Global Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Calvert Global or Calvert Research and Management sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Calvert Global's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Calvert fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over Dow Jones | 0.23 | |
β | Beta against Dow Jones | 0.25 | |
σ | Overall volatility | 2.01 | |
Ir | Information ratio | 0.1 |
Calvert Global Volatility Alert
Calvert Global Small Cap exhibits relatively low volatility with skewness of 6.4 and kurtosis of 47.36. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Calvert Global's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Calvert Global's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Calvert Global Fundamentals Vs Peers
Comparing Calvert Global's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Calvert Global's direct or indirect competition across all of the common fundamentals between Calvert Global and the related equities. This way, we can detect undervalued stocks with similar characteristics as Calvert Global or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Calvert Global's fundamental indicators could also be used in its relative valuation, which is a method of valuing Calvert Global by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Calvert Global to competition |
| Fundamentals | Calvert Global | Peer Average |
| Annual Yield | 0.02 % | 0.29 % |
| Net Asset | 24.63 M | 4.11 B |
Calvert Global Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Calvert . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 12.77 | |||
| Day Typical Price | 12.77 | |||
| Price Action Indicator | (0.02) | |||
| Period Momentum Indicator | (0.04) |
About Calvert Global Buy or Sell Advice
When is the right time to buy or sell Calvert Global Small Cap? Buying financial instruments such as Calvert Mutual Fund isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
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In addition to having Calvert Global in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
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Other Information on Investing in Calvert Mutual Fund
Calvert Global 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 Global security.
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