Calamos Market Neutral Fund Manager Performance Evaluation
| CMNIX Fund | USD 15.05 0.01 0.07% |
The fund shows a Beta (market volatility) of -0.0205, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calamos Market are expected to decrease at a much lower rate. During the bear market, Calamos Market is likely to outperform the market.
Risk-Adjusted Performance
26 of 100
Weak | Strong |
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Calamos Market Neutral are ranked lower than 26 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Calamos Market is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.9700 |
Calamos |
Calamos Market Relative Risk vs. Return Landscape
If you would invest 1,474 in Calamos Market Neutral on September 1, 2024 and sell it today you would earn a total of 31.00 from holding Calamos Market Neutral or generate 2.1% return on investment over 90 days. Calamos Market Neutral is currently producing 0.0331% returns and takes up 0.0986% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than Calamos, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Calamos Market Current Valuation
Overvalued
Today
Please note that Calamos Market's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Calamos Market Neutral shows a prevailing Real Value of $13.81 per share. The current price of the fund is $15.05. We determine the value of Calamos Market Neutral from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Calamos Market is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Calamos Mutual Fund. However, Calamos Market's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 15.05 | Real 13.81 | Hype 15.05 | Naive 15.05 |
The intrinsic value of Calamos Market's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Calamos Market's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Calamos Market Neutral helps investors to forecast how Calamos mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Calamos Market more accurately as focusing exclusively on Calamos Market's fundamentals will not take into account other important factors: Calamos Market Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Market's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Calamos Market Neutral, and traders can use it to determine the average amount a Calamos Market's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.3357
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| CMNIX |
Based on monthly moving average Calamos Market is performing at about 26% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Calamos Market by adding it to a well-diversified portfolio.
Calamos Market Fundamentals Growth
Calamos Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Calamos Market, and Calamos Market fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Calamos Mutual Fund performance.
| Price To Earning | 18.16 X | ||||
| Price To Book | 2.53 X | ||||
| Price To Sales | 1.85 X | ||||
| Total Asset | 16.34 B | ||||
About Calamos Market Performance
Evaluating Calamos Market's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Calamos Market has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Calamos Market has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund i invests in equities, convertible securities of U.S. companies without regard to market capitalization and employs short selling and enters into total return swaps to enhance income and hedge against market risk. The average term to maturity of the convertible securities purchased by the fund will typically range from two to ten years. It may seek to generate income from option premiums by writing options. The fund may invest without limit in high yield fixed-income securities .Things to note about Calamos Market Neutral performance evaluation
Checking the ongoing alerts about Calamos Market for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Calamos Market Neutral help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund holds about 17.97% of its assets under management (AUM) in cash |
- Analyzing Calamos Market's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Calamos Market's stock is overvalued or undervalued compared to its peers.
- Examining Calamos Market's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Calamos Market's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Calamos Market's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Calamos Market's mutual fund. These opinions can provide insight into Calamos Market's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Calamos Mutual Fund
Calamos Market 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 Market security.
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