Calamos Market Neutral Fund Manager Performance Evaluation
| CVSCX Fund | USD 16.09 0.03 0.19% |
The fund shows a Beta (market volatility) of 0.0469, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos Market's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Market is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Calamos Market Neutral are ranked lower than 17 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong fundamental 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 Date | 28th of February 2025 | |
| Expense Ratio | 1.9700 |
Calamos |
Calamos Market Relative Risk vs. Return Landscape
If you would invest 1,591 in Calamos Market Neutral on November 11, 2025 and sell it today you would earn a total of 18.00 from holding Calamos Market Neutral or generate 1.13% return on investment over 90 days. Calamos Market Neutral is currently producing 0.0185% returns and takes up 0.0834% 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 $14.78 per share. The current price of the fund is $16.09. 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 16.09 | Real 14.78 | Hype 16.09 |
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 Target Price Odds to finish over Current Price
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 move above the current price in 90 days |
| 16.09 | 90 days | 16.09 | nearly 4.96 |
Based on a normal probability distribution, the odds of Calamos Market to move above the current price in 90 days from now is nearly 4.96 (This Calamos Market Neutral probability density function shows the probability of Calamos Mutual Fund to fall within a particular range of prices over 90 days) .
Calamos Market Price Density |
| Price |
Predictive Modules for Calamos Market
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 Market Neutral. 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 Market'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 Market Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Calamos Market is not an exception. The market had few large corrections towards the Calamos Market'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 Market Neutral, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Calamos Market within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0 | |
β | Beta against Dow Jones | 0.05 | |
σ | Overall volatility | 0.07 | |
Ir | Information ratio | -0.86 |
Calamos Market 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 Market for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Calamos Market Neutral 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 holds about 29.56% of its assets under management (AUM) in cash |
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 | 199.22 M | ||||
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 29.56% 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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