Calamos Dynamic Convertible Fund Net Income
| CCD Fund | USD 22.45 0.47 2.14% |
As of the 8th of February, Calamos Dynamic shows the Downside Deviation of 1.0, risk adjusted performance of 0.068, and Mean Deviation of 0.798. Calamos Dynamic Conv technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices. Please confirm Calamos Dynamic Conv standard deviation and the relationship between the information ratio and value at riskstandard deviation, treynor ratio, downside variance, as well as the relationship between the information ratio and value at risk to decide if Calamos Dynamic Conv is priced correctly, providing market reflects its regular price of 22.45 per share.
Calamos Dynamic's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Calamos Dynamic's valuation are provided below:Market Capitalization 387.3 M |
Calamos |
Calamos Dynamic 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Calamos Dynamic's fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Calamos Dynamic.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Calamos Dynamic on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Dynamic Convertible or generate 0.0% return on investment in Calamos Dynamic over 90 days. Calamos Dynamic is related to or competes with Calamos Global, Nuveen California, Aberdeen Standard, Eaton Vance, American Beacon, Western Asset, and Allianzgi Convertible. Calamos Dynamic Convertible and Income Fund is a closed ended fixed income mutual fund launched by Calamos Investments L... More
Calamos Dynamic Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Calamos Dynamic's fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Calamos Dynamic Convertible upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 5.33 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.73 |
Calamos Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Dynamic's standard deviation. In reality, there are many statistical measures that can use Calamos Dynamic historical prices to predict the future Calamos Dynamic's volatility.| Risk Adjusted Performance | 0.068 | |||
| Jensen Alpha | 0.0087 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.09 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Dynamic'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 Dynamic February 8, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.068 | |||
| Market Risk Adjusted Performance | 0.1 | |||
| Mean Deviation | 0.798 | |||
| Semi Deviation | 0.9055 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 1227.58 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.11 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.0087 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.09 | |||
| Maximum Drawdown | 5.33 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.73 | |||
| Downside Variance | 1.0 | |||
| Semi Variance | 0.8198 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 0.3403 | |||
| Kurtosis | 0.7044 |
Calamos Dynamic Conv Backtested Returns
At this point, Calamos Dynamic is very steady. Calamos Dynamic Conv secures Sharpe Ratio (or Efficiency) of 0.0926, which signifies that the fund had a 0.0926 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Calamos Dynamic Convertible, which you can use to evaluate the volatility of the entity. Please confirm Calamos Dynamic's Mean Deviation of 0.798, downside deviation of 1.0, and Risk Adjusted Performance of 0.068 to double-check if the risk estimate we provide is consistent with the expected return of 0.0988%. The fund shows a Beta (market volatility) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Dynamic is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
Calamos Dynamic Convertible has below average predictability. Overlapping area represents the amount of predictability between Calamos Dynamic time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calamos Dynamic Conv price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Calamos Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Calamos Dynamic Convertible reported net income of 0.0. This indicator is about the same for the Financial Services average (which is currently at 0.0) family and about the same as Asset Management (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Calamos Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Calamos Dynamic's direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the funds which would be a good addition to a portfolio. Peer analysis of Calamos Dynamic could also be used in its relative valuation, which is a method of valuing Calamos Dynamic by comparing valuation metrics of similar companies.Calamos Dynamic is currently under evaluation in net income among similar funds.
Calamos Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calamos Dynamic's current stock value. Our valuation model uses many indicators to compare Calamos Dynamic value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calamos Dynamic competition to find correlations between indicators driving Calamos Dynamic's intrinsic value. More Info.Calamos Dynamic Convertible is the top fund in price to earning among similar funds. It is second largest fund in beta among similar funds totaling about 0.56 of Beta per Price To Earning. The ratio of Price To Earning to Beta for Calamos Dynamic Convertible is roughly 1.78 . Comparative valuation analysis is a catch-all technique that is used if you cannot value Calamos Dynamic by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Calamos Fundamentals
| Shares Outstanding | 24.85 M | ||||
| Shares Owned By Insiders | 20.45 % | ||||
| Shares Owned By Institutions | 32.94 % | ||||
| Number Of Shares Shorted | 267.44 K | ||||
| Price To Earning | 2.31 X | ||||
| Short Ratio | 2.67 X | ||||
| Earnings Per Share | 8.99 X | ||||
| Number Of Employees | 17 | ||||
| Beta | 1.3 | ||||
| Market Capitalization | 387.31 M | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 7.71 % | ||||
| One Year Return | 25.78 % | ||||
| Three Year Return | 14.81 % | ||||
| Five Year Return | 3.05 % | ||||
| Last Dividend Paid | 2.34 |
About Calamos Dynamic Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Calamos Dynamic Convertible's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Calamos Dynamic using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Calamos Dynamic Convertible based on its fundamental data. In general, a quantitative approach, as applied to this fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calamos Fund
Calamos Dynamic financial ratios help investors to determine whether Calamos 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 Dynamic security.
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