Calamos Strategic Total Fund Net Income
| CSQ Fund | USD 19.31 0.07 0.36% |
As of the 2nd of February, Calamos Strategic shows the Mean Deviation of 0.6525, downside deviation of 1.01, and Risk Adjusted Performance of 0.0284. Calamos Strategic Total 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.
Analyzing historical trends in various income statement and balance sheet accounts from Calamos Strategic's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Calamos Strategic's valuation are summarized below:Market Capitalization 1.4 B |
Calamos |
Calamos Strategic '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 Strategic'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 Strategic.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Calamos Strategic on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Strategic Total or generate 0.0% return on investment in Calamos Strategic over 90 days. Calamos Strategic is related to or competes with Balanced Fund, Guggenheim Strategic, Blackrock, Blackrock, T Rowe, Mfs Aggressive, and T Rowe. Calamos Strategic Total Return Fund is a closed ended balanced mutual fund launched by Calamos Investments LLC More
Calamos Strategic 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 Strategic'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 Strategic Total upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.46 |
Calamos Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Strategic's standard deviation. In reality, there are many statistical measures that can use Calamos Strategic historical prices to predict the future Calamos Strategic's volatility.| Risk Adjusted Performance | 0.0284 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0259 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Strategic'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 Strategic February 2, 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 | 0.0284 | |||
| Market Risk Adjusted Performance | 0.0359 | |||
| Mean Deviation | 0.6525 | |||
| Semi Deviation | 0.9199 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 2718.01 | |||
| Standard Deviation | 0.8787 | |||
| Variance | 0.772 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0259 | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.46 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.8463 | |||
| Expected Short fall | (0.65) | |||
| Skewness | (0.40) | |||
| Kurtosis | 0.3572 |
Calamos Strategic Total Backtested Returns
Currently, Calamos Strategic Total is very steady. Calamos Strategic Total secures Sharpe Ratio (or Efficiency) of 0.0617, which signifies that the fund had a 0.0617 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Calamos Strategic Total, which you can use to evaluate the volatility of the entity. Please confirm Calamos Strategic's Risk Adjusted Performance of 0.0284, downside deviation of 1.01, and Mean Deviation of 0.6525 to double-check if the risk estimate we provide is consistent with the expected return of 0.0548%. The fund shows a Beta (market volatility) of 0.86, which signifies possible diversification benefits within a given portfolio. Calamos Strategic returns are very sensitive to returns on the market. As the market goes up or down, Calamos Strategic is expected to follow.
Auto-correlation | -0.33 |
Poor reverse predictability
Calamos Strategic Total has poor reverse predictability. Overlapping area represents the amount of predictability between Calamos Strategic time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Strategic Total price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Calamos Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Strategic Total reported net income of (108.5 Million). This is much lower than that of the Financial Services family and significantly lower than that of the Asset Management category. The net income for all United States funds is notably higher than that of the company.
Calamos Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Calamos Strategic'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 Strategic could also be used in its relative valuation, which is a method of valuing Calamos Strategic by comparing valuation metrics of similar companies.Calamos Strategic 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 Strategic's current stock value. Our valuation model uses many indicators to compare Calamos Strategic value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calamos Strategic competition to find correlations between indicators driving Calamos Strategic's intrinsic value. More Info.Calamos Strategic Total is fourth largest fund in price to earning among similar funds. It is third largest fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Calamos Strategic Total is roughly 9.20 . Comparative valuation analysis is a catch-all technique that is used if you cannot value Calamos Strategic 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
| Return On Equity | -4.21 | |||
| Return On Asset | 0.42 | |||
| Profit Margin | (164.61) % | |||
| Operating Margin | 37.72 % | |||
| Current Valuation | 3.28 B | |||
| Shares Outstanding | 157.31 M | |||
| Shares Owned By Insiders | 0.15 % | |||
| Shares Owned By Institutions | 37.23 % | |||
| Number Of Shares Shorted | 333.31 K | |||
| Price To Earning | 9.66 X | |||
| Price To Book | 1.05 X | |||
| Price To Sales | 33.41 X | |||
| Revenue | 65.91 M | |||
| Gross Profit | 69.96 M | |||
| Net Income | (108.5 M) | |||
| Total Debt | 1.18 B | |||
| Debt To Equity | 0.48 % | |||
| Current Ratio | 11.76 X | |||
| Book Value Per Share | 13.30 X | |||
| Cash Flow From Operations | 212.57 M | |||
| Short Ratio | 1.15 X | |||
| Earnings Per Share | 1.45 X | |||
| Number Of Employees | 16 | |||
| Beta | 1.36 | |||
| Market Capitalization | 1.4 B | |||
| Annual Yield | 0.01 % | |||
| Year To Date Return | 2.58 % | |||
| One Year Return | 19.80 % | |||
| Three Year Return | 23.64 % | |||
| Five Year Return | 14.51 % | |||
| Last Dividend Paid | 1.23 |
About Calamos Strategic Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Calamos Strategic Total's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Calamos Strategic using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Calamos Strategic Total 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.
Pair Trading with Calamos Strategic
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Calamos Strategic position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Calamos Strategic will appreciate offsetting losses from the drop in the long position's value.Moving together with Calamos Fund
| 0.85 | SCD | Lmp Capital And | PairCorr |
| 0.83 | ACV | Allianzgi Diversified | PairCorr |
| 0.85 | ETO | Eaton Vance Tax | PairCorr |
| 0.79 | BTO | John Hancock Financial | PairCorr |
The ability to find closely correlated positions to Calamos Strategic could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Calamos Strategic when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Calamos Strategic - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Calamos Strategic Total to buy it.
The correlation of Calamos Strategic is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Calamos Strategic moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Calamos Strategic Total moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Calamos Strategic can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Calamos Fund
Calamos Strategic 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 Strategic security.
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