Calvert Large Cap Fund Key Fundamental Indicators
| CSXAX Fund | USD 55.21 1.16 2.15% |
As of the 10th of February, Calvert Us shows the Mean Deviation of 0.6889, risk adjusted performance of 0.0836, and Downside Deviation of 0.8371. Calvert Large Cap 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.
Calvert Us' 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 Calvert Us' valuation are provided below:Calvert Large Cap does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Calvert |
Calvert Us '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 Calvert Us' mutual 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 Calvert Us.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Calvert Us on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Large Cap or generate 0.0% return on investment in Calvert Us over 90 days. Calvert Us is related to or competes with Amana Growth, Amana Growth, Fidelity Sai, Artisan International, Hartford Schroders, Mfs Municipal, and Thornburg International. The fund normally invests at least 95 percent of its net assets, including borrowings for investment purposes, in securi... More
Calvert Us 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 Calvert Us' mutual 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 Calvert Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8371 | |||
| Information Ratio | 0.0047 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.37 |
Calvert Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Us' standard deviation. In reality, there are many statistical measures that can use Calvert Us historical prices to predict the future Calvert Us' volatility.| Risk Adjusted Performance | 0.0836 | |||
| Jensen Alpha | 0.1015 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0057 | |||
| Treynor Ratio | (0.98) |
Calvert Us February 10, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0836 | |||
| Market Risk Adjusted Performance | (0.97) | |||
| Mean Deviation | 0.6889 | |||
| Semi Deviation | 0.7289 | |||
| Downside Deviation | 0.8371 | |||
| Coefficient Of Variation | 983.9 | |||
| Standard Deviation | 1.01 | |||
| Variance | 1.03 | |||
| Information Ratio | 0.0047 | |||
| Jensen Alpha | 0.1015 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0057 | |||
| Treynor Ratio | (0.98) | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.37 | |||
| Downside Variance | 0.7007 | |||
| Semi Variance | 0.5312 | |||
| Expected Short fall | (0.77) | |||
| Skewness | 1.7 | |||
| Kurtosis | 8.51 |
Calvert Large Cap Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Large Cap secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the fund had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Large Cap, which you can use to evaluate the volatility of the entity. Please confirm Calvert Us' Mean Deviation of 0.6889, downside deviation of 0.8371, and Risk Adjusted Performance of 0.0836 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of -0.0946, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calvert Us are expected to decrease at a much lower rate. During the bear market, Calvert Us is likely to outperform the market.
Auto-correlation | -0.06 |
Very weak reverse predictability
Calvert Large Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Calvert Us time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Calvert Large Cap price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Calvert Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Small firms, start-ups, or companies with high growth potential typically do not pay out dividends or distribute a lot of their profits. These companies will have small yield. Alternatively, more established companies, ETFs, and funds that invest in bonds will have higher yields.
| Competition |
In accordance with the recently published financial statements, Calvert Large Cap has an Annual Yield of 0.0066%. This is much higher than that of the Calvert Research and Management family and significantly higher than that of the Large Blend category. The annual yield for all United States funds is notably lower than that of the firm.
Calvert Large Cap Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calvert Us's current stock value. Our valuation model uses many indicators to compare Calvert Us value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calvert Us competition to find correlations between indicators driving Calvert Us's intrinsic value. More Info.Calvert Large Cap is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.15 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Calvert Large Cap is roughly 6.74 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calvert Us' earnings, one of the primary drivers of an investment's value.Calvert Annual Yield Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Calvert Us' direct or indirect competition against its Annual Yield to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Calvert Us could also be used in its relative valuation, which is a method of valuing Calvert Us by comparing valuation metrics of similar companies.Calvert Large is currently under evaluation in annual yield among similar funds.
Calvert Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Calvert Us's current stock value. Our valuation model uses many indicators to compare Calvert Us value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Calvert Us competition to find correlations between indicators driving Calvert Us's intrinsic value. More Info.Calvert Large Cap is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.15 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Calvert Large Cap is roughly 6.74 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Calvert Us' earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Calvert Us
The fund invests 99.79% of asset under management in tradable equity instruments, with the rest of investments concentrated in cash (0.21%) .Asset allocation divides Calvert Us' investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Calvert Fundamentals
| Price To Earning | 19.40 X | ||||
| Price To Book | 2.88 X | ||||
| Price To Sales | 1.89 X | ||||
| Total Asset | 865 M | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 1.54 % | ||||
| One Year Return | 13.61 % | ||||
| Three Year Return | 19.35 % | ||||
| Five Year Return | 11.62 % | ||||
| Ten Year Return | 12.88 % | ||||
| Net Asset | 6.06 B | ||||
| Last Dividend Paid | 0.26 | ||||
| Cash Position Weight | 0.21 % | ||||
| Equity Positions Weight | 99.79 % |
About Calvert Us Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Calvert Large Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Calvert Us using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Calvert Large Cap based on its fundamental data. In general, a quantitative approach, as applied to this mutual 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.The fund normally invests at least 95 percent of its net assets, including borrowings for investment purposes, in securities contained in the index. The index is composed of the common stocks of large companies that operate their businesses in a manner consistent with the Calvert Principles for Responsible Investment.
Also Currently Popular
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 Calvert Mutual Fund
Calvert Us 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 Us security.
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