Calamos Nasdaq Autocallable Etf Market Value
| CAIQ Etf | 26.04 0.17 0.65% |
| Symbol | Calamos |
Calamos Nasdaq Autoc's market price often diverges from its book value, the accounting figure shown on Calamos's balance sheet. Smart investors calculate Calamos Nasdaq's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Calamos Nasdaq's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Calamos Nasdaq's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Calamos Nasdaq should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Calamos Nasdaq's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Calamos Nasdaq '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 Nasdaq's etf 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 Nasdaq.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Calamos Nasdaq on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Nasdaq Autocallable or generate 0.0% return on investment in Calamos Nasdaq over 90 days. Calamos Nasdaq is related to or competes with Calamos ETF, Calamos Alternative. More
Calamos Nasdaq 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 Nasdaq's etf 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 Nasdaq Autocallable upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7311 | |||
| Information Ratio | 0.0852 | |||
| Maximum Drawdown | 3.17 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.27 |
Calamos Nasdaq Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Nasdaq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Nasdaq's standard deviation. In reality, there are many statistical measures that can use Calamos Nasdaq historical prices to predict the future Calamos Nasdaq's volatility.| Risk Adjusted Performance | 0.1252 | |||
| Jensen Alpha | 0.0905 | |||
| Total Risk Alpha | 0.0615 | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 0.2784 |
Calamos Nasdaq January 29, 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 | 0.1252 | |||
| Market Risk Adjusted Performance | 0.2884 | |||
| Mean Deviation | 0.5325 | |||
| Semi Deviation | 0.536 | |||
| Downside Deviation | 0.7311 | |||
| Coefficient Of Variation | 578.34 | |||
| Standard Deviation | 0.6992 | |||
| Variance | 0.4889 | |||
| Information Ratio | 0.0852 | |||
| Jensen Alpha | 0.0905 | |||
| Total Risk Alpha | 0.0615 | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 0.2784 | |||
| Maximum Drawdown | 3.17 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.27 | |||
| Downside Variance | 0.5346 | |||
| Semi Variance | 0.2873 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.16) | |||
| Kurtosis | 0.1929 |
Calamos Nasdaq Autoc Backtested Returns
Currently, Calamos Nasdaq Autocallable is very steady. Calamos Nasdaq Autoc secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the etf had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos Nasdaq Autocallable, which you can use to evaluate the volatility of the entity. Please confirm Calamos Nasdaq's Risk Adjusted Performance of 0.1252, mean deviation of 0.5325, and Downside Deviation of 0.7311 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The etf shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Nasdaq's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Nasdaq is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Calamos Nasdaq Autocallable has modest predictability. Overlapping area represents the amount of predictability between Calamos Nasdaq time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Nasdaq Autoc price movement. The serial correlation of 0.54 indicates that about 54.0% of current Calamos Nasdaq price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Pair Trading with Calamos Nasdaq
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 Nasdaq 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 Nasdaq will appreciate offsetting losses from the drop in the long position's value.Moving against Calamos Etf
| 0.32 | VZ | Verizon Communications Earnings Call Tomorrow | PairCorr |
The ability to find closely correlated positions to Calamos Nasdaq 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 Nasdaq 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 Nasdaq - 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 Nasdaq Autocallable to buy it.
The correlation of Calamos Nasdaq 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 Nasdaq moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Calamos Nasdaq Autoc 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 Nasdaq 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.Check out Calamos Nasdaq Correlation, Calamos Nasdaq Volatility and Calamos Nasdaq Performance module to complement your research on Calamos Nasdaq. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Calamos Nasdaq technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.