Calamos Bitcoin Structured Etf Market Value
| CBOO Etf | 24.45 0.04 0.16% |
| Symbol | Calamos |
The market value of Calamos Bitcoin Stru is measured differently than its book value, which is the value of Calamos that is recorded on the company's balance sheet. Investors also form their own opinion of Calamos Bitcoin's value that differs from its market value or its book value, called intrinsic value, which is Calamos Bitcoin's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Calamos Bitcoin's market value can be influenced by many factors that don't directly affect Calamos Bitcoin's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Calamos Bitcoin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Calamos Bitcoin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Calamos Bitcoin'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 Bitcoin '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 Bitcoin'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 Bitcoin.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Calamos Bitcoin on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Bitcoin Structured or generate 0.0% return on investment in Calamos Bitcoin over 30 days. Calamos Bitcoin is related to or competes with CoinShares Altcoins, VanEck Solana, ProShares Trust, Hashdex Nasdaq, Grayscale Ethereum, and IShares Ethereum. Calamos Bitcoin is entity of United States More
Calamos Bitcoin 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 Bitcoin'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 Bitcoin Structured upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.56) | |||
| Maximum Drawdown | 0.8072 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.2867 |
Calamos Bitcoin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Bitcoin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Bitcoin's standard deviation. In reality, there are many statistical measures that can use Calamos Bitcoin historical prices to predict the future Calamos Bitcoin's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (1.15) |
Calamos Bitcoin Stru Backtested Returns
Calamos Bitcoin Stru 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. Calamos Bitcoin Structured exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calamos Bitcoin's Mean Deviation of 0.1409, risk adjusted performance of (0.15), and Standard Deviation of 0.1768 to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.0355, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos Bitcoin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Bitcoin is expected to be smaller as well.
Auto-correlation | -0.54 |
Good reverse predictability
Calamos Bitcoin Structured has good reverse predictability. Overlapping area represents the amount of predictability between Calamos Bitcoin time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. 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 Bitcoin Stru price movement. The serial correlation of -0.54 indicates that about 54.0% of current Calamos Bitcoin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Calamos Bitcoin Stru lagged returns against current returns
Autocorrelation, which is Calamos Bitcoin etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Calamos Bitcoin's etf expected returns. We can calculate the autocorrelation of Calamos Bitcoin returns to help us make a trade decision. For example, suppose you find that Calamos Bitcoin has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Calamos Bitcoin regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Calamos Bitcoin etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calamos Bitcoin etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calamos Bitcoin etf over time.
Current vs Lagged Prices |
| Timeline |
Calamos Bitcoin Lagged Returns
When evaluating Calamos Bitcoin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calamos Bitcoin etf have on its future price. Calamos Bitcoin autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Calamos Bitcoin autocorrelation shows the relationship between Calamos Bitcoin etf current value and its past values and can show if there is a momentum factor associated with investing in Calamos Bitcoin Structured.
Regressed Prices |
| Timeline |
Pair Trading with Calamos Bitcoin
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 Bitcoin 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 Bitcoin will appreciate offsetting losses from the drop in the long position's value.Moving against Calamos Etf
The ability to find closely correlated positions to Calamos Bitcoin 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 Bitcoin 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 Bitcoin - 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 Bitcoin Structured to buy it.
The correlation of Calamos Bitcoin 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 Bitcoin moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Calamos Bitcoin Stru 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 Bitcoin 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 Bitcoin Correlation, Calamos Bitcoin Volatility and Calamos Bitcoin Alpha and Beta module to complement your research on Calamos Bitcoin. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Calamos Bitcoin 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.