Calvert Equity Portfolio Fund Market Value
| CEYIX Fund | USD 102.04 0.40 0.39% |
| Symbol | Calvert |
Calvert Equity '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 Equity's 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 Equity.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Calvert Equity on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Calvert Equity Portfolio or generate 0.0% return on investment in Calvert Equity over 510 days. Calvert Equity is related to or competes with Victory Sycamore, Brown Advisory, Victory Sycamore, Wasatch Core. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in equity... More
Calvert Equity 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 Equity's 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 Equity Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6583 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 0.9063 |
Calvert Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Equity's standard deviation. In reality, there are many statistical measures that can use Calvert Equity historical prices to predict the future Calvert Equity's volatility.| Risk Adjusted Performance | 0.0259 | |||
| Jensen Alpha | 0.0119 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 2.95 |
Calvert Equity Portfolio Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Equity Portfolio secures Sharpe Ratio (or Efficiency) of 0.0311, which signifies that the fund had a 0.0311% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Equity Portfolio, which you can use to evaluate the volatility of the entity. Please confirm Calvert Equity's Downside Deviation of 0.6583, risk adjusted performance of 0.0259, and Mean Deviation of 0.4805 to double-check if the risk estimate we provide is consistent with the expected return of 0.0189%. The fund shows a Beta (market volatility) of 0.0042, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calvert Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert Equity is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
Calvert Equity Portfolio has good predictability. Overlapping area represents the amount of predictability between Calvert Equity time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. 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 Equity Portfolio price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Calvert Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 9.34 |
Calvert Equity Portfolio lagged returns against current returns
Autocorrelation, which is Calvert Equity mutual fund'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 Calvert Equity's mutual fund expected returns. We can calculate the autocorrelation of Calvert Equity returns to help us make a trade decision. For example, suppose you find that Calvert Equity has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Calvert Equity 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 Calvert Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Equity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calvert Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Equity Lagged Returns
When evaluating Calvert Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Equity mutual fund have on its future price. Calvert Equity 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, Calvert Equity autocorrelation shows the relationship between Calvert Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Equity Portfolio.
Regressed Prices |
| Timeline |
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 Equity 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 Equity security.
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