Calamos Global Dynamic Fund Market Value
| CHW Fund | USD 6.44 0.11 1.68% |
| Symbol | Calamos |
Calamos Global '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 Global'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 Global.
| 02/11/2025 |
| 03/13/2025 |
If you would invest 0.00 in Calamos Global on February 11, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Global Dynamic or generate 0.0% return on investment in Calamos Global over 30 days. Calamos Global is related to or competes with Calamos Convertible, Calamos Strategic, Calamos Dynamic, Calamos LongShort, Calamos Convertible, Calamos Global, and DTF Tax. Calamos Global Dynamic Income Fund is a closed ended balanced mutual fund launched by Calamos Investments LLC More
Calamos Global 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 Global'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 Global Dynamic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0287 | |||
| Maximum Drawdown | 4.76 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.2 |
Calamos Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Global's standard deviation. In reality, there are many statistical measures that can use Calamos Global historical prices to predict the future Calamos Global's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0303 | |||
| Treynor Ratio | (0.19) |
Calamos Global Dynamic Backtested Returns
Calamos Global Dynamic secures Sharpe Ratio (or Efficiency) of -0.0969, which signifies that the fund had a -0.0969 % return per unit of risk over the last 3 months. Calamos Global Dynamic exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calamos Global's Risk Adjusted Performance of (0.09), mean deviation of 0.6782, and Standard Deviation of 0.8676 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Global is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Calamos Global Dynamic has good predictability. Overlapping area represents the amount of predictability between Calamos Global time series from 11th of February 2025 to 26th of February 2025 and 26th of February 2025 to 13th of March 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 Global Dynamic price movement. The serial correlation of 0.72 indicates that around 72.0% of current Calamos Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Calamos Global Dynamic lagged returns against current returns
Autocorrelation, which is Calamos Global 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 Calamos Global's fund expected returns. We can calculate the autocorrelation of Calamos Global returns to help us make a trade decision. For example, suppose you find that Calamos Global has exhibited high autocorrelation historically, and you observe that the 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 |
Calamos Global 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 Global fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calamos Global fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calamos Global fund over time.
Current vs Lagged Prices |
| Timeline |
Calamos Global Lagged Returns
When evaluating Calamos Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calamos Global fund have on its future price. Calamos Global 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 Global autocorrelation shows the relationship between Calamos Global fund current value and its past values and can show if there is a momentum factor associated with investing in Calamos Global Dynamic.
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 Calamos Fund
Calamos Global 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 Global security.
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