Calvert International Equity Fund Market Value
| CIESX Fund | USD 28.42 0.05 0.18% |
| Symbol | Calvert |
Calvert International '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 International'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 International.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Calvert International on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert International Equity or generate 0.0% return on investment in Calvert International over 90 days. Calvert International is related to or competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, Calvert Short, Calvert Short, and Calvert Emerging. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in equity... More
Calvert International 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 International'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 International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8057 | |||
| Information Ratio | 0.1473 | |||
| Maximum Drawdown | 7.53 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.32 |
Calvert International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert International's standard deviation. In reality, there are many statistical measures that can use Calvert International historical prices to predict the future Calvert International's volatility.| Risk Adjusted Performance | 0.179 | |||
| Jensen Alpha | 0.1691 | |||
| Total Risk Alpha | 0.1234 | |||
| Sortino Ratio | 0.176 | |||
| Treynor Ratio | 0.3458 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Calvert International March 3, 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 | 0.179 | |||
| Market Risk Adjusted Performance | 0.3558 | |||
| Mean Deviation | 0.6058 | |||
| Semi Deviation | 0.406 | |||
| Downside Deviation | 0.8057 | |||
| Coefficient Of Variation | 432.2 | |||
| Standard Deviation | 0.963 | |||
| Variance | 0.9274 | |||
| Information Ratio | 0.1473 | |||
| Jensen Alpha | 0.1691 | |||
| Total Risk Alpha | 0.1234 | |||
| Sortino Ratio | 0.176 | |||
| Treynor Ratio | 0.3458 | |||
| Maximum Drawdown | 7.53 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.32 | |||
| Downside Variance | 0.6491 | |||
| Semi Variance | 0.1648 | |||
| Expected Short fall | (0.68) | |||
| Skewness | 2.32 | |||
| Kurtosis | 13.71 |
Calvert International Backtested Returns
Calvert International appears to be very steady, given 3 months investment horizon. Calvert International secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calvert International Equity, which you can use to evaluate the volatility of the entity. Please makes use of Calvert International's Risk Adjusted Performance of 0.179, downside deviation of 0.8057, and Mean Deviation of 0.6058 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calvert International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calvert International is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Calvert International Equity has good predictability. Overlapping area represents the amount of predictability between Calvert International time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 International price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Calvert International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
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 International 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 International security.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities |