Calamos Nasdaq 100 Structured Etf Market Value
| CPNM Etf | 25.93 0.05 0.19% |
| Symbol | Calamos |
The market value of Calamos Nasdaq 100 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 Nasdaq's value that differs from its market value or its book value, called intrinsic value, which is Calamos Nasdaq'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 Nasdaq's market value can be influenced by many factors that don't directly affect Calamos Nasdaq'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 Nasdaq's value and its price as these two are different measures arrived at by different means. Investors typically determine if Calamos Nasdaq is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. 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.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Calamos Nasdaq on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Nasdaq 100 Structured or generate 0.0% return on investment in Calamos Nasdaq over 180 days. Calamos Nasdaq is related to or competes with Innovator, Innovator, First Trust, Innovator, Innovator, FT Cboe, and Innovator. Calamos Nasdaq is entity of United States 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 100 Structured upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1489 | |||
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 0.6229 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.2347 |
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 | 0.0662 | |||
| Jensen Alpha | 0.0038 | |||
| Total Risk Alpha | (0.0004) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 0.0901 |
Calamos Nasdaq 100 Backtested Returns
As of now, Calamos Etf is very steady. Calamos Nasdaq 100 secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos Nasdaq 100 Structured, which you can use to evaluate the volatility of the entity. Please confirm Calamos Nasdaq's Mean Deviation of 0.0983, coefficient of variation of 644.15, and Risk Adjusted Performance of 0.0662 to double-check if the risk estimate we provide is consistent with the expected return of 0.0223%. The etf shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. 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 | 0.88 |
Very good predictability
Calamos Nasdaq 100 Structured has very good predictability. Overlapping area represents the amount of predictability between Calamos Nasdaq time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Nasdaq 100 price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Calamos Nasdaq price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Calamos Nasdaq 100 lagged returns against current returns
Autocorrelation, which is Calamos Nasdaq 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 Nasdaq's etf expected returns. We can calculate the autocorrelation of Calamos Nasdaq returns to help us make a trade decision. For example, suppose you find that Calamos Nasdaq 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 Nasdaq 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 Nasdaq etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calamos Nasdaq etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calamos Nasdaq etf over time.
Current vs Lagged Prices |
| Timeline |
Calamos Nasdaq Lagged Returns
When evaluating Calamos Nasdaq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calamos Nasdaq etf have on its future price. Calamos Nasdaq 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 Nasdaq autocorrelation shows the relationship between Calamos Nasdaq etf current value and its past values and can show if there is a momentum factor associated with investing in Calamos Nasdaq 100 Structured.
Regressed Prices |
| Timeline |
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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.