Calamos Etf Trust Etf Market Value
| CPRA Etf | 26.70 0.01 0.04% |
| Symbol | Calamos |
The market value of Calamos ETF Trust 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 ETF's value that differs from its market value or its book value, called intrinsic value, which is Calamos ETF'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 ETF's market value can be influenced by many factors that don't directly affect Calamos ETF'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 ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine if Calamos ETF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Calamos ETF'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 ETF '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 ETF'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 ETF.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Calamos ETF on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos ETF Trust or generate 0.0% return on investment in Calamos ETF over 90 days. Calamos ETF is related to or competes with PGIM Nasdaq, SPDR SP, ProShares Big, ProShares, Invesco Electric, JPMorgan Fundamental, and ProShares Ultra. More
Calamos ETF 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 ETF'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 ETF Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1785 | |||
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 0.5725 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.1911 |
Calamos ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos ETF's standard deviation. In reality, there are many statistical measures that can use Calamos ETF historical prices to predict the future Calamos ETF's volatility.| Risk Adjusted Performance | 0.1023 | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | 0.004 | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.1669 |
Calamos ETF January 27, 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 | 0.1023 | |||
| Market Risk Adjusted Performance | 0.1769 | |||
| Mean Deviation | 0.0942 | |||
| Downside Deviation | 0.1785 | |||
| Coefficient Of Variation | 504.08 | |||
| Standard Deviation | 0.1378 | |||
| Variance | 0.019 | |||
| Information Ratio | (0.39) | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | 0.004 | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.1669 | |||
| Maximum Drawdown | 0.5725 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.1911 | |||
| Downside Variance | 0.0319 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.11) | |||
| Skewness | (0.25) | |||
| Kurtosis | 2.29 |
Calamos ETF Trust Backtested Returns
At this point, Calamos ETF is very steady. Calamos ETF Trust secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the etf had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calamos ETF Trust, which you can use to evaluate the volatility of the entity. Please confirm Calamos ETF's Mean Deviation of 0.0942, coefficient of variation of 504.08, and Risk Adjusted Performance of 0.1023 to double-check if the risk estimate we provide is consistent with the expected return of 0.0303%. The etf shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos ETF is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Calamos ETF Trust has modest predictability. Overlapping area represents the amount of predictability between Calamos ETF time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 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 Calamos ETF Trust price movement. The serial correlation of 0.54 indicates that about 54.0% of current Calamos ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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| HITI | High Tide | |
| BAC | Bank of America |
Check out Calamos ETF Correlation, Calamos ETF Volatility and Calamos ETF Alpha and Beta module to complement your research on Calamos ETF. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Calamos ETF 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.