Calamos Etf Trust Etf Market Value
| CPRO Etf | 27.31 0.00 0.00% |
| Symbol | Calamos |
Understanding Calamos ETF Trust requires distinguishing between market price and book value, where the latter reflects Calamos's accounting equity. The concept of intrinsic value—what Calamos ETF's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push Calamos ETF's price substantially above or below its fundamental value.
It's important to distinguish between Calamos ETF's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Calamos ETF should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, Calamos ETF's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Calamos ETF on October 31, 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 Calamos ETF, IShares Russell, Innovator ETFs, Pacer Swan, Allianzim Large, First Trust, and Calamos SP. Calamos ETF is entity of United States. It is traded as Etf on NYSE ARCA exchange. 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 | 0.162 | |||
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 0.709 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.298 |
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 | 0.1015 | |||
| Jensen Alpha | 0.0173 | |||
| Total Risk Alpha | 0.0061 | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | 0.3721 |
Calamos ETF January 29, 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 | 0.1015 | |||
| Market Risk Adjusted Performance | 0.3821 | |||
| Mean Deviation | 0.1312 | |||
| Downside Deviation | 0.162 | |||
| Coefficient Of Variation | 544.11 | |||
| Standard Deviation | 0.1684 | |||
| Variance | 0.0284 | |||
| Information Ratio | (0.26) | |||
| Jensen Alpha | 0.0173 | |||
| Total Risk Alpha | 0.0061 | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | 0.3721 | |||
| Maximum Drawdown | 0.709 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.298 | |||
| Downside Variance | 0.0262 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.16) | |||
| Skewness | 0.1981 | |||
| Kurtosis | 0.1722 |
Calamos ETF Trust Backtested Returns
As of now, Calamos Etf is very steady. Calamos ETF Trust secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the etf had a 0.18 % 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 Risk Adjusted Performance of 0.1015, coefficient of variation of 544.11, and Mean Deviation of 0.1312 to double-check if the risk estimate we provide is consistent with the expected return of 0.0307%. The etf shows a Beta (market volatility) of 0.0563, 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 | 0.78 |
Good predictability
Calamos ETF Trust has good predictability. Overlapping area represents the amount of predictability between Calamos ETF time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 0.78 indicates that around 78.0% of current Calamos ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Pair Trading with Calamos ETF
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Calamos ETF position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Calamos ETF will appreciate offsetting losses from the drop in the long position's value.Moving together with Calamos Etf
| 0.93 | INOV | Innovator ETFs Trust | PairCorr |
| 0.94 | BUFR | First Trust Cboe Sell-off Trend | PairCorr |
| 0.93 | BUFD | FT Cboe Vest | PairCorr |
| 0.94 | PSEP | Innovator SP 500 | PairCorr |
| 0.93 | PJAN | Innovator SP 500 | PairCorr |
Moving against Calamos Etf
The ability to find closely correlated positions to Calamos ETF could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Calamos ETF when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Calamos ETF - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Calamos ETF Trust to buy it.
The correlation of Calamos ETF is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Calamos ETF moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Calamos ETF Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Calamos ETF can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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 Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
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.