Calamos Etf Trust Etf Market Value
| CPSM Etf | 28.78 0.02 0.07% |
| Symbol | Calamos |
Investors evaluate Calamos ETF Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Calamos ETF's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Calamos ETF's market price to deviate significantly from intrinsic 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. Conversely, Calamos ETF's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Calamos ETF on November 19, 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 Allianzim Large, FT Vest, Pacer Swan, AIM ETF, Calamos ETF, Innovator ETFs, and Innovator Buffer. 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 | 0.1141 | |||
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 0.4587 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.1766 |
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 | 0.0779 | |||
| Jensen Alpha | 0.0054 | |||
| Total Risk Alpha | 0.001 | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | 0.1609 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos ETF'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.
Calamos ETF February 17, 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 | 0.0779 | |||
| Market Risk Adjusted Performance | 0.1709 | |||
| Mean Deviation | 0.0754 | |||
| Downside Deviation | 0.1141 | |||
| Coefficient Of Variation | 549.3 | |||
| Standard Deviation | 0.1021 | |||
| Variance | 0.0104 | |||
| Information Ratio | (0.50) | |||
| Jensen Alpha | 0.0054 | |||
| Total Risk Alpha | 0.001 | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | 0.1609 | |||
| Maximum Drawdown | 0.4587 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.1766 | |||
| Downside Variance | 0.013 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.1) | |||
| Skewness | 0.0526 | |||
| Kurtosis | 0.589 |
Calamos ETF Trust Backtested Returns
As of now, Calamos Etf is very steady. Calamos ETF Trust secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the etf had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos ETF Trust, which you can use to evaluate the volatility of the entity. Please confirm Calamos ETF's Coefficient Of Variation of 549.3, risk adjusted performance of 0.0779, and Mean Deviation of 0.0754 to double-check if the risk estimate we provide is consistent with the expected return of 0.0234%. The etf shows a Beta (market volatility) of 0.0534, 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 | 0.89 |
Very good predictability
Calamos ETF Trust has very good predictability. Overlapping area represents the amount of predictability between Calamos ETF time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 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 0.89 indicates that approximately 89.0% of current Calamos ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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.