Calamos Sp 500 Etf Market Value
| CPSR Etf | USD 25.20 0.00 0.00% |
| Symbol | Calamos |
The market value of Calamos SP 500 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 SP's value that differs from its market value or its book value, called intrinsic value, which is Calamos SP'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 SP's market value can be influenced by many factors that don't directly affect Calamos SP'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 SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if Calamos SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Calamos SP'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 SP '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 SP'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 SP.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Calamos SP on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos SP 500 or generate 0.0% return on investment in Calamos SP over 30 days. Calamos SP is related to or competes with Pacer Swan, Calamos SP, Calamos ETF, Calamos ETF, First Trust, Innovator ETFs, and Calamos ETF. Capstar Special Purpose Acquisition Corp More
Calamos SP 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 SP'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 SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1471 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 0.6031 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.2419 |
Calamos SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos SP's standard deviation. In reality, there are many statistical measures that can use Calamos SP historical prices to predict the future Calamos SP's volatility.| Risk Adjusted Performance | 0.0861 | |||
| Jensen Alpha | 0.0073 | |||
| Total Risk Alpha | 0.005 | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | 0.1031 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos SP'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 SP 500 Backtested Returns
Currently, Calamos SP 500 is very steady. Calamos SP 500 secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the etf had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Calamos SP 500, which you can use to evaluate the volatility of the entity. Please confirm Calamos SP's Mean Deviation of 0.0947, coefficient of variation of 536.45, and Risk Adjusted Performance of 0.0861 to double-check if the risk estimate we provide is consistent with the expected return of 0.0226%. The etf shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos SP is expected to be smaller as well.
Auto-correlation | 0.58 |
Modest predictability
Calamos SP 500 has modest predictability. Overlapping area represents the amount of predictability between Calamos SP time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 SP 500 price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Calamos SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Calamos SP 500 lagged returns against current returns
Autocorrelation, which is Calamos SP 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 SP's etf expected returns. We can calculate the autocorrelation of Calamos SP returns to help us make a trade decision. For example, suppose you find that Calamos SP 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 SP 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 SP etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calamos SP etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calamos SP etf over time.
Current vs Lagged Prices |
| Timeline |
Calamos SP Lagged Returns
When evaluating Calamos SP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calamos SP etf have on its future price. Calamos SP 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 SP autocorrelation shows the relationship between Calamos SP etf current value and its past values and can show if there is a momentum factor associated with investing in Calamos SP 500.
Regressed Prices |
| Timeline |
Pair Trading with Calamos SP
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 SP 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 SP 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 |
| 0.97 | BUFR | First Trust Cboe | PairCorr |
| 0.98 | BUFD | FT Cboe Vest | PairCorr |
| 0.94 | PSEP | Innovator SP 500 | PairCorr |
| 0.99 | PJAN | Innovator SP 500 | PairCorr |
Moving against Calamos Etf
The ability to find closely correlated positions to Calamos SP 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 SP 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 SP - 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 SP 500 to buy it.
The correlation of Calamos SP 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 SP moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Calamos SP 500 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 SP 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 SP Correlation, Calamos SP Volatility and Calamos SP Alpha and Beta module to complement your research on Calamos SP. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Calamos SP 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.