Calvert Small Cap Fund Market Value
| CSCCX Fund | USD 29.69 0.45 1.54% |
| Symbol | Calvert |
Calvert Small '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 Calvert Small's mutual fund 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 Calvert Small.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Calvert Small on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Calvert Small Cap or generate 0.0% return on investment in Calvert Small over 720 days. Calvert Small is related to or competes with Vanguard Small-cap, Vanguard Small-cap, Vanguard Small-cap, Fidelity Small, Us Small, T Rowe, and T Rowe. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in common... More
Calvert Small 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 Calvert Small's mutual fund 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 Calvert Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8253 | |||
| Information Ratio | 0.0219 | |||
| Maximum Drawdown | 6.41 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.76 |
Calvert Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Small's standard deviation. In reality, there are many statistical measures that can use Calvert Small historical prices to predict the future Calvert Small's volatility.| Risk Adjusted Performance | 0.0961 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.029 | |||
| Treynor Ratio | 0.0966 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Small'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.
Calvert Small Cap Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Small Cap secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Calvert Small's Mean Deviation of 0.7767, risk adjusted performance of 0.0961, and Downside Deviation of 0.8253 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 1.28, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Calvert Small will likely underperform.
Auto-correlation | -0.44 |
Modest reverse predictability
Calvert Small Cap has modest reverse predictability. Overlapping area represents the amount of predictability between Calvert Small time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calvert Small Cap price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Calvert Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.62 |
Calvert Small Cap lagged returns against current returns
Autocorrelation, which is Calvert Small mutual fund'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 Calvert Small's mutual fund expected returns. We can calculate the autocorrelation of Calvert Small returns to help us make a trade decision. For example, suppose you find that Calvert Small has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Calvert Small 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 Calvert Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calvert Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calvert Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Calvert Small Lagged Returns
When evaluating Calvert Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calvert Small mutual fund have on its future price. Calvert Small 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, Calvert Small autocorrelation shows the relationship between Calvert Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calvert Small Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calvert Mutual Fund
Calvert Small financial ratios help investors to determine whether Calvert Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calvert with respect to the benefits of owning Calvert Small security.
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