Calvert Equity Portfolio Fund Market Value
| CSECX Fund | USD 18.47 0.14 0.76% |
| Symbol | CALVERT |
Calvert Equity '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 Equity'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 Equity.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Calvert Equity on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Equity Portfolio or generate 0.0% return on investment in Calvert Equity over 90 days. Calvert Equity is related to or competes with California Bond, Maryland Tax-free, Kinetics Spin-off, Ab Impact, Blrc Sgy, and Ambrus Core. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in equity... More
Calvert Equity 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 Equity'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 Equity Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 45.04 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.12 |
Calvert Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Equity's standard deviation. In reality, there are many statistical measures that can use Calvert Equity historical prices to predict the future Calvert Equity's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (1.28) | |||
| Treynor Ratio | 0.9006 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Equity'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 Equity March 2, 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 | (0.09) | |||
| Market Risk Adjusted Performance | 0.9106 | |||
| Mean Deviation | 1.48 | |||
| Coefficient Of Variation | (762.36) | |||
| Standard Deviation | 5.41 | |||
| Variance | 29.27 | |||
| Information Ratio | (0.15) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (1.28) | |||
| Treynor Ratio | 0.9006 | |||
| Maximum Drawdown | 45.04 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.12 | |||
| Skewness | (7.87) | |||
| Kurtosis | 63.14 |
Calvert Equity Portfolio Backtested Returns
Calvert Equity Portfolio secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the fund had a -0.14 % return per unit of risk over the last 3 months. Calvert Equity Portfolio exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Calvert Equity's Risk Adjusted Performance of (0.09), mean deviation of 1.48, and Standard Deviation of 5.41 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.8, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Calvert Equity are expected to decrease at a much lower rate. During the bear market, Calvert Equity is likely to outperform the market.
Auto-correlation | 0.79 |
Good predictability
Calvert Equity Portfolio has good predictability. Overlapping area represents the amount of predictability between Calvert Equity time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Calvert Equity Portfolio price movement. The serial correlation of 0.79 indicates that around 79.0% of current Calvert Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
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 Equity 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 Equity security.
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