Calamos Etf Trust Etf Market Value
| CVRT Etf | 49.21 6.20 14.42% |
| 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. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. 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.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Calamos ETF on November 24, 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 First Trust, IQ Large, First Trust, MicroSectors Solactive, Starboard Investment, ProShares Ultra, and Bank of Montreal. 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 | 3.6 | |||
| Information Ratio | 0.1144 | |||
| Maximum Drawdown | 29.2 | |||
| Value At Risk | (4.56) | |||
| Potential Upside | 5.58 |
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 | 0.111 | |||
| Jensen Alpha | 0.4497 | |||
| Total Risk Alpha | 0.1562 | |||
| Sortino Ratio | 0.1241 | |||
| Treynor Ratio | 0.5364 |
Calamos ETF February 22, 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 | 0.111 | |||
| Market Risk Adjusted Performance | 0.5464 | |||
| Mean Deviation | 2.24 | |||
| Semi Deviation | 2.87 | |||
| Downside Deviation | 3.6 | |||
| Coefficient Of Variation | 740.8 | |||
| Standard Deviation | 3.91 | |||
| Variance | 15.29 | |||
| Information Ratio | 0.1144 | |||
| Jensen Alpha | 0.4497 | |||
| Total Risk Alpha | 0.1562 | |||
| Sortino Ratio | 0.1241 | |||
| Treynor Ratio | 0.5364 | |||
| Maximum Drawdown | 29.2 | |||
| Value At Risk | (4.56) | |||
| Potential Upside | 5.58 | |||
| Downside Variance | 12.99 | |||
| Semi Variance | 8.25 | |||
| Expected Short fall | (2.34) | |||
| Skewness | 0.9219 | |||
| Kurtosis | 6.99 |
Calamos ETF Trust Backtested Returns
Calamos ETF appears to be very steady, given 3 months investment horizon. Calamos ETF Trust secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the etf had a 0.15 % return per unit of risk over the last 3 months. By analyzing Calamos ETF's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please makes use of Calamos ETF's Mean Deviation of 2.24, risk adjusted performance of 0.111, and Downside Deviation of 3.6 to double-check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.97, which signifies possible diversification benefits within a given portfolio. Calamos ETF returns are very sensitive to returns on the market. As the market goes up or down, Calamos ETF is expected to follow.
Auto-correlation | 0.57 |
Modest predictability
Calamos ETF Trust has modest predictability. Overlapping area represents the amount of predictability between Calamos ETF time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 0.57 indicates that roughly 57.0% of current Calamos ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 8.87 |
Thematic Opportunities
Explore Investment Opportunities
Check out Calamos ETF Correlation, Calamos ETF Volatility and Calamos ETF Performance module to complement your research on Calamos ETF. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
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.