Calamos Global Dynamic Fund Manager Performance Evaluation
| CHW Fund | USD 6.97 0.01 0.14% |
The fund shows a Beta (market volatility) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Global is expected to be smaller as well.
Risk-Adjusted Performance
1 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Calamos Global Dynamic are ranked lower than 1 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly stable technical indicators, Calamos Global is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors.
...more1 | CHW 8.5 percent Yield, 11 percent Discount, Monthly Payer - Seeking Alpha | 11/08/2024 |
| Expense Ratio | 4.2800 |
Calamos |
Calamos Global Relative Risk vs. Return Landscape
If you would invest 689.00 in Calamos Global Dynamic on August 24, 2024 and sell it today you would earn a total of 8.00 from holding Calamos Global Dynamic or generate 1.16% return on investment over 90 days. Calamos Global Dynamic is generating 0.0219% of daily returns assuming volatility of 0.8912% on return distribution over 90 days investment horizon. In other words, 7% of funds are less volatile than Calamos, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Calamos Global Current Valuation
Overvalued
Today
Please note that Calamos Global's price fluctuation is not too volatile at this time. At this time, the entity appears to be overvalued. Calamos Global Dynamic shows a prevailing Real Value of $6.5 per share. The current price of the fund is $6.97. We determine the value of Calamos Global Dynamic from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor buying undervalued funds and disposing overvalued funds since, at some point, fund prices and their ongoing real values will blend.
The fair value of the Calamos fund is determined by what a typical buyer is willing to pay for full or partial control of Calamos Global Dynamic. Since Calamos Global is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Calamos Fund. However, Calamos Global's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 6.97 | Real 6.5 | Hype 6.97 | Naive 6.97 |
The intrinsic value of Calamos Global's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Calamos Global's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Calamos Global Dynamic helps investors to forecast how Calamos fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Calamos Global more accurately as focusing exclusively on Calamos Global's fundamentals will not take into account other important factors: Calamos Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Global's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Calamos Global Dynamic, and traders can use it to determine the average amount a Calamos Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0246
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CHW |
Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Calamos Global is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Calamos Global by adding it to a well-diversified portfolio.
Calamos Global Fundamentals Growth
Calamos Fund prices reflect investors' perceptions of the future prospects and financial health of Calamos Global, and Calamos Global fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Calamos Fund performance.
| Return On Equity | -17.58 | |||
| Return On Asset | 0.5 | |||
| Operating Margin | 41.12 % | |||
| Current Valuation | 618.59 M | |||
| Shares Outstanding | 60.03 M | |||
| Price To Earning | 6.47 X | |||
| Price To Book | 0.78 X | |||
| Price To Sales | 23.75 X | |||
| Revenue | 15.77 M | |||
| Cash And Equivalents | 66.61 K | |||
| Total Debt | 276.23 M | |||
| Debt To Equity | 0.59 % | |||
| Book Value Per Share | 8.03 X | |||
| Cash Flow From Operations | 18.17 M | |||
| Earnings Per Share | 0.96 X | |||
About Calamos Global Performance
Evaluating Calamos Global's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Calamos Global has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Calamos Global has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Calamos Global Dynamic Income Fund is a closed ended balanced mutual fund launched by Calamos Investments LLC. The fund is managed by Calamos Advisors LLC. It invests in public equity and fixed income markets across the globe. The fund seeks to invest in securities of companies operating across diversified sectors. It primarily invests in growth stocks of companies across all market capitalizations, as well as in higher yield corporate bonds, government bonds, convertibles, and alternative investments such as arbitrage and call writes. The fund employs both fundamental and quantitative analysis, focusing on such factors as source, sustainability, and risk of investment opportunities to create its portfolio. It benchmarks the performance of its portfolio against the MSCI World Index and Merrill Lynch Global Broad Markets Index. The fund was formerly known as Calamos Global Diversified Income Opportunities Fund. Calamos Global Dynamic Income Fund was formed on April 10, 2007 and is domiciled in the United States.Things to note about Calamos Global Dynamic performance evaluation
Checking the ongoing alerts about Calamos Global for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Calamos Global Dynamic help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Latest headline from news.google.com: CHW 8.5 percent Yield, 11 percent Discount, Monthly Payer - Seeking Alpha | |
| The fund generated three year return of 0.0% |
- Analyzing Calamos Global's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Calamos Global's stock is overvalued or undervalued compared to its peers.
- Examining Calamos Global's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Calamos Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Calamos Global's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Calamos Global's fund. These opinions can provide insight into Calamos Global's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Calamos Fund
Calamos Global financial ratios help investors to determine whether Calamos 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 Calamos with respect to the benefits of owning Calamos Global security.
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |