The firm shows a Beta (market volatility) of -0.0129, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calamos LongShort are expected to decrease at a much lower rate. During the bear market, Calamos LongShort is likely to outperform the market. At this point, Calamos LongShort Equity has a negative expected return of -0.0619%. Please make sure to confirm Calamos LongShort's standard deviation, potential upside, as well as the relationship between the Potential Upside and day median price , to decide if Calamos LongShort Equity performance from the past will be repeated at some point in the near future.
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Over the last 90 days Calamos LongShort Equity has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Calamos LongShort is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Calamos LongShort Relative Risk vs. Return Landscape
If you would invest 1,538 in Calamos LongShort Equity on October 7, 2025 and sell it today you would lose (60.00) from holding Calamos LongShort Equity or give up 3.9% of portfolio value over 90 days. Calamos LongShort Equity is generating negative expected returns assuming volatility of 0.5122% on return distribution over 90 days investment horizon. In other words, 4% of stocks are less volatile than Calamos, and above 99% of all equities are expected to generate higher returns over the next 90 days.
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Considering the 90-day investment horizon Calamos LongShort is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.44 times less risky than the market. the firm trades about -0.12 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.11 of returns per unit of risk over similar time horizon.
Calamos LongShort Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos LongShort's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Calamos LongShort Equity, and traders can use it to determine the average amount a Calamos LongShort'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 = -0.1208
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Based on monthly moving average Calamos LongShort is not performing at its full potential. However, 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 LongShort by adding Calamos LongShort to a well-diversified portfolio.
Calamos LongShort Fundamentals Growth
Calamos Stock prices reflect investors' perceptions of the future prospects and financial health of Calamos LongShort, and Calamos LongShort 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 Stock performance.
Evaluating Calamos LongShort's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Calamos LongShort 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 LongShort 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.
Things to note about Calamos LongShort Equity performance evaluation
Checking the ongoing alerts about Calamos LongShort for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Calamos LongShort Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Calamos LongShort generated a negative expected return over the last 90 days
Calamos LongShort generates negative cash flow from operations
Evaluating Calamos LongShort's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Calamos LongShort's stock performance include:
Analyzing Calamos LongShort'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 LongShort's stock is overvalued or undervalued compared to its peers.
Examining Calamos LongShort'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 LongShort's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Calamos LongShort's management team can help you assess the Company's leadership.
Pay attention to analyst opinions and ratings of Calamos LongShort's stock. These opinions can provide insight into Calamos LongShort's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Calamos LongShort's stock performance is not an exact science, and many factors can impact Calamos LongShort's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Additional Tools for Calamos Stock Analysis
When running Calamos LongShort's price analysis, check to measure Calamos LongShort's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Calamos LongShort is operating at the current time. Most of Calamos LongShort's value examination focuses on studying past and present price action to predict the probability of Calamos LongShort's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Calamos LongShort's price. Additionally, you may evaluate how the addition of Calamos LongShort to your portfolios can decrease your overall portfolio volatility.