Calamos Global Dynamic Fund Technical Analysis
| CHW Fund | USD 8.09 0.02 0.25% |
As of the 18th of February 2026, Calamos Global shows the Mean Deviation of 0.662, risk adjusted performance of 0.1434, and Downside Deviation of 0.8985. Calamos Global Dynamic technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices. Please confirm Calamos Global Dynamic downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Calamos Global Dynamic is priced correctly, providing market reflects its regular price of 8.09 per share.
Calamos Global Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Calamos, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CalamosCalamos |
Calamos Global '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 Global's 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 Calamos Global.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Calamos Global on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Global Dynamic or generate 0.0% return on investment in Calamos Global over 90 days. Calamos Global is related to or competes with John Hancock, Calamos Strategic, Eaton Vance, Blackrock Muniyield, Eaton Vance, Eaton Vance, and Eaton Vance. Calamos Global Dynamic Income Fund is a closed ended balanced mutual fund launched by Calamos Investments LLC More
Calamos Global 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 Global's 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 Calamos Global Dynamic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8985 | |||
| Information Ratio | 0.1158 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.41 |
Calamos Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Global's standard deviation. In reality, there are many statistical measures that can use Calamos Global historical prices to predict the future Calamos Global's volatility.| Risk Adjusted Performance | 0.1434 | |||
| Jensen Alpha | 0.1102 | |||
| Total Risk Alpha | 0.094 | |||
| Sortino Ratio | 0.1066 | |||
| Treynor Ratio | 0.209 |
Calamos Global February 18, 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 | 0.1434 | |||
| Market Risk Adjusted Performance | 0.219 | |||
| Mean Deviation | 0.662 | |||
| Semi Deviation | 0.6689 | |||
| Downside Deviation | 0.8985 | |||
| Coefficient Of Variation | 555.83 | |||
| Standard Deviation | 0.8272 | |||
| Variance | 0.6843 | |||
| Information Ratio | 0.1158 | |||
| Jensen Alpha | 0.1102 | |||
| Total Risk Alpha | 0.094 | |||
| Sortino Ratio | 0.1066 | |||
| Treynor Ratio | 0.209 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.41 | |||
| Downside Variance | 0.8073 | |||
| Semi Variance | 0.4474 | |||
| Expected Short fall | (0.72) | |||
| Skewness | (0.32) | |||
| Kurtosis | (0.30) |
Calamos Global Dynamic Backtested Returns
Calamos Global appears to be very steady, given 3 months investment horizon. Calamos Global Dynamic secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos Global Dynamic, which you can use to evaluate the volatility of the entity. Please makes use of Calamos Global's Risk Adjusted Performance of 0.1434, mean deviation of 0.662, and Downside Deviation of 0.8985 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.66, 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.
Auto-correlation | 0.72 |
Good predictability
Calamos Global Dynamic has good predictability. Overlapping area represents the amount of predictability between Calamos Global time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Global Dynamic price movement. The serial correlation of 0.72 indicates that around 72.0% of current Calamos Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Calamos Global technical fund 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, fund market cycles, or different charting patterns.
Calamos Global Dynamic Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Calamos Global Dynamic volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Calamos Global Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Calamos Global Dynamic on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Calamos Global Dynamic based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Calamos Global Dynamic price pattern first instead of the macroeconomic environment surrounding Calamos Global Dynamic. By analyzing Calamos Global's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Calamos Global's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Calamos Global specific price patterns or momentum indicators. Please read more on our technical analysis page.
Calamos Global February 18, 2026 Technical Indicators
Most technical analysis of Calamos help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Calamos from various momentum indicators to cycle indicators. When you analyze Calamos charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1434 | |||
| Market Risk Adjusted Performance | 0.219 | |||
| Mean Deviation | 0.662 | |||
| Semi Deviation | 0.6689 | |||
| Downside Deviation | 0.8985 | |||
| Coefficient Of Variation | 555.83 | |||
| Standard Deviation | 0.8272 | |||
| Variance | 0.6843 | |||
| Information Ratio | 0.1158 | |||
| Jensen Alpha | 0.1102 | |||
| Total Risk Alpha | 0.094 | |||
| Sortino Ratio | 0.1066 | |||
| Treynor Ratio | 0.209 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.41 | |||
| Downside Variance | 0.8073 | |||
| Semi Variance | 0.4474 | |||
| Expected Short fall | (0.72) | |||
| Skewness | (0.32) | |||
| Kurtosis | (0.30) |
Calamos Global February 18, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Calamos stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 1,227 | ||
| Daily Balance Of Power | (0.22) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 8.09 | ||
| Day Typical Price | 8.09 | ||
| Price Action Indicator | 0.00 |
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.
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