Calamos High Income Fund Technical Analysis
| CHYDX Fund | USD 7.84 0.01 0.13% |
As of the 28th of January, Calamos High shows the Risk Adjusted Performance of 0.1262, coefficient of variation of 401.79, and Mean Deviation of 0.0866. Calamos High Income 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.
Calamos High 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 High '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 High'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 Calamos High.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Calamos High on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos High Income or generate 0.0% return on investment in Calamos High over 90 days. Calamos High is related to or competes with Calamos Antetokounmpo, Innealta Capital, Calamos Antetokounmpo, Calamos Antetokounmpo, Calamos Opportunistic, Calamos Opportunistic, and Calamos Opportunistic. The fund invests primarily in a diversified portfolio of high yield fixed-income securities issued by both U.S More
Calamos High 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 High'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 Calamos High Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.151 | |||
| Information Ratio | (0.47) | |||
| Maximum Drawdown | 0.5188 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2584 |
Calamos High Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos High's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos High's standard deviation. In reality, there are many statistical measures that can use Calamos High historical prices to predict the future Calamos High's volatility.| Risk Adjusted Performance | 0.1262 | |||
| Jensen Alpha | 0.0155 | |||
| Total Risk Alpha | 0.007 | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | 0.6407 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos High'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.
Calamos High January 28, 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 | 0.1262 | |||
| Market Risk Adjusted Performance | 0.6507 | |||
| Mean Deviation | 0.0866 | |||
| Downside Deviation | 0.151 | |||
| Coefficient Of Variation | 401.79 | |||
| Standard Deviation | 0.1099 | |||
| Variance | 0.0121 | |||
| Information Ratio | (0.47) | |||
| Jensen Alpha | 0.0155 | |||
| Total Risk Alpha | 0.007 | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | 0.6407 | |||
| Maximum Drawdown | 0.5188 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2584 | |||
| Downside Variance | 0.0228 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.15) | |||
| Skewness | 0.0403 | |||
| Kurtosis | (0.03) |
Calamos High Income Backtested Returns
At this stage we consider Calamos Mutual Fund to be very steady. Calamos High Income secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calamos High Income, which you can use to evaluate the volatility of the entity. Please confirm Calamos High's Coefficient Of Variation of 401.79, risk adjusted performance of 0.1262, and Mean Deviation of 0.0866 to double-check if the risk estimate we provide is consistent with the expected return of 0.0258%. The fund shows a Beta (market volatility) of 0.0271, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos High's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos High is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Calamos High Income has good predictability. Overlapping area represents the amount of predictability between Calamos High time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 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 High Income price movement. The serial correlation of 0.67 indicates that around 67.0% of current Calamos High price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Calamos High technical mutual 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 High Income Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 High Income volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Calamos High 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 High Income 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 High Income based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Calamos High Income price pattern first instead of the macroeconomic environment surrounding Calamos High Income. By analyzing Calamos High'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 High'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 High specific price patterns or momentum indicators. Please read more on our technical analysis page.
Calamos High January 28, 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 | 0.1262 | |||
| Market Risk Adjusted Performance | 0.6507 | |||
| Mean Deviation | 0.0866 | |||
| Downside Deviation | 0.151 | |||
| Coefficient Of Variation | 401.79 | |||
| Standard Deviation | 0.1099 | |||
| Variance | 0.0121 | |||
| Information Ratio | (0.47) | |||
| Jensen Alpha | 0.0155 | |||
| Total Risk Alpha | 0.007 | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | 0.6407 | |||
| Maximum Drawdown | 0.5188 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2584 | |||
| Downside Variance | 0.0228 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.15) | |||
| Skewness | 0.0403 | |||
| Kurtosis | (0.03) |
Calamos High January 28, 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 | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 7.84 | ||
| Day Typical Price | 7.84 | ||
| Price Action Indicator | 0.00 |
Other Information on Investing in Calamos Mutual Fund
Calamos High financial ratios help investors to determine whether Calamos 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 Calamos with respect to the benefits of owning Calamos High security.
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