Calvert Mid Cap Fund Technical Analysis
| CMJIX Fund | USD 45.39 0.08 0.18% |
As of the 27th of January, Calvert Mid shows the Risk Adjusted Performance of 0.0972, mean deviation of 0.7182, and Downside Deviation of 0.8737. Calvert Mid Cap 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.
Calvert Mid Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Calvert, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CalvertCalvert |
Calvert Mid '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 Calvert Mid'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 Calvert Mid.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Calvert Mid on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Mid Cap or generate 0.0% return on investment in Calvert Mid over 90 days. Calvert Mid is related to or competes with Calvert Mid, American Beacon, Large Cap, Gmo Emerging, Pro-blend(r) Maximum, Banking Portfolio, and Transportation Portfolio. The fund invests in the common stock of each company in the index in approximately the same proportion as represented in... More
Calvert Mid 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 Calvert Mid'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 Calvert Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8737 | |||
| Information Ratio | 0.0471 | |||
| Maximum Drawdown | 5.87 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.77 |
Calvert Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Mid's standard deviation. In reality, there are many statistical measures that can use Calvert Mid historical prices to predict the future Calvert Mid's volatility.| Risk Adjusted Performance | 0.0972 | |||
| Jensen Alpha | 0.0411 | |||
| Total Risk Alpha | 0.0219 | |||
| Sortino Ratio | 0.0533 | |||
| Treynor Ratio | 0.1091 |
Calvert Mid January 27, 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 | 0.0972 | |||
| Market Risk Adjusted Performance | 0.1191 | |||
| Mean Deviation | 0.7182 | |||
| Semi Deviation | 0.6998 | |||
| Downside Deviation | 0.8737 | |||
| Coefficient Of Variation | 775.41 | |||
| Standard Deviation | 0.9888 | |||
| Variance | 0.9777 | |||
| Information Ratio | 0.0471 | |||
| Jensen Alpha | 0.0411 | |||
| Total Risk Alpha | 0.0219 | |||
| Sortino Ratio | 0.0533 | |||
| Treynor Ratio | 0.1091 | |||
| Maximum Drawdown | 5.87 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.77 | |||
| Downside Variance | 0.7633 | |||
| Semi Variance | 0.4897 | |||
| Expected Short fall | (0.76) | |||
| Skewness | 1.14 | |||
| Kurtosis | 3.79 |
Calvert Mid Cap Backtested Returns
At this stage we consider Calvert Mutual Fund to be very steady. Calvert Mid Cap secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calvert Mid Cap, which you can use to evaluate the volatility of the entity. Please confirm Calvert Mid's Downside Deviation of 0.8737, mean deviation of 0.7182, and Risk Adjusted Performance of 0.0972 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 1.08, which signifies a somewhat significant risk relative to the market. Calvert Mid returns are very sensitive to returns on the market. As the market goes up or down, Calvert Mid is expected to follow.
Auto-correlation | 0.33 |
Below average predictability
Calvert Mid Cap has below average predictability. Overlapping area represents the amount of predictability between Calvert Mid time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Calvert Mid Cap price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Calvert Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Calvert Mid 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.
Calvert Mid Cap 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 Calvert Mid Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Calvert Mid 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 Calvert Mid Cap 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 Calvert Mid Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Calvert Mid Cap price pattern first instead of the macroeconomic environment surrounding Calvert Mid Cap. By analyzing Calvert Mid'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 Calvert Mid'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 Calvert Mid specific price patterns or momentum indicators. Please read more on our technical analysis page.
Calvert Mid January 27, 2026 Technical Indicators
Most technical analysis of Calvert 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 Calvert from various momentum indicators to cycle indicators. When you analyze Calvert 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 | 0.0972 | |||
| Market Risk Adjusted Performance | 0.1191 | |||
| Mean Deviation | 0.7182 | |||
| Semi Deviation | 0.6998 | |||
| Downside Deviation | 0.8737 | |||
| Coefficient Of Variation | 775.41 | |||
| Standard Deviation | 0.9888 | |||
| Variance | 0.9777 | |||
| Information Ratio | 0.0471 | |||
| Jensen Alpha | 0.0411 | |||
| Total Risk Alpha | 0.0219 | |||
| Sortino Ratio | 0.0533 | |||
| Treynor Ratio | 0.1091 | |||
| Maximum Drawdown | 5.87 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.77 | |||
| Downside Variance | 0.7633 | |||
| Semi Variance | 0.4897 | |||
| Expected Short fall | (0.76) | |||
| Skewness | 1.14 | |||
| Kurtosis | 3.79 |
Calvert Mid January 27, 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 Calvert 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 | 45.39 | ||
| Day Typical Price | 45.39 | ||
| Price Action Indicator | 0.04 |
Other Information on Investing in Calvert Mutual Fund
Calvert Mid financial ratios help investors to determine whether Calvert 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 Calvert with respect to the benefits of owning Calvert Mid security.
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