Calvert Focused Value Fund Technical Analysis
| CRFCX Fund | USD 12.86 0.02 0.16% |
As of the 5th of February, Calvert Focused shows the Downside Deviation of 0.7698, risk adjusted performance of 0.1647, and Mean Deviation of 0.6683. Calvert Focused Value 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 Focused 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 Focused '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 Focused'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 Focused.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Calvert Focused on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Focused Value or generate 0.0% return on investment in Calvert Focused over 90 days. Calvert Focused is related to or competes with Dunham Real, Fidelity Real, Davis Real, Deutsche Real, T Rowe, Prudential Real, and Aew Real. Under normal market conditions, the fund invests primarily in large-cap companies, but may invest in common stocks of co... More
Calvert Focused 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 Focused'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 Focused Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7698 | |||
| Information Ratio | 0.156 | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.4 |
Calvert Focused Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Focused's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Focused's standard deviation. In reality, there are many statistical measures that can use Calvert Focused historical prices to predict the future Calvert Focused's volatility.| Risk Adjusted Performance | 0.1647 | |||
| Jensen Alpha | 0.1595 | |||
| Total Risk Alpha | 0.1368 | |||
| Sortino Ratio | 0.2037 | |||
| Treynor Ratio | 0.2221 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Focused'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.
Calvert Focused February 5, 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 | 0.1647 | |||
| Market Risk Adjusted Performance | 0.2321 | |||
| Mean Deviation | 0.6683 | |||
| Semi Deviation | 0.4443 | |||
| Downside Deviation | 0.7698 | |||
| Coefficient Of Variation | 454.09 | |||
| Standard Deviation | 1.0 | |||
| Variance | 1.01 | |||
| Information Ratio | 0.156 | |||
| Jensen Alpha | 0.1595 | |||
| Total Risk Alpha | 0.1368 | |||
| Sortino Ratio | 0.2037 | |||
| Treynor Ratio | 0.2221 | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.4 | |||
| Downside Variance | 0.5925 | |||
| Semi Variance | 0.1974 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 2.07 | |||
| Kurtosis | 11.46 |
Calvert Focused Value Backtested Returns
Calvert Focused appears to be very steady, given 3 months investment horizon. Calvert Focused Value secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Focused Value, which you can use to evaluate the volatility of the entity. Please makes use of Calvert Focused's Downside Deviation of 0.7698, risk adjusted performance of 0.1647, and Mean Deviation of 0.6683 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.95, which signifies possible diversification benefits within a given portfolio. Calvert Focused returns are very sensitive to returns on the market. As the market goes up or down, Calvert Focused is expected to follow.
Auto-correlation | 0.76 |
Good predictability
Calvert Focused Value has good predictability. Overlapping area represents the amount of predictability between Calvert Focused time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Calvert Focused Value price movement. The serial correlation of 0.76 indicates that around 76.0% of current Calvert Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Calvert Focused 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 Focused Value Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. 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 Focused Value volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Calvert Focused 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 Focused Value 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 Focused Value based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Calvert Focused Value price pattern first instead of the macroeconomic environment surrounding Calvert Focused Value. By analyzing Calvert Focused'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 Focused'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 Focused specific price patterns or momentum indicators. Please read more on our technical analysis page.
Calvert Focused February 5, 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 | 0.1647 | |||
| Market Risk Adjusted Performance | 0.2321 | |||
| Mean Deviation | 0.6683 | |||
| Semi Deviation | 0.4443 | |||
| Downside Deviation | 0.7698 | |||
| Coefficient Of Variation | 454.09 | |||
| Standard Deviation | 1.0 | |||
| Variance | 1.01 | |||
| Information Ratio | 0.156 | |||
| Jensen Alpha | 0.1595 | |||
| Total Risk Alpha | 0.1368 | |||
| Sortino Ratio | 0.2037 | |||
| Treynor Ratio | 0.2221 | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.4 | |||
| Downside Variance | 0.5925 | |||
| Semi Variance | 0.1974 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 2.07 | |||
| Kurtosis | 11.46 |
Calvert Focused February 5, 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 | 12.86 | ||
| Day Typical Price | 12.86 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Calvert Mutual Fund
Calvert Focused 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 Focused security.
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