Calvert Small Cap Fund Technical Analysis
| CSCCX Fund | USD 23.32 0.44 1.92% |
As of the 7th of February, Calvert Small shows the Downside Deviation of 0.8291, mean deviation of 1.19, and Risk Adjusted Performance of 0.1312. Calvert Small 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 Small 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 Small '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 Small'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 Small.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Calvert Small on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Small Cap or generate 0.0% return on investment in Calvert Small over 90 days. Calvert Small is related to or competes with Ab Discovery, Loomis Sayles, Fidelity Small, Harbor Small, Wasatch Core, and Optimum Large. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in common... More
Calvert Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8291 | |||
| Information Ratio | 0.1234 | |||
| Maximum Drawdown | 24.5 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.08 |
Calvert Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Small's standard deviation. In reality, there are many statistical measures that can use Calvert Small historical prices to predict the future Calvert Small's volatility.| Risk Adjusted Performance | 0.1312 | |||
| Jensen Alpha | 0.3119 | |||
| Total Risk Alpha | 0.1518 | |||
| Sortino Ratio | 0.4384 | |||
| Treynor Ratio | 0.269 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Small'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 Small February 7, 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 | 0.1312 | |||
| Market Risk Adjusted Performance | 0.279 | |||
| Mean Deviation | 1.19 | |||
| Semi Deviation | 0.1473 | |||
| Downside Deviation | 0.8291 | |||
| Coefficient Of Variation | 650.27 | |||
| Standard Deviation | 2.95 | |||
| Variance | 8.68 | |||
| Information Ratio | 0.1234 | |||
| Jensen Alpha | 0.3119 | |||
| Total Risk Alpha | 0.1518 | |||
| Sortino Ratio | 0.4384 | |||
| Treynor Ratio | 0.269 | |||
| Maximum Drawdown | 24.5 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.08 | |||
| Downside Variance | 0.6874 | |||
| Semi Variance | 0.0217 | |||
| Expected Short fall | (1.62) | |||
| Skewness | 6.7 | |||
| Kurtosis | 50.58 |
Calvert Small Cap Backtested Returns
Calvert Small appears to be not too volatile, given 3 months investment horizon. Calvert Small 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. By analyzing Calvert Small's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of Calvert Small's Mean Deviation of 1.19, risk adjusted performance of 0.1312, and Downside Deviation of 0.8291 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.65, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Calvert Small will likely underperform.
Auto-correlation | 0.31 |
Below average predictability
Calvert Small Cap has below average predictability. Overlapping area represents the amount of predictability between Calvert Small time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 Small Cap price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Calvert Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Calvert Small 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 Small Cap 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 Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Calvert Small 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 Small 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 Small Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Calvert Small Cap price pattern first instead of the macroeconomic environment surrounding Calvert Small Cap. By analyzing Calvert Small'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 Small'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 Small specific price patterns or momentum indicators. Please read more on our technical analysis page.
Calvert Small February 7, 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 | 0.1312 | |||
| Market Risk Adjusted Performance | 0.279 | |||
| Mean Deviation | 1.19 | |||
| Semi Deviation | 0.1473 | |||
| Downside Deviation | 0.8291 | |||
| Coefficient Of Variation | 650.27 | |||
| Standard Deviation | 2.95 | |||
| Variance | 8.68 | |||
| Information Ratio | 0.1234 | |||
| Jensen Alpha | 0.3119 | |||
| Total Risk Alpha | 0.1518 | |||
| Sortino Ratio | 0.4384 | |||
| Treynor Ratio | 0.269 | |||
| Maximum Drawdown | 24.5 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.08 | |||
| Downside Variance | 0.6874 | |||
| Semi Variance | 0.0217 | |||
| Expected Short fall | (1.62) | |||
| Skewness | 6.7 | |||
| Kurtosis | 50.58 |
Calvert Small February 7, 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 | 1.02 | ||
| Day Median Price | 23.32 | ||
| Day Typical Price | 23.32 | ||
| Price Action Indicator | 0.22 |
Other Information on Investing in Calvert Mutual Fund
Calvert Small 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 Small security.
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