Calamos Market Alpha and Beta Analysis

CVSCX -- USA Fund  

USD 13.67  0.03  0.22%

This module allows you to check different measures of market premium for Calamos Market Neutral Fd Cl C as well as systematic risk associated with investing in Calamos Market over a specified time horizon. Check also Calamos Market Backtesting, Portfolio Optimization, Calamos Market Correlation, Calamos Market Hype Analysis, Calamos Market Volatility, Calamos Market History and analyze Calamos Market Performance.
Horizon     30 Days    Login   to change
Run Premiums

Calamos Market Market Premiums

α0.005782   β0.001
30 days against DJI

Calamos Market expected buy-and-hold returns

Calamos Market Market Price Analysis

Calamos Market Return and Market Media

The median price of Calamos Market for the period between Sun, Jul 21, 2019 and Sat, Oct 19, 2019 is 13.63 with a coefficient of variation of 0.22. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 13.63, and mean deviation of 0.03. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
Micron Technology exotic insider transaction detected09/09/2019
Sale by Scott DeBoer of 20000 shares of Micron Technology09/12/2019
Micron Technology exotic insider transaction detected09/18/2019
Acquisition or disposition of Micron Technology securities b...09/26/2019
Micron Technology exotic insider transaction detected10/02/2019
Exercise or conversion by Steven Thorsen of 40000 shares of ...10/07/2019
Sale by Patrick Byrne of 23264 shares of Micron Technology10/15/2019
Micron Good Got Better - Seeking Alpha10/18/2019