Calamos Timpani Small Fund Alpha and Beta Analysis
| CTSIX Fund | USD 30.02 0.83 2.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Calamos Timpani Small. It also helps investors analyze the systematic and unsystematic risks associated with investing in Calamos Timpani over a specified time horizon. Remember, high Calamos Timpani's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Calamos Timpani's market risk premium analysis include:
Beta 1.73 | Alpha 0.0122 | Risk 1.52 | Sharpe Ratio 0.11 | Expected Return 0.17 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Calamos Timpani Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Calamos Timpani market risk premium is the additional return an investor will receive from holding Calamos Timpani long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Calamos Timpani. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Calamos Timpani's performance over market.| α | 0.01 | β | 1.73 |
Calamos Timpani expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Calamos Timpani's Buy-and-hold return. Our buy-and-hold chart shows how Calamos Timpani performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Calamos Timpani Market Price Analysis
Market price analysis indicators help investors to evaluate how Calamos Timpani mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Calamos Timpani shares will generate the highest return on investment. By understating and applying Calamos Timpani mutual fund market price indicators, traders can identify Calamos Timpani position entry and exit signals to maximize returns.
Calamos Timpani Return and Market Media
The median price of Calamos Timpani for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 30.3 with a coefficient of variation of 5.41. The daily time series for the period is distributed with a sample standard deviation of 1.61, arithmetic mean of 29.82, and mean deviation of 1.4. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Calamos Timpani Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Calamos or other funds. Alpha measures the amount that position in Calamos Timpani Small has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Calamos Timpani in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Calamos Timpani's short interest history, or implied volatility extrapolated from Calamos Timpani options trading.
Build Portfolio with Calamos Timpani
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Calamos Timpani Backtesting, Portfolio Optimization, Calamos Timpani Correlation, Calamos Timpani Hype Analysis, Calamos Timpani Volatility, Calamos Timpani History and analyze Calamos Timpani Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Calamos Timpani 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.