Calvert Us Large Fund Price on May 22, 2023
CISIX Fund | USD 45.94 0.06 0.13% |
Below is the normalized historical share price chart for Calvert Us Large extending back to September 11, 2000. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Calvert Us stands at 45.94, as last reported on the 29th of March, with the highest price reaching 45.94 and the lowest price hitting 45.94 during the day.
If you're considering investing in Calvert Mutual Fund, it is important to understand the factors that can impact its price. We consider Calvert Us very steady. Calvert Us Large secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the fund had a 0.24% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calvert Us Large, which you can use to evaluate the volatility of the entity. Please confirm Calvert Us' Downside Deviation of 0.6083, risk adjusted performance of 0.1229, and Mean Deviation of 0.5455 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%.
Calvert Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Calvert |
Sharpe Ratio = 0.238
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | CISIX | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average Calvert Us is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Calvert Us by adding it to a well-diversified portfolio.
Calvert Us Valuation on May 22, 2023
It is possible to determine the worth of Calvert Us on a given historical date. On May 22, 2023 Calvert was worth 36.5 at the beginning of the trading date compared to the closed value of 36.13. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Calvert Us mutual fund. Still, in general, we apply an absolute valuation method to find Calvert Us' value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Calvert Us where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Calvert Us' related companies.
Open | High | Low | Close | Volume | |
36.45 | 36.45 | 36.08 | 36.08 | 1.00 | |
05/22/2023 | 36.50 | 36.50 | 36.13 | 36.13 | 1.00 |
36.05 | 36.05 | 35.68 | 35.68 | 1.00 |
Backtest Calvert Us | | | Calvert Us History | | | Calvert Us Valuation | Previous | Next |
Calvert Us Trading Date Momentum on May 22, 2023
On May 23 2023 Calvert Us Large was traded for 35.68 at the closing time. The highest daily price throughout the period was 36.05 and the lowest price was 35.68 . There was no trading activity during the period 1.0. Lack of trading volume on 05/23/2023 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 1.25% . The overall trading delta to current closing price is 1.74% . |
Calvert Us Large Fundamentals Correlations and Trends
By evaluating Calvert Us' financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Calvert Us' main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Calvert financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Calvert Us Mutual Fund history
Calvert Us investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Calvert is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Calvert Us Large will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Calvert Us stock prices may prove useful in developing a viable investing in Calvert Us
The fund normally invests at least 95 percent of its net assets, including borrowings for investment purposes, in securities contained in the index. The index is composed of the common stocks of large companies that operate their businesses in a manner consistent with the Calvert Principles for Responsible Investment.
Calvert Us Mutual Fund Technical Analysis
Calvert Us 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.
Price Boundaries
Calvert Us Period Price Range
Low | May 22, 2023
| High |
36.50 | 36.13 |
Calvert Us March 29, 2024 Market Strength
Market strength indicators help investors to evaluate how Calvert Us 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 Calvert Us shares will generate the highest return on investment. By undertsting and applying Calvert Us mutual fund market strength indicators, traders can identify Calvert Us Large entry and exit signals to maximize returns
Calvert Us Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Calvert Us' price direction in advance. Along with the technical and fundamental analysis of Calvert Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Calvert to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.1229 | |||
Jensen Alpha | 0.0113 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | 0.0308 | |||
Treynor Ratio | 0.1356 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Calvert Us Large. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Calvert Mutual Fund analysis
When running Calvert Us' price analysis, check to measure Calvert Us' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Calvert Us is operating at the current time. Most of Calvert Us' value examination focuses on studying past and present price action to predict the probability of Calvert Us' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Calvert Us' price. Additionally, you may evaluate how the addition of Calvert Us to your portfolios can decrease your overall portfolio volatility.
Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
Stocks Directory Find actively traded stocks across global markets | |
Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |