Calamos Market Price Prediction and Hype Density Breakdown

CVSCX -- USA Fund  

USD 13.67  0.01  0.07%

We analyze noise-free headlines and recent hype associated with Calamos Market Neutral Fd Cl C which may create opportunities for some arbitrage if properly timed. With Calamos Market hype-based prediction module you can estimate the value of Calamos Market Neutral Fd Cl C from the prospective of Calamos Market response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Calamos Market over a specific investment horizon. Check also Calamos Market Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Calamos Market After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Calamos Market Estimiated After-Hype Price Volatility

October 17, 2019
13.67
Current Value
13.67
After-hype Price
14.00
Upside
Calamos Market is very steady asset. Analysis and calculation of next after-hype price of Calamos Market Neutral is based on 3 months time horizon.

Calamos Market Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.01  0.11% 0.00   0.00  9 Events / Month5 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
13.6713.670.00 
1,100

Calamos Market Hype Timeline

Calamos Market Neutral is currently traded for13.67. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Calamos Market Neutral Fd Cl C is anticipated not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 1100.0%. The immediate return on the next news is anticipated to be very small where as daily expected return is currently at 0.01%. The volatility of relative hype elasticity to Calamos Market is about 3666.67%%. The volatility of related hype on Calamos Market is about 3666.67% with expected price after next announcement by competition of 13.67. The company last dividend was issued on Septembertember 12, 2019. Assuming 30 trading days horizon, the next anticipated press release will be in about 9 days.
Check also Calamos Market Basic Forecasting Models to cross-verify your projections.

Calamos Market Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Calamos Market Neutral Fund Cla 0.00 9 per month 0.07  0.18  0.15 (0.15)  0.67 
BlackRock Large Cap Srs Fds Bl 0.00 0 per month 0.00  0.22  0.12 (0.23)  0.59 
PIMCO RAE Fundamental Advantage 0.00 0 per month 0.00  0.0313  0.43 (0.43)  1.92 
Arbitrage Fund Class C 0.00 7 per month 0.00  0.30  0.16 (0.08)  0.32 
BlackRock Global LongShort Equ 0.00 6 per month 0.00 (0.14)  0.32 (0.56)  1.12 
AQR Equity Market Neutral Fund 0.00 12 per month 0.00 (0.13)  0.52 (0.82)  1.95 
AQR Equity Market Neutral Fund 0.00 10 per month 0.00 (0.12)  0.52 (0.80)  1.74 
Hussman Strategic Growth Fd 0.01 1 per month 0.00 (0.0471)  1.23 (1.18)  4.96 
Kellner Merger Fund Institution(0.01) 7 per month 0.00  0.30  0.18 (0.09)  0.45 
AC Alternatives Market Neutral 0.03 10 per month 0.11  0.14  0.33 (0.22)  1.42 
Check also Calamos Market Basic Forecasting Models to cross-verify your projections. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.
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