Calamos Emerging (Ireland) Risk Analysis And Volatility Evaluation

F00000MCM4 -- Ireland Fund  

USD 9.47  0.50  5.01%

Our philosophy towards foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Calamos Emerging Markets A USD Acc which you can use to evaluate future volatility of the entity. Please confirm Calamos Emerging Mar Risk Adjusted Performance of 0.27 and Mean Deviation of 0.9661 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Calamos Emerging Market Sensitivity

As returns on market increase, Calamos Emerging returns are expected to increase less than the market. However during bear market, the loss on holding Calamos Emerging will be expected to be smaller as well.
One Month Beta |Analyze Calamos Emerging Mar Demand Trend
Check current 30 days Calamos Emerging correlation with market (DOW)
β = 0.1798

Calamos Emerging Central Daily Price Deviation

Calamos Emerging Mar Technical Analysis

Transformation
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Calamos Emerging Projected Return Density Against Market

Assuming 30 trading days horizon, Calamos Emerging has beta of 0.1798 suggesting as returns on market go up, Calamos Emerging average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Calamos Emerging Markets A USD Acc will be expected to be much smaller as well. Additionally, Calamos Emerging Markets A USD Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.3
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.17

Calamos Emerging Return Volatility

Calamos Emerging Markets A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2989% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Calamos Emerging Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Calamos Emerging Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than Calamos Emerging Markets A USD Acc. 0% of all equities and portfolios are less risky than Calamos Emerging. Compared to the overall equity markets, volatility of historical daily returns of Calamos Emerging Markets A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Calamos Emerging Markets A USD Acc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Calamos Emerging to be traded at $9.0 in 30 days. As returns on market increase, Calamos Emerging returns are expected to increase less than the market. However during bear market, the loss on holding Calamos Emerging will be expected to be smaller as well.

Calamos Emerging correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Calamos Emerging Markets A USD and equity matching DJI index in the same portfolio.

Calamos Emerging Volatility Indicators

Calamos Emerging Markets A USD Acc Current Risk Indicators

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