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
(0.09) and Mean Deviation of 0.6953 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, returns on owning Calamos Emerging are expected to decrease at a much smaller rate. During bear market, Calamos Emerging is likely to outperform the market. 2 Months Beta |Analyze Calamos Emerging Mar Demand TrendCheck current 30 days Calamos Emerging correlation with market (DOW)|
β = -0.0606
Calamos Emerging Central Daily Price Deviation
Calamos Emerging Mar Technical Analysis
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Calamos Emerging Projected Return Density Against MarketAssuming 30 trading days horizon, Calamos Emerging Markets A USD Acc has beta of -0.0606 suggesting as returns on benchmark increase, returns on holding Calamos Emerging are expected to decrease at a much smaller rate. During bear market, however, Calamos Emerging Markets A USD Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Calamos Emerging Mar is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.15|
|Beta against DOW||=||0.06|
Calamos Emerging Return Volatilitythe fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.69 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 enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Calamos Emerging to be traded at $9.46 in 30 days. . As returns on market increase, returns on owning Calamos Emerging are expected to decrease at a much smaller rate. During bear market, Calamos Emerging is likely to outperform the market.
Calamos Emerging correlation with market