|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 TrendCheck current 30 days Calamos Emerging correlation with market (DOW)|
β = 0.4126
Calamos Emerging Mar Technical Analysis
Calamos Emerging Projected Return Density Against MarketAssuming 30 trading days horizon, Calamos Emerging has beta of 0.4126 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
Calamos Emerging Return VolatilityCalamos Emerging Markets A USD Acc accepts 1.3801% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.