Calamos Market Probability of Target Price Finishing Over Current Price

CVSCX -- USA Fund  

USD 13.64  0.04  0.29%

Calamos Market probability of target price tool provides mechanism to make assumptions about upside and downside potential of Calamos Market Neutral Fd Cl C performance during a given time horizon utilizing its historical volatility. Please specify Calamos Market time horizon, a valid symbol (red box) and a target price (blue box) you would like Calamos Market odds to be computed. Check also Calamos Market Backtesting, Portfolio Optimization, Calamos Market Correlation, Calamos Market Hype Analysis, Calamos Market Volatility, Calamos Market History as well as Calamos Market Performance.
Horizon     30 Days    Login   to change
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Calamos Market Target Price Odds to finish over

Current PriceHorizonTarget PriceOdds to move above current price in 30 days
 13.64 30 days 13.64 
about 36.87
Based on normal probability distribution, the odds of Calamos Market to move above current price in 30 days from now is about 36.87 (This Calamos Market Neutral Fd Cl C probability density function shows the probability of Calamos Market Fund to fall within a particular range of prices over 30 days) .
Assuming 30 trading days horizon, Calamos Market has beta of 0.07 . This suggests as returns on market go up, Calamos Market average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Calamos Market Neutral Fd Cl C will be expected to be much smaller as well. Additionally The company has an alpha of 0.0019 implying that it can potentially generate 0.0019% excess return over DOW after adjusting for the inherited market risk (beta).
 Calamos Market Price Density 
      Price 
α
Alpha over DOW
=0.001946
β
Beta against DOW=0.07
σ
Overall volatility
=0.029819
Ir
Information ratio =0.23

Calamos Market Alerts and Suggestions

On September 12, 2019 Calamos Market paid $ 0.022 per share dividend to its current shareholders
Latest headline from MacroaxisInsider: Disposition of 25000 shares by Kipp Bedard of Micron Technology subject to Rule 16b-3
The fund holds about 26.53% of its assets under management (AUM) in cash

Calamos MarketPrice Density Drivers

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