CALVERT Mutual Fund Market Value

CISIX Fund

USD 36.39 0.24 0.66%

CALVERT US's market value is the price at which a share of CALVERT US stock trades on a public exchange. It measures the collective expectations of CALVERT US LARGE investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of CALVERT US LARGE and determine expected loss or profit from investing in CALVERT US over a given investment horizon. Check out CALVERT US Correlation, CALVERT US Volatility and CALVERT US Alpha and Beta module to complement your research on CALVERT US.

Symbol

Please note, there is a significant difference between CALVERT US's value and its price as these two are different measures arrived at by different means. Investors typically determine if CALVERT US is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CALVERT US's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party. Check out CALVERT US Correlation, CALVERT US Volatility and CALVERT US Alpha and Beta module to complement your research on CALVERT US.

CALVERT US 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to CALVERT US's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of CALVERT US.

0.00

06/06/2022

No Change 0.00

0.0

In 11 months and 27 days

06/01/2023

0.00

If you would invest 0.00 in CALVERT US on June 6, 2022 and sell it all today you would earn a total of 0.00 from holding CALVERT US LARGE or generate 0.0% return on investment in CALVERT US over 360 days. CALVERT US is related to or competes with CALVERT MODERATE, CALVERT SHORT, CALVERT LARGE, CALVERT SHORT, and CALVERT EMERGING. The fund normally invests at least 95 percent of its net assets, including borrowings for investment purposes, in securi... More

CALVERT US Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CALVERT US's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CALVERT US LARGE upside and downside potential and time the market with a certain degree of confidence.

	Downside Deviation	0.9008
	Information Ratio	0.1341
	Maximum Drawdown	3.64
	Value At Risk	(1.69)
	Potential Upside	1.82

CALVERT US Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CALVERT US's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CALVERT US's standard deviation. In reality, there are many statistical measures that can use CALVERT US historical prices to predict the future CALVERT US's volatility.

	Risk Adjusted Performance	0.0672
	Jensen Alpha	0.1235
	Total Risk Alpha	0.1305
	Sortino Ratio	0.1408
	Treynor Ratio	0.0635

Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of CALVERT US's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of CALVERT US in the context of predictive analytics.

Hype

Prediction

Low	Estimated	High
35.45	36.39	37.33

Details

Intrinsic

Valuation

Low	Real	High
32.75	39.09	40.03

Details

Naive

Forecast

Low	Next	High
35.26	36.20	37.14

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
35.27	36.04	36.81

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as CALVERT US. Your research has to be compared to or analyzed against CALVERT US's peers to derive any actionable benefits. When done correctly, CALVERT US's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in CALVERT US LARGE.

CALVERT US LARGE Backtested Returns

We consider CALVERT US very steady. CALVERT US LARGE secures Sharpe Ratio (or Efficiency) of 0.0512, which signifies that the fund had 0.0512% of return per unit of return volatility over the last 3 months. Our approach into foreseeing the 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 CALVERT US LARGE, which you can use to evaluate the future volatility of the entity. Please confirm CALVERT US LARGE Mean Deviation of 0.7261, coefficient of variation of 1343.76, and Downside Deviation of 0.9008 to double-check if the risk estimate we provide is consistent with the expected return of 0.0481%.

The entity shows a Beta (market volatility) of 0.9501, which signifies possible diversification benefits within a given portfolio. Let's try to break down what CALVERT's beta means in this case. CALVERT US returns are very sensitive to returns on the market. As the market goes up or down, CALVERT US is expected to follow. Although it is important to respect CALVERT US LARGE historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The approach into foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining CALVERT US LARGE technical indicators, you can right now evaluate if the expected return of 0.0481% will be sustainable into the future.

Auto-correlation

0.18

Very weak predictability

CALVERT US LARGE has very weak predictability. Overlapping area represents the amount of predictability between CALVERT US time series from 6th of June 2022 to 3rd of December 2022 and 3rd of December 2022 to 1st of June 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CALVERT US LARGE price movement. The serial correlation of 0.18 indicates that over 18.0% of current CALVERT US price fluctuation can be explain by its past prices.

	Correlation Coefficient	0.18
	Spearman Rank Test	-0.05
	Residual Average	0.0
	Price Variance	1.01

CALVERT US LARGE lagged returns against current returns

Autocorrelation, which is CALVERT US mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting CALVERT US's mutual fund expected returns. We can calculate the autocorrelation of CALVERT US returns to help us make a trade decision. For example, suppose you find that CALVERT US mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.

Current and Lagged Values

Timeline

CALVERT US regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If CALVERT US mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CALVERT US mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CALVERT US mutual fund over time.

Current vs Lagged Prices

Timeline

CALVERT US Lagged Returns

When evaluating CALVERT US's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CALVERT US mutual fund have on its future price. CALVERT US autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, CALVERT US autocorrelation shows the relationship between CALVERT US mutual fund current value and its past values and can show if there is a momentum factor associated with investing in CALVERT US LARGE.

Regressed Prices

Timeline

Be your own money manager

Our tools can tell you how much better you can do entering a position in CALVERT US without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Launch Module

Check out CALVERT US Correlation, CALVERT US Volatility and CALVERT US Alpha and Beta module to complement your research on CALVERT US. You can also try Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Complementary Tools for CALVERT Mutual Fund analysis

When running CALVERT US's price analysis, check to measure CALVERT US's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CALVERT US is operating at the current time. Most of CALVERT US's value examination focuses on studying past and present price action to predict the probability of CALVERT US's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CALVERT US's price. Additionally, you may evaluate how the addition of CALVERT US to your portfolios can decrease your overall portfolio volatility.

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CALVERT US technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.

Volatility Indicators

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Value Movement

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A focus of CALVERT US technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CALVERT US trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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CALVERT Mutual Fund Market Value

CALVERT US 'What if' Analysis

CALVERT US Upside/Downside Indicators

CALVERT US Market Risk Indicators

CALVERT US LARGE Backtested Returns

Auto-correlation

Very weak predictability

CALVERT US LARGE lagged returns against current returns

CALVERT US regressed lagged prices vs. current prices

CALVERT US Lagged Returns

Be your own money manager

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