Calvert Large Cap Fund Volatility

CISIX Fund  USD 47.27  0.50  1.07%   
We consider Calvert Us very steady. Calvert Large Cap secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calvert Large Cap, which you can use to evaluate the volatility of the entity. Please confirm Calvert Us' Downside Deviation of 0.7566, mean deviation of 0.5476, and Risk Adjusted Performance of 0.0759 to double-check if the risk estimate we provide is consistent with the expected return of 0.0859%. Key indicators related to Calvert Us' volatility include:
720 Days Market Risk
Chance Of Distress
720 Days Economic Sensitivity
Calvert Us Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Calvert daily returns, and it is calculated using variance and standard deviation. We also use Calvert's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Calvert Us volatility.
  
Downward market volatility can be a perfect environment for investors who play the long game with Calvert Us. They may decide to buy additional shares of Calvert Us at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.

Moving together with Calvert Mutual Fund

  0.85VTSAX Vanguard Total StockPairCorr
  0.84VFIAX Vanguard 500 IndexPairCorr
  0.85VTSMX Vanguard Total StockPairCorr
  0.84VITSX Vanguard Total StockPairCorr
  0.84VSMPX Vanguard Total StockPairCorr
  0.84VSTSX Vanguard Total StockPairCorr
  0.84VFINX Vanguard 500 IndexPairCorr
  0.83VFFSX Vanguard 500 IndexPairCorr
  0.84VINIX Vanguard InstitutionalPairCorr

Calvert Us Market Sensitivity And Downside Risk

Calvert Us' beta coefficient measures the volatility of Calvert mutual fund compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Calvert mutual fund's returns against your selected market. In other words, Calvert Us's beta of 0.86 provides an investor with an approximation of how much risk Calvert Us mutual fund can potentially add to one of your existing portfolios. Calvert Large Cap exhibits relatively low volatility with skewness of -0.24 and kurtosis of -0.26. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Calvert Us' mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Calvert Us' mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Calvert Large Cap Demand Trend
Check current 90 days Calvert Us correlation with market (NYSE Composite)

Calvert Beta

    
  0.86  
Calvert standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.72  
It is essential to understand the difference between upside risk (as represented by Calvert Us's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Calvert Us' daily returns or price. Since the actual investment returns on holding a position in calvert mutual fund tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Calvert Us.

Calvert Large Cap Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Calvert Us fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Calvert Us' price changes. Investors will then calculate the volatility of Calvert Us' mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Calvert Us' volatility:

Historical Volatility

This type of fund volatility measures Calvert Us' fluctuations based on previous trends. It's commonly used to predict Calvert Us' future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Calvert Us' current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Calvert Us' to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Calvert Large Cap Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

Calvert Us Projected Return Density Against Market

Assuming the 90 days horizon Calvert Us has a beta of 0.8647 suggesting Calvert Large Cap market returns are sensitive to returns on the market. As the market goes up or down, Calvert Us is expected to follow.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Calvert Us or Calvert Research and Management sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Calvert Us' price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Calvert fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Calvert Large Cap has an alpha of 0.0866, implying that it can generate a 0.0866 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Calvert Us' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how calvert mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Calvert Us Price Volatility?

Several factors can influence a fund's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Calvert Us Mutual Fund Risk Measures

Assuming the 90 days horizon the coefficient of variation of Calvert Us is 835.04. The daily returns are distributed with a variance of 0.51 and standard deviation of 0.72. The mean deviation of Calvert Large Cap is currently at 0.55. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α
Alpha over NYSE Composite
0.09
β
Beta against NYSE Composite0.86
σ
Overall volatility
0.72
Ir
Information ratio 0.12

Calvert Us Mutual Fund Return Volatility

Calvert Us historical daily return volatility represents how much of Calvert Us fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.7172% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.6339% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Calvert Us Volatility

Volatility is a rate at which the price of Calvert Us or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Calvert Us may increase or decrease. In other words, similar to Calvert's beta indicator, it measures the risk of Calvert Us and helps estimate the fluctuations that may happen in a short period of time. So if prices of Calvert Us fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The fund normally invests at least 95 percent of its net assets, including borrowings for investment purposes, in securities contained in the index. Calvert US is traded on NASDAQ Exchange in the United States.
Calvert Us' stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Calvert Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Calvert Us' price varies over time.

3 ways to utilize Calvert Us' volatility to invest better

Higher Calvert Us' fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Calvert Large Cap fund is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Calvert Large Cap fund volatility can provide helpful information for making investment decisions in the following ways:
  • Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Calvert Large Cap investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Calvert Us' fund can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
  • Diversification: Understanding how the volatility of Calvert Us' fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Calvert Us Investment Opportunity

Calvert Large Cap has a volatility of 0.72 and is 1.14 times more volatile than NYSE Composite. 6 percent of all equities and portfolios are less risky than Calvert Us. You can use Calvert Large Cap to enhance the returns of your portfolios. The mutual fund experiences a large bullish trend. Check odds of Calvert Us to be traded at $52.0 in 90 days.

Poor diversification

The correlation between Calvert Large Cap and NYA is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Large Cap and NYA in the same portfolio, assuming nothing else is changed.

Calvert Us Additional Risk Indicators

The analysis of Calvert Us' secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Calvert Us' investment and either accepting that risk or mitigating it. Along with some common measures of Calvert Us mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Calvert Us Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Calvert Us as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Calvert Us' systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Calvert Us' unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Calvert Large Cap.

Other Information on Investing in Calvert Mutual Fund

Calvert Us financial ratios help investors to determine whether Calvert Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calvert with respect to the benefits of owning Calvert Us security.
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