Calamos Global Equity Fund Probability of Future Mutual Fund Price Finishing Under 16.52
| CAGEX Fund | USD 17.45 0.07 0.40% |
Calamos |
Calamos Global Target Price Odds to finish below 16.52
The tendency of Calamos Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 16.52 or more in 90 days |
| 17.45 | 90 days | 16.52 | about 55.2 |
Based on a normal probability distribution, the odds of Calamos Global to drop to $ 16.52 or more in 90 days from now is about 55.2 (This Calamos Global Equity probability density function shows the probability of Calamos Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Calamos Global Equity price to stay between $ 16.52 and its current price of $17.45 at the end of the 90-day period is about 42.16 .
Assuming the 90 days horizon Calamos Global has a beta of 0.92 suggesting Calamos Global Equity market returns are sensitive to returns on the market. As the market goes up or down, Calamos Global is expected to follow. Additionally Calamos Global Equity has an alpha of 0.1141, implying that it can generate a 0.11 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Calamos Global Price Density |
| Price |
Predictive Modules for Calamos Global
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Calamos Global Equity. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Global'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.
Calamos Global Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Calamos Global is not an exception. The market had few large corrections towards the Calamos Global's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Calamos Global Equity, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Calamos Global within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.11 | |
β | Beta against NYSE Composite | 0.92 | |
σ | Overall volatility | 0.50 | |
Ir | Information ratio | 0.11 |
Calamos Global Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Calamos Global for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Calamos Global Equity can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund holds 97.67% of its assets under management (AUM) in equities |
Calamos Global Technical Analysis
Calamos Global's future price can be derived by breaking down and analyzing its technical indicators over time. Calamos Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Calamos Global Equity. In general, you should focus on analyzing Calamos Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Calamos Global Predictive Forecast Models
Calamos Global's time-series forecasting models is one of many Calamos Global's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Calamos Global's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Calamos Global Equity
Checking the ongoing alerts about Calamos Global for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Calamos Global Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund holds 97.67% of its assets under management (AUM) in equities |
Other Information on Investing in Calamos Mutual Fund
Calamos Global financial ratios help investors to determine whether Calamos 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 Calamos with respect to the benefits of owning Calamos Global security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |