Calamos Value Alpha and Beta Analysis

CVAAX -- USA Fund  

USD 14.22  0.66  4.87%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Calamos Value Fund Class A as well as systematic risk associated with investing in Calamos Value over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt benchmark. The goal is to know if an investor is being compensated for the volatility risk taken.The return on investment might be better than a benchmark but still not compensate for the assumption of the volatility risk. Continue to Calamos Value Backtesting, Portfolio Optimization, Calamos Value Correlation, Calamos Value Hype Analysis, Calamos Value Volatility, Calamos Value History and analyze Calamos Value Performance.

Calamos Value Market Premiums

α0.007494   β0.73
30 days against DJI

Calamos Value expected buy-and-hold returns

Calamos Value Market Price Analysis

Calamos Value Return and Market Media

The median price of Calamos Value for the period between Sun, Dec 1, 2019 and Sat, Feb 29, 2020 is 15.0 with a coefficient of variation of 2.3. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 15.0, and mean deviation of 0.27. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)