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Calamos Value Price Prediction Breakdown

CVA
CVAAX -- USA Fund  

USD 15.11  0.21  1.37%

We analyze noise-free headlines and recent hype associated with Calamos Value Fund Class A, which may create opportunities for some arbitrage if properly timed. Using Calamos Value hype-based prediction, you can estimate the value of Calamos Value Fund Class A from the perspective of Calamos Value response to recently generated media hype and the effects of current headlines on its competitors. The Calamos price prediction module also provides an analysis of price elasticity to changes in media outlook on Calamos Value over a specific investment horizon. Continue to Calamos Value Basic Forecasting Models to cross-verify your projections.
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Calamos Value After-Hype Price Density Analysis

 Next price density 
    
  Expected price to next headline 

Calamos Value Estimiated After-Hype Price Volatility

Current Value
15.11
February 25, 2020
15.11
After-hype Price
17.21
Upside
Calamos Value is not too volatile asset. Analysis and calculation of next after-hype price of Calamos Value Fund is based on 3 months time horizon.

Calamos Value Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.05  0.70  0.00   0.00  0 Events / Month0 Events / MonthIn 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
15.1115.110.00 
0.00  

Calamos Value Hype Timeline

Calamos Value Fund is currently traded for15.11. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Calamos Value Fund Class A is anticipated not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 0.0%. The immediate return on the next news is anticipated to be very small where as daily expected return is currently at 0.05%. The volatility of relative hype elasticity to Calamos Value is about 4500.0%%. The volatility of related hype on Calamos Value is about 4500.0% with expected price after next announcement by competition of 15.11. The company has price-to-book (P/B) ratio of 1.73. Some equities with similar Price to Book (P/B) outperform the market in the long run. Calamos Value Fund last dividend was issued on 12/18/2019. Assuming 30 trading days horizon, the next anticipated press release will be in 5 to 10 days.
Continue to Calamos Value Basic Forecasting Models to cross-verify your projections.

Calamos Value Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
John Hancock Fundamental Large 0.00 0 per month 0.53  0.19  1.17 (0.89)  3.89 
Massachusetts Investors Trust C 0.00 0 per month 1.26  0.0119  0.74 (0.52)  7.47 
TIAA CREF S P 500 Index Fund 0.00 0 per month 0.59  0.11  1.02 (1.08)  2.78 
John Hancock Fundamental Large 0.00 0 per month 0.46  0.16  1.04 (0.86)  3.13 
TIAA CREF SP 500 Index Fund 0.00 0 per month 0.44  0.23  0.93 (0.70)  3.54 
JPMorgan Equity Index Fund I Cl 0.00 0 per month 0.48  0.16  1.01 (1.02)  2.77 
Massachusetts Investors Trust 0.14 1 per month 1.33  0.0096  0.95 (1.04)  7.05 
GMO Quality Fund Class R6 0.00 0 per month 0.00 (0.006)  0.93 (0.90)  6.66 
Massachusetts Investors Trust S 0.00 0 per month 1.38  0.0044  0.98 (1.07)  7.56 
Continue to Calamos Value Basic Forecasting Models to cross-verify your projections. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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