Calamos Sp 500 Etf Market Value
| CPSU Etf | 27.16 0.03 0.11% |
| Symbol | Calamos |
The market value of Calamos SP 500 is measured differently than its book value, which is the value of Calamos that is recorded on the company's balance sheet. Investors also form their own opinion of Calamos SP's value that differs from its market value or its book value, called intrinsic value, which is Calamos SP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Calamos SP's market value can be influenced by many factors that don't directly affect Calamos SP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Calamos SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if Calamos SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Calamos SP'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.
Calamos SP '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 Calamos SP's etf 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 Calamos SP.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Calamos SP on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos SP 500 or generate 0.0% return on investment in Calamos SP over 90 days. Calamos SP is related to or competes with GraniteShares, SPDR Series, Build Funds, American Beacon, United States, Tidal ETF, and Innovator ETFs. Calamos SP is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Calamos SP 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 Calamos SP's etf 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 Calamos SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.095 | |||
| Information Ratio | (0.98) | |||
| Maximum Drawdown | 0.4095 | |||
| Value At Risk | (0.15) | |||
| Potential Upside | 0.1495 |
Calamos SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos SP's standard deviation. In reality, there are many statistical measures that can use Calamos SP historical prices to predict the future Calamos SP's volatility.| Risk Adjusted Performance | 0.1207 | |||
| Jensen Alpha | 0.0049 | |||
| Total Risk Alpha | 0.0019 | |||
| Sortino Ratio | (0.86) | |||
| Treynor Ratio | 0.154 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos SP'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 SP January 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1207 | |||
| Market Risk Adjusted Performance | 0.164 | |||
| Mean Deviation | 0.0635 | |||
| Downside Deviation | 0.095 | |||
| Coefficient Of Variation | 370.9 | |||
| Standard Deviation | 0.0835 | |||
| Variance | 0.007 | |||
| Information Ratio | (0.98) | |||
| Jensen Alpha | 0.0049 | |||
| Total Risk Alpha | 0.0019 | |||
| Sortino Ratio | (0.86) | |||
| Treynor Ratio | 0.154 | |||
| Maximum Drawdown | 0.4095 | |||
| Value At Risk | (0.15) | |||
| Potential Upside | 0.1495 | |||
| Downside Variance | 0.009 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.08) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.7268 |
Calamos SP 500 Backtested Returns
Currently, Calamos SP 500 is out of control. Calamos SP 500 secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the etf had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Calamos SP 500, which you can use to evaluate the volatility of the entity. Please confirm Calamos SP's Coefficient Of Variation of 370.9, mean deviation of 0.0635, and Risk Adjusted Performance of 0.1207 to double-check if the risk estimate we provide is consistent with the expected return of 0.0186%. The etf shows a Beta (market volatility) of 0.0813, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos SP is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
Calamos SP 500 has below average predictability. Overlapping area represents the amount of predictability between Calamos SP time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calamos SP 500 price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Calamos SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Thematic Opportunities
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Check out Calamos SP Correlation, Calamos SP Volatility and Calamos SP Alpha and Beta module to complement your research on Calamos SP. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Calamos SP technical etf 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, etf market cycles, or different charting patterns.