Calamos Longshort Fund Market Value

CRLSX Fund  USD 11.12  0.01  0.09%   
Calamos Longshort's market value is the price at which a share of Calamos Longshort trades on a public exchange. It measures the collective expectations of Calamos Longshort Fund investors about its performance. Calamos Longshort is trading at 11.12 as of the 26th of July 2025; that is 0.09% down since the beginning of the trading day. The fund's open price was 11.13.
With this module, you can estimate the performance of a buy and hold strategy of Calamos Longshort Fund and determine expected loss or profit from investing in Calamos Longshort over a given investment horizon. Check out Calamos Longshort Correlation, Calamos Longshort Volatility and Calamos Longshort Alpha and Beta module to complement your research on Calamos Longshort.
Symbol

Please note, there is a significant difference between Calamos Longshort's value and its price as these two are different measures arrived at by different means. Investors typically determine if Calamos Longshort is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Calamos Longshort'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 Longshort '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 Longshort's mutual fund 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 Longshort.
0.00
04/27/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/26/2025
0.00
If you would invest  0.00  in Calamos Longshort on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Longshort Fund or generate 0.0% return on investment in Calamos Longshort over 90 days. The fund seeks to achieve long-term capital appreciation by investing primarily in a broadly diversified portfolio of eq... More

Calamos Longshort 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 Longshort's mutual fund 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 Longshort Fund upside and downside potential and time the market with a certain degree of confidence.

Calamos Longshort Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Longshort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Longshort's standard deviation. In reality, there are many statistical measures that can use Calamos Longshort historical prices to predict the future Calamos Longshort's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos Longshort'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.
Hype
Prediction
LowEstimatedHigh
10.3911.1211.85
Details
Intrinsic
Valuation
LowRealHigh
10.6811.4112.14
Details
Naive
Forecast
LowNextHigh
10.4111.1511.88
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.7110.9511.19
Details

Calamos Longshort Backtested Returns

At this stage we consider Calamos Mutual Fund to be very steady. Calamos Longshort secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Calamos Longshort Fund, which you can use to evaluate the volatility of the entity. Please confirm Calamos Longshort's Mean Deviation of 0.538, downside deviation of 0.6561, and Risk Adjusted Performance of 0.2342 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Longshort's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Longshort is expected to be smaller as well.

Auto-correlation

    
  0.82  

Very good predictability

Calamos Longshort Fund has very good predictability. Overlapping area represents the amount of predictability between Calamos Longshort time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 2025. 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 Longshort price movement. The serial correlation of 0.82 indicates that around 82.0% of current Calamos Longshort price fluctuation can be explain by its past prices.
Correlation Coefficient0.82
Spearman Rank Test0.73
Residual Average0.0
Price Variance0.03

Calamos Longshort lagged returns against current returns

Autocorrelation, which is Calamos Longshort mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Calamos Longshort's mutual fund expected returns. We can calculate the autocorrelation of Calamos Longshort returns to help us make a trade decision. For example, suppose you find that Calamos Longshort has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Calamos Longshort regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Calamos Longshort mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calamos Longshort mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calamos Longshort mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Calamos Longshort Lagged Returns

When evaluating Calamos Longshort's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calamos Longshort mutual fund have on its future price. Calamos Longshort autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Calamos Longshort autocorrelation shows the relationship between Calamos Longshort mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Calamos Longshort Fund.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Calamos Mutual Fund

Calamos Longshort 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 Longshort security.
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