Calamos Etf Trust Etf Technical Analysis
| CPSP Etf | 26.19 0.01 0.04% |
As of the 29th of January, Calamos ETF shows the Risk Adjusted Performance of 0.1399, mean deviation of 0.0597, and Coefficient Of Variation of 330.11. Calamos ETF Trust technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Calamos ETF Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Calamos, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CalamosCalamos ETF's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.Investors evaluate Calamos ETF Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Calamos ETF's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Calamos ETF's market price to deviate significantly from intrinsic value.
It's important to distinguish between Calamos ETF's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Calamos ETF should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Calamos ETF's market price signifies the transaction level at which participants voluntarily complete trades.
Calamos ETF '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 ETF'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 ETF.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Calamos ETF on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos ETF Trust or generate 0.0% return on investment in Calamos ETF over 90 days. Calamos ETF is related to or competes with Calamos Nasdaq, YieldMax, IPath Series, KraneShares, First Trust, Leverage Shares, and Putnam ETF. More
Calamos ETF 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 ETF'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 ETF Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0941 | |||
| Information Ratio | (0.64) | |||
| Maximum Drawdown | 0.3484 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1541 |
Calamos ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos ETF's standard deviation. In reality, there are many statistical measures that can use Calamos ETF historical prices to predict the future Calamos ETF's volatility.| Risk Adjusted Performance | 0.1399 | |||
| Jensen Alpha | 0.0108 | |||
| Total Risk Alpha | 0.007 | |||
| Sortino Ratio | (0.54) | |||
| Treynor Ratio | 0.2862 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calamos ETF'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 ETF January 29, 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 | 0.1399 | |||
| Market Risk Adjusted Performance | 0.2962 | |||
| Mean Deviation | 0.0597 | |||
| Downside Deviation | 0.0941 | |||
| Coefficient Of Variation | 330.11 | |||
| Standard Deviation | 0.0792 | |||
| Variance | 0.0063 | |||
| Information Ratio | (0.64) | |||
| Jensen Alpha | 0.0108 | |||
| Total Risk Alpha | 0.007 | |||
| Sortino Ratio | (0.54) | |||
| Treynor Ratio | 0.2862 | |||
| Maximum Drawdown | 0.3484 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1541 | |||
| Downside Variance | 0.0088 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.08) | |||
| Skewness | (0.11) | |||
| Kurtosis | 0.5442 |
Calamos ETF Trust Backtested Returns
Currently, Calamos ETF Trust is very steady. Calamos ETF Trust secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the etf had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos ETF Trust, which you can use to evaluate the volatility of the entity. Please confirm Calamos ETF's Mean Deviation of 0.0597, coefficient of variation of 330.11, and Risk Adjusted Performance of 0.1399 to double-check if the risk estimate we provide is consistent with the expected return of 0.025%. The etf shows a Beta (market volatility) of 0.0489, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos ETF is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
Calamos ETF Trust has good predictability. Overlapping area represents the amount of predictability between Calamos ETF time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 ETF Trust price movement. The serial correlation of 0.78 indicates that around 78.0% of current Calamos ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Calamos ETF 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.
Calamos ETF Trust Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Calamos ETF Trust volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Calamos ETF Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Calamos ETF Trust on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Calamos ETF Trust based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Calamos ETF Trust price pattern first instead of the macroeconomic environment surrounding Calamos ETF Trust. By analyzing Calamos ETF's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Calamos ETF's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Calamos ETF specific price patterns or momentum indicators. Please read more on our technical analysis page.
Calamos ETF January 29, 2026 Technical Indicators
Most technical analysis of Calamos help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Calamos from various momentum indicators to cycle indicators. When you analyze Calamos charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1399 | |||
| Market Risk Adjusted Performance | 0.2962 | |||
| Mean Deviation | 0.0597 | |||
| Downside Deviation | 0.0941 | |||
| Coefficient Of Variation | 330.11 | |||
| Standard Deviation | 0.0792 | |||
| Variance | 0.0063 | |||
| Information Ratio | (0.64) | |||
| Jensen Alpha | 0.0108 | |||
| Total Risk Alpha | 0.007 | |||
| Sortino Ratio | (0.54) | |||
| Treynor Ratio | 0.2862 | |||
| Maximum Drawdown | 0.3484 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1541 | |||
| Downside Variance | 0.0088 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.08) | |||
| Skewness | (0.11) | |||
| Kurtosis | 0.5442 |
Calamos ETF January 29, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Calamos stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 1.55 | ||
| Daily Balance Of Power | 0.25 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 26.21 | ||
| Day Typical Price | 26.20 | ||
| Price Action Indicator | (0.01) |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Calamos ETF Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Investors evaluate Calamos ETF Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Calamos ETF's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Calamos ETF's market price to deviate significantly from intrinsic value.
It's important to distinguish between Calamos ETF's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Calamos ETF should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Calamos ETF's market price signifies the transaction level at which participants voluntarily complete trades.