Calamos ETF Variance

CPSN OTC  USD 26.74  -0.10  -0.37%   
The Variance signal for Calamos ETF Trust reflects patterns observed in trading data. Availability can differ across markets, exchanges, and instruments. Calamos ETF has a market cap of 215.32 M, current ratio of 0.15. Portfolio-level context is available through Trending Equities. Adding Calamos ETF Trust to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence Calamos ETF Trust's ETF valuation — related indicators include signals in main economic indicators.
Calamos ETF Trust has current Variance of 0.0222. Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean.

Variance

 = 

SUM(RET DEV)2

N

 = 
0.0222
SUM = Summation notation
RET DEV = Actual returns deviation over selected period
N = Number of points for the period

Variance Peers Comparison

Variance Relative To Other Indicators

Calamos ETF Trust is rated below average in variance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing 30.00 in Maximum Drawdown for each unit of Variance. The spread between Maximum Drawdown and Variance for Calamos ETF Trust sits at 30.00
Variance is also a measure of stock volatility and can help determine the risk an investor might take on when purchasing a specific security. A relatively big variance indicates that the daily prices or returns are far from the mean and a small variance indicates that they are located around the mean. Compare Calamos ETF to Peers

Other Technical Indicators