Calamos Strategic Value At Risk
| CSQ Fund | | | USD 17.37 -0.31 -1.75% |
Observed values used in the Value At Risk indicator for Calamos Strategic Total are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Comparable indicator datasets are structured within
Equity Screeners. Calamos Strategic has a market cap of 1.4 B, operating margin of 37.72%, ROE of -4.21%. See
Trending Equities for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. This overview is based on available data and does not express a directional view. The holding in Calamos Strategic Total represents an allocation. It is represented within the portfolio holdings. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as
signals in population.
Calamos Strategic Total has current Value At Risk of
-1.73. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.73 | |
| ER[a] | = | Expected return on investing in Calamos Strategic |
| STD | = | Standard Deviation of Calamos Strategic |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Calamos Strategic Total is rated
below average for value at risk across the fund category. It is currently under evaluation for maximum drawdown across the fund category .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare Calamos Strategic to Peers
Other Technical Indicators