Calamos Bitcoin Structured Etf Market Value
| CBOJ Etf | 25.42 0.00 0.00% |
| Symbol | Calamos |
The market value of Calamos Bitcoin Stru 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 Bitcoin's value that differs from its market value or its book value, called intrinsic value, which is Calamos Bitcoin'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 Bitcoin's market value can be influenced by many factors that don't directly affect Calamos Bitcoin'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 Bitcoin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Calamos Bitcoin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Calamos Bitcoin'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 Bitcoin '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 Bitcoin'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 Bitcoin.
| 03/22/2025 |
| 06/20/2025 |
If you would invest 0.00 in Calamos Bitcoin on March 22, 2025 and sell it all today you would earn a total of 0.00 from holding Calamos Bitcoin Structured or generate 0.0% return on investment in Calamos Bitcoin over 90 days. Calamos Bitcoin is related to or competes with ProShares Trust, Hashdex Nasdaq, IShares Ethereum, Volatility Shares, and VanEck Ethereum. Calamos Bitcoin is entity of United States More
Calamos Bitcoin 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 Bitcoin'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 Bitcoin Structured upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2277 | |||
| Information Ratio | 0.0626 | |||
| Maximum Drawdown | 1.06 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.4372 |
Calamos Bitcoin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calamos Bitcoin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calamos Bitcoin's standard deviation. In reality, there are many statistical measures that can use Calamos Bitcoin historical prices to predict the future Calamos Bitcoin's volatility.| Risk Adjusted Performance | 0.2198 | |||
| Jensen Alpha | 0.0289 | |||
| Total Risk Alpha | 0.0274 | |||
| Sortino Ratio | 0.0635 | |||
| Treynor Ratio | 0.6739 |
Calamos Bitcoin Stru Backtested Returns
Calamos Bitcoin is very steady at the moment. Calamos Bitcoin Stru secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Calamos Bitcoin Structured, which you can use to evaluate the volatility of the entity. Please confirm Calamos Bitcoin's Downside Deviation of 0.2277, mean deviation of 0.1777, and Risk Adjusted Performance of 0.2198 to double-check if the risk estimate we provide is consistent with the expected return of 0.0375%. The etf shows a Beta (market volatility) of 0.0438, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Calamos Bitcoin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Calamos Bitcoin is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Calamos Bitcoin Structured has below average predictability. Overlapping area represents the amount of predictability between Calamos Bitcoin time series from 22nd of March 2025 to 6th of May 2025 and 6th of May 2025 to 20th of June 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 Bitcoin Stru price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Calamos Bitcoin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Calamos Bitcoin Stru lagged returns against current returns
Autocorrelation, which is Calamos Bitcoin etf'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 Bitcoin's etf expected returns. We can calculate the autocorrelation of Calamos Bitcoin returns to help us make a trade decision. For example, suppose you find that Calamos Bitcoin has exhibited high autocorrelation historically, and you observe that the etf 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 Bitcoin 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 Bitcoin etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calamos Bitcoin etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calamos Bitcoin etf over time.
Current vs Lagged Prices |
| Timeline |
Calamos Bitcoin Lagged Returns
When evaluating Calamos Bitcoin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calamos Bitcoin etf have on its future price. Calamos Bitcoin 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 Bitcoin autocorrelation shows the relationship between Calamos Bitcoin etf current value and its past values and can show if there is a momentum factor associated with investing in Calamos Bitcoin Structured.
Regressed Prices |
| Timeline |
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Calamos Bitcoin 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.