Calvert Emerging Markets Fund Technical Analysis
| CEMAX Fund | USD 11.73 -0.07 -0.59% |
As of the 17th of March 2026, Calvert Emerging trades at 11.73 per share. Key technical indicators include Mean Deviation of 1.1, downside deviation of 1.62, and Risk Adjusted Performance of 0.0672. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
Calvert Emerging Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Calvert, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CalvertCalvert |
What if' Analysis
Backtesting a what-if scenario on Calvert Emerging Markets helps investors see how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. Used properly, this review helps investors decide whether Calvert Emerging's historical reward profile was stable enough to support the current thesis.
| 12/17/2025 |
| 03/17/2026 |
An initial 0.00 allocation to Calvert Emerging on December 17, 2025 held through today would produce 0.00 in cumulative gains. Overall, this is a 0.0% cumulative return in Calvert Emerging in total over 90 days. Calvert Emerging has comparable peers such as BUFFALO INTERNATIONAL, FEDERATED INTERNATIONAL, Barings Active, Small Cap, T Rowe, and AB VALUE. The list provides context for relative analysis. Under normal market conditions, at least 80 percent of the funds assets will be invested in equity securities of compani... More
Momentum Range Indicators for Calvert Emerging Overview
Upside and downside indicators for Calvert Emerging summarize momentum balance and potential range context for the fund. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.0856 | |||
| Maximum Drawdown | 15.81 | |||
| Value At Risk | -2.11 | |||
| Potential Upside | 2.01 |
Calvert Emerging Volatility and Risk Indicators Overview
This section presents risk metrics that describe Calvert Emerging's historical price variability. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.0672 | |||
| Jensen Alpha | 0.1336 | |||
| Total Risk Alpha | 0.1951 | |||
| Sortino Ratio | 0.0986 | |||
| Treynor Ratio | 11.59 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Emerging's price to converge to an average value over time is called mean reversion.
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 | 0.0672 | |||
| Market Risk Adjusted Performance | 11.6 | |||
| Mean Deviation | 1.1 | |||
| Semi Deviation | 1.41 | |||
| Downside Deviation | 1.62 | |||
| Coefficient Of Variation | 1303.0 | |||
| Standard Deviation | 1.87 | |||
| Variance | 3.49 | |||
| Information Ratio | 0.0856 | |||
| Jensen Alpha | 0.1336 | |||
| Total Risk Alpha | 0.1951 | |||
| Sortino Ratio | 0.0986 | |||
| Treynor Ratio | 11.59 | |||
| Maximum Drawdown | 15.81 | |||
| Value At Risk | -2.11 | |||
| Potential Upside | 2.01 | |||
| Downside Variance | 2.63 | |||
| Semi Variance | 1.99 | |||
| Expected Short fall | -1.24 | |||
| Skewness | 2.55 | |||
| Kurtosis | 16.9 |
Calvert Emerging Markets Backtested Returns
Calvert Emerging appears to exhibit a low volatility profile over the selected 3 months investment horizon. It shows an Efficiency (Sharpe) Ratio of 0.12, quantifying return efficiency across 3 months. Signal processing identified twenty-six dispersion-based indicators. Please review metrics such as mean deviation of 1.1, downside deviation of 1.62, and risk-adjusted performance of 0.0672 to confirm whether our risk estimates align with your expectations. The fund has a beta of 0.0115, which means relatively modest fluctuations relative to the market. As returns on the market increase, Calvert Emerging's returns are expected to increase less than the market. However, during a bear market, the loss from holding Calvert Emerging is expected to be smaller as well.
Auto-correlation | -0.47 |
Modest reverse predictability
Calvert Emerging Markets shows modest reverse predictability when comparing price series from 17th of December 2025 to 31st of January 2026 against from 31st of January 2026 to 17th of March 2026. A strong serial relationship would imply that Calvert Emerging's recent trajectory contains information about its near-term direction. With a serial correlation of -0.47, about 47.0% of Calvert Emerging's price variation is attributable to patterns in preceding intervals. Given that Calvert Emerging Markets has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
This technical analysis view for Calvert Emerging focuses on price, volume, and trend behavior. The analysis highlights moving averages, RSI, and price correlation signals across the fund cycle.
Technical Analysis
This analysis covers twenty-seven data points across the selected time horizon. 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 Calvert Emerging Markets volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Calvert Emerging focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Unless otherwise specified, data for Calvert Emerging Markets is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardCalvert Emerging Technical Indicators
Investors following Calvert Emerging Markets often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0672 | |||
| Market Risk Adjusted Performance | 11.6 | |||
| Mean Deviation | 1.1 | |||
| Semi Deviation | 1.41 | |||
| Downside Deviation | 1.62 | |||
| Coefficient Of Variation | 1303.0 | |||
| Standard Deviation | 1.87 | |||
| Variance | 3.49 | |||
| Information Ratio | 0.0856 | |||
| Jensen Alpha | 0.1336 | |||
| Total Risk Alpha | 0.1951 | |||
| Sortino Ratio | 0.0986 | |||
| Treynor Ratio | 11.59 | |||
| Maximum Drawdown | 15.81 | |||
| Value At Risk | -2.11 | |||
| Potential Upside | 2.01 | |||
| Downside Variance | 2.63 | |||
| Semi Variance | 1.99 | |||
| Expected Short fall | -1.24 | |||
| Skewness | 2.55 | |||
| Kurtosis | 16.9 |
March 17, 2026 Daily Trend Indicators
Investors following Calvert Emerging Markets often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 11.73 | ||
| Day Typical Price | 11.73 | ||
| Price Action Indicator | -0.04 |