Calamos Convertible And Fund Technical Analysis
| CHY Fund | USD 11.56 -0.11 -0.94% |
As of the 11th of March 2026, Calamos Convertible reflects a market price of 11.56 per share. Current technical metrics show Risk Adjusted Performance of 0.0556, mean deviation of 0.6721, and Downside Deviation of 0.9404. Technical analytics evaluate momentum, liquidity, and volatility relationships. Current statistics are evaluated within a broader sector context.
Calamos Convertible 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 |
Calamos Convertible 'What if' Analysis
Running a what-if backtest on Calamos Convertible And gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Calamos Convertible's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
If you invested 0.00 in Calamos Convertible on December 11, 2025 and closed the position today, you would earn 0.00 in overall gains. In total, that is a 0.0% return on investment in Calamos Convertible for the period across 90 days.. Calamos Convertible is related to or competes with BALANCED FUND, PIMCO Corporate, Nuveen Preferred, CORNERSTONE MODERATELY, Baron Focused, Perkins Small, and Guggenheim Strategic. The list provides context for relative analysis. Calamos Convertible and High Income Fund is a closed ended fixed income mutual fund launched by Calamos Investments LLC More
Calamos Convertible Upside and Downside Indicators Dashboard
Upside and downside indicators for Calamos Convertible summarize momentum balance and potential range context for the fund. The indicators are presented as neutral context for price dynamics.
| Downside Deviation | 0.9404 | |||
| Information Ratio | 0.0727 | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | -1.58 | |||
| Potential Upside | 1.8 |
Calamos Convertible Market Risk Indicators Dashboard
Market risk indicators summarize volatility and return dispersion for Calamos Convertible. The indicators highlight how volatility has behaved across recent periods.| Risk Adjusted Performance | 0.0556 | |||
| Jensen Alpha | 0.0624 | |||
| Total Risk Alpha | 0.0706 | |||
| Sortino Ratio | 0.0722 | |||
| Treynor Ratio | 0.0975 |
Experienced investors tracking Calamos Convertible's watch for mean reversion setups: periods when price has deviated significantly from its long-run average, creating an asymmetric risk-reward profile for patient capital.
Calamos Convertible 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 | 0.0556 | |||
| Market Risk Adjusted Performance | 0.1075 | |||
| Mean Deviation | 0.6721 | |||
| Semi Deviation | 0.8239 | |||
| Downside Deviation | 0.9404 | |||
| Coefficient Of Variation | 1431.1 | |||
| Standard Deviation | 0.9336 | |||
| Variance | 0.8716 | |||
| Information Ratio | 0.0727 | |||
| Jensen Alpha | 0.0624 | |||
| Total Risk Alpha | 0.0706 | |||
| Sortino Ratio | 0.0722 | |||
| Treynor Ratio | 0.0975 | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | -1.58 | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 0.8843 | |||
| Semi Variance | 0.6789 | |||
| Expected Short fall | -0.74 | |||
| Skewness | 0.195 | |||
| Kurtosis | 0.7646 |
Calamos Convertible And Backtested Returns
Calamos Convertible maintains a very low volatility profile during the selected period. It reports an Efficiency (Sharpe) Ratio of 0.0477, implying 0.0477 units of return relative to volatility during the period. Our analysis reveals twenty-nine technical indicators tied to dispersion metrics. Please examine metrics such as Downside Deviation of 0.9404, mean deviation of 0.6721, and risk-adjusted performance of 0.0556 to confirm alignment between technical signals and risk metrics. The fund retains a Market Volatility (i.e., Beta) of 0.57, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Calamos Convertible's returns are expected to increase less than the market. However, during a bear market, the loss from holding Calamos Convertible is expected to be smaller as well.
Auto-correlation | 0.15 |
Insignificant predictability
Calamos Convertible And exhibits insignificant predictability. Autocorrelation measures the degree of predictability between Calamos Convertible time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Calamos Convertible And may be projected. A serial correlation of 0.15 indicates that less than 15.0% of current Calamos Convertible price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Calamos Convertible technical fund analysis uses price and volume transformations to study behavior. The analysis highlights moving averages, RSI, and price correlation signals across the fund cycle.
Calamos Convertible And 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 Convertible And volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Calamos Convertible Technical Analysis
Technical analysis of Calamos Convertible focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Moving averages smooth short-term dispersion and highlight trend alignment.
Unless otherwise specified, financial data for Calamos Convertible And is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
Calamos Convertible Technical Indicators
A technical review of Calamos Convertible And can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0556 | |||
| Market Risk Adjusted Performance | 0.1075 | |||
| Mean Deviation | 0.6721 | |||
| Semi Deviation | 0.8239 | |||
| Downside Deviation | 0.9404 | |||
| Coefficient Of Variation | 1431.1 | |||
| Standard Deviation | 0.9336 | |||
| Variance | 0.8716 | |||
| Information Ratio | 0.0727 | |||
| Jensen Alpha | 0.0624 | |||
| Total Risk Alpha | 0.0706 | |||
| Sortino Ratio | 0.0722 | |||
| Treynor Ratio | 0.0975 | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | -1.58 | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 0.8843 | |||
| Semi Variance | 0.6789 | |||
| Expected Short fall | -0.74 | |||
| Skewness | 0.195 | |||
| Kurtosis | 0.7646 |
Calamos Convertible March 11, 2026 Daily Trend Indicators
A technical review of Calamos Convertible And can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 7,658 | ||
| Daily Balance Of Power | -0.38 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 11.66 | ||
| Day Typical Price | 11.62 | ||
| Price Action Indicator | -0.15 |