Calvert Equity Portfolio Fund Technical Analysis
| CSECX Fund | USD 17.44 0.05 0.29% |
As of the 16th of March 2026, the last recorded price for CALVERT EQUITY is 17.44 per share. Primary technical drivers reflect Mean Deviation of 1.5, risk adjusted performance of -0.11, and Standard Deviation of 5.4. Quantitative analysis incorporates volatility metrics and price behavior to assess directional bias. Metrics are compared to industry averages to assess relative positioning.
CALVERT EQUITY 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
Historical what-if analysis for Calvert Equity Portfolio is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. Valuation should still be reviewed through market value, enterprise value, revenue scale, and balance-sheet quality. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 12/16/2025 |
| 03/16/2026 |
An initial 0.00 allocation to CALVERT EQUITY on December 16, 2025 held through today would produce 0.00 in net gains. Overall, this is a 0.0% net return in CALVERT EQUITY on balance over 90 days. CALVERT EQUITY has comparable peers such as MULTIMANAGER LIFESTYLE, Delaware Limited, NATIONWIDE INVESTOR, STRATEGIC ASSET, Aqr Diversified, Fidelity Advisor, and HARBOR DIVERSIFIED. Peer context helps frame relative positioning. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in equity... More
Momentum Range Indicators for CALVERT EQUITY Dashboard
Upside/downside measures for CALVERT EQUITY frame directional pressure and range behavior. They provide a structured view of short-term momentum and range behavior.
| Information Ratio | -0.14 | |||
| Maximum Drawdown | 44.29 | |||
| Value At Risk | -1.85 | |||
| Potential Upside | 1.05 |
Market Risk Indicators for CALVERT EQUITY Summary
This section presents risk metrics that describe CALVERT EQUITY's historical price variability. The measures summarize variability without implying direction.| Risk Adjusted Performance | -0.11 | |||
| Jensen Alpha | -0.84 | |||
| Total Risk Alpha | -0.50 | |||
| Treynor Ratio | 0.9938 |
The concept of mean reversion suggests that CALVERT EQUITY's price will eventually return toward its long-run average. High prices may deter value investors, while unusually low prices often attract buyers who anticipate a recovery.
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 | -0.11 | |||
| Market Risk Adjusted Performance | 1.0 | |||
| Mean Deviation | 1.5 | |||
| Coefficient Of Variation | -678.58 | |||
| Standard Deviation | 5.4 | |||
| Variance | 29.2 | |||
| Information Ratio | -0.14 | |||
| Jensen Alpha | -0.84 | |||
| Total Risk Alpha | -0.50 | |||
| Treynor Ratio | 0.9938 | |||
| Maximum Drawdown | 44.29 | |||
| Value At Risk | -1.85 | |||
| Potential Upside | 1.05 | |||
| Skewness | -7.85 | |||
| Kurtosis | 62.93 |
Calvert Equity Portfolio Backtested Returns
Over the selected 3 months, CALVERT EQUITY demonstrates a very low volatility profile. It exhibits a Sharpe Ratio (Efficiency) of -0.17, highlighting negative adjusted efficiency metrics. We identified twenty-two technical indicators influencing the company's volatility profile. Please analyze metrics such as mean deviation of 1.5, risk-adjusted performance of -0.11, and standard deviation of 5.4 to assess dispersion and downside exposure. The fund owns a Beta (Systematic Risk) of -0.81, which conveys possible diversification benefits within a given portfolio. the mildly negative beta suggests CALVERT EQUITY provides a partial hedge against market-wide declines.
Auto-correlation | 0.00 |
No correlation between past and present
The autocorrelation profile for Calvert Equity Portfolio registers no correlation between past and present between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Calvert Equity Portfolio's near-term price behavior. A serial correlation of 0.0 indicates that just 0.0% of current CALVERT EQUITY price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Technical analysis for CALVERT EQUITY examines price and volume behavior across market regimes. Common inputs include moving averages, RSI, regressions, and price-return correlations.
Technical Analysis
This analysis covers thirty-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 Equity Portfolio volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of CALVERT EQUITY focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volume and liquidity conditions influence signal reliability. Reduced trading volume may increase short-term pricing variability.
For Calvert Equity Portfolio, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardCALVERT EQUITY Technical Indicators
A technical review of Calvert Equity Portfolio 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 | -0.11 | |||
| Market Risk Adjusted Performance | 1.0 | |||
| Mean Deviation | 1.5 | |||
| Coefficient Of Variation | -678.58 | |||
| Standard Deviation | 5.4 | |||
| Variance | 29.2 | |||
| Information Ratio | -0.14 | |||
| Jensen Alpha | -0.84 | |||
| Total Risk Alpha | -0.50 | |||
| Treynor Ratio | 0.9938 | |||
| Maximum Drawdown | 44.29 | |||
| Value At Risk | -1.85 | |||
| Potential Upside | 1.05 | |||
| Skewness | -7.85 | |||
| Kurtosis | 62.93 |
March 16, 2026 Daily Trend Indicators
A technical review of Calvert Equity Portfolio 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 | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 17.44 | ||
| Day Typical Price | 17.44 | ||
| Price Action Indicator | 0.03 |