Calvert Equity Portfolio Fund Technical Analysis
| CSIEX Fund | USD 66.42 0.79 1.18% |
As of the 30th of January, Calvert Equity shows the Coefficient Of Variation of 883.9, risk adjusted performance of 0.0903, and Mean Deviation of 1.16. Calvert Equity Portfolio technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
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 |
Calvert Equity '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 Calvert Equity's mutual fund 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 Calvert Equity.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Calvert Equity on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Calvert Equity Portfolio or generate 0.0% return on investment in Calvert Equity over 90 days. Calvert Equity is related to or competes with Calvert Equity, Calvert Equity, Jpmorgan Large, Jpmorgan Large, Jpmorgan Large, Jpmorgan Large, and Polen Growth. The fund normally invests at least 80 percent of its net assets, including borrowings for investment purposes, in equity... More
Calvert Equity 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 Calvert Equity's mutual fund 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 Calvert Equity Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.792 | |||
| Information Ratio | 0.0979 | |||
| Maximum Drawdown | 33.98 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.43 |
Calvert Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calvert Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calvert Equity's standard deviation. In reality, there are many statistical measures that can use Calvert Equity historical prices to predict the future Calvert Equity's volatility.| Risk Adjusted Performance | 0.0903 | |||
| Jensen Alpha | 0.4664 | |||
| Total Risk Alpha | 0.1609 | |||
| Sortino Ratio | 0.4976 | |||
| Treynor Ratio | (1.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Calvert Equity's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Calvert Equity January 30, 2026 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 | 0.0903 | |||
| Market Risk Adjusted Performance | (1.08) | |||
| Mean Deviation | 1.16 | |||
| Downside Deviation | 0.792 | |||
| Coefficient Of Variation | 883.9 | |||
| Standard Deviation | 4.03 | |||
| Variance | 16.2 | |||
| Information Ratio | 0.0979 | |||
| Jensen Alpha | 0.4664 | |||
| Total Risk Alpha | 0.1609 | |||
| Sortino Ratio | 0.4976 | |||
| Treynor Ratio | (1.09) | |||
| Maximum Drawdown | 33.98 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.43 | |||
| Downside Variance | 0.6273 | |||
| Semi Variance | (0.11) | |||
| Expected Short fall | (1.38) | |||
| Skewness | 7.74 | |||
| Kurtosis | 61.76 |
Calvert Equity Portfolio Backtested Returns
Calvert Equity appears to be very steady, given 3 months investment horizon. Calvert Equity Portfolio secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. By analyzing Calvert Equity's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Calvert Equity's Risk Adjusted Performance of 0.0903, coefficient of variation of 883.9, and Mean Deviation of 1.16 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Calvert Equity are expected to decrease at a much lower rate. During the bear market, Calvert Equity is likely to outperform the market.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Calvert Equity Portfolio has insignificant reverse predictability. Overlapping area represents the amount of predictability between Calvert Equity time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Calvert Equity Portfolio price movement. The serial correlation of -0.19 indicates that over 19.0% of current Calvert Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Calvert Equity technical mutual fund 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, fund market cycles, or different charting patterns.
Calvert Equity Portfolio Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of Calvert Equity Portfolio volatility developed by Welles Wilder.
About Calvert Equity Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Calvert Equity Portfolio on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Calvert Equity Portfolio based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Calvert Equity Portfolio price pattern first instead of the macroeconomic environment surrounding Calvert Equity Portfolio. By analyzing Calvert Equity's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Calvert Equity's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Calvert Equity specific price patterns or momentum indicators. Please read more on our technical analysis page.
Calvert Equity January 30, 2026 Technical Indicators
Most technical analysis of Calvert help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Calvert from various momentum indicators to cycle indicators. When you analyze Calvert charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0903 | |||
| Market Risk Adjusted Performance | (1.08) | |||
| Mean Deviation | 1.16 | |||
| Downside Deviation | 0.792 | |||
| Coefficient Of Variation | 883.9 | |||
| Standard Deviation | 4.03 | |||
| Variance | 16.2 | |||
| Information Ratio | 0.0979 | |||
| Jensen Alpha | 0.4664 | |||
| Total Risk Alpha | 0.1609 | |||
| Sortino Ratio | 0.4976 | |||
| Treynor Ratio | (1.09) | |||
| Maximum Drawdown | 33.98 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.43 | |||
| Downside Variance | 0.6273 | |||
| Semi Variance | (0.11) | |||
| Expected Short fall | (1.38) | |||
| Skewness | 7.74 | |||
| Kurtosis | 61.76 |
Calvert Equity January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Calvert stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 66.42 | ||
| Day Typical Price | 66.42 | ||
| Price Action Indicator | (0.39) |
Other Information on Investing in Calvert Mutual Fund
Calvert Equity financial ratios help investors to determine whether Calvert Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calvert with respect to the benefits of owning Calvert Equity security.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
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| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |