Calvert Emerging Markets Fund Technical Analysis
| CVMCX Fund | USD 23.39 -0.35 -1.47% |
As of the 18th of March 2026, the last recorded price for CALVERT EMERGING is 23.39 per share. Primary technical drivers reflect Mean Deviation of 0.9828, downside deviation of 1.57, and Risk Adjusted Performance of 0.0813. Quantitative analysis incorporates volatility metrics and price behavior to assess directional bias. Metrics are compared to industry averages to assess relative positioning.
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
What-if analysis for Calvert Emerging Markets is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. Used properly, this review helps investors decide whether CALVERT EMERGING's historical reward profile was stable enough to support the current thesis.
| 12/18/2025 |
| 03/18/2026 |
An initial 0.00 allocation to CALVERT EMERGING on December 18, 2025 held through today would produce 0.00 in aggregate gains. The change equals a 0.0% total return in CALVERT EMERGING overall over a 90 day window. CALVERT EMERGING competes with or is related to RiverSource Series, VICTORY TRIVALENT, Artisan Select, DOUBLELINE CORE, T Rowe, Crossmark Steward, and MULTIMANAGER LIFESTYLE. The list provides context for relative analysis. The fund normally invests at least 80 percent of its assets, including borrowings for investment purposes, in equity sec... More
Upside and Downside Indicators for CALVERT EMERGING Overview
These indicators describe how CALVERT EMERGING momentum evolves across recent price ranges. This view helps summarize momentum conditions without implying direction.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.1525 | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | -1.74 | |||
| Potential Upside | 2.03 |
CALVERT EMERGING Market Risk Indicators Overview
Market risk indicators summarize volatility and return dispersion for CALVERT EMERGING. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.0813 | |||
| Jensen Alpha | 0.2167 | |||
| Total Risk Alpha | 0.2709 | |||
| Sortino Ratio | 0.1329 | |||
| Treynor Ratio | 0.1126 |
The concept of mean reversion suggests that CALVERT EMERGING'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 | 0.0813 | |||
| Market Risk Adjusted Performance | 0.1226 | |||
| Mean Deviation | 0.9828 | |||
| Semi Deviation | 1.44 | |||
| Downside Deviation | 1.57 | |||
| Coefficient Of Variation | 1030.93 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.88 | |||
| Information Ratio | 0.1525 | |||
| Jensen Alpha | 0.2167 | |||
| Total Risk Alpha | 0.2709 | |||
| Sortino Ratio | 0.1329 | |||
| Treynor Ratio | 0.1126 | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | -1.74 | |||
| Potential Upside | 2.03 | |||
| Downside Variance | 2.47 | |||
| Semi Variance | 2.08 | |||
| Expected Short fall | -1.03 | |||
| Skewness | -1.25 | |||
| Kurtosis | 4.34 |
Calvert Emerging Markets Backtested Returns
Over the selected 3 months, CALVERT EMERGING demonstrates a very low volatility profile. It shows an Efficiency (Sharpe) Ratio of 0.12, quantifying return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please analyze metrics such as mean deviation of 0.9828, downside deviation of 1.57, and risk-adjusted performance of 0.0813 to assess dispersion and downside exposure. The fund owns a Beta (Systematic Risk) of 1.09, which conveys a somewhat significant risk relative to the market. With a beta near 1, CALVERT EMERGING is expected to mirror market movements with minimal deviation in either direction.
Auto-correlation | -0.23 |
Weak reverse predictability
Calvert Emerging Markets exhibits weak reverse predictability. Autocorrelation measures the degree of predictability between CALVERT EMERGING time series from 18th of December 2025 to 1st of February 2026 and from 1st of February 2026 to 18th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in CALVERT EMERGING that may carry forward. The measured coefficient of -0.23 means over 23.0% of CALVERT EMERGING's recent price variance traces back to prior period behavior. 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 | -0.23 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Technical analysis for CALVERT EMERGING examines price and volume behavior across market regimes. The model references moving averages, relative strength, and price correlation signals.
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 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. Volume and liquidity conditions influence signal reliability. Reduced trading volume may increase short-term pricing variability.
For Calvert Emerging Markets, 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 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. A disciplined technical workflow helps investors separate stronger setups from noisier price action.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0813 | |||
| Market Risk Adjusted Performance | 0.1226 | |||
| Mean Deviation | 0.9828 | |||
| Semi Deviation | 1.44 | |||
| Downside Deviation | 1.57 | |||
| Coefficient Of Variation | 1030.93 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.88 | |||
| Information Ratio | 0.1525 | |||
| Jensen Alpha | 0.2167 | |||
| Total Risk Alpha | 0.2709 | |||
| Sortino Ratio | 0.1329 | |||
| Treynor Ratio | 0.1126 | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | -1.74 | |||
| Potential Upside | 2.03 | |||
| Downside Variance | 2.47 | |||
| Semi Variance | 2.08 | |||
| Expected Short fall | -1.03 | |||
| Skewness | -1.25 | |||
| Kurtosis | 4.34 |
March 18, 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. A disciplined technical workflow helps investors separate stronger setups from noisier price action.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 23.39 | ||
| Day Typical Price | 23.39 | ||
| Price Action Indicator | -0.17 |