Calamos Long/Short Equity & Dynamic Income Trust chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share N/A
Dividend & Yield1.68$ (10.51%)
Beta N/A
Market capitalization 314.31M
Operating cash flow N/A
ESG Scores 24.4

Company description

Sector: - Industry:

Financial data

Financial Statements

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Insider Transactions

Here are the insider transactions of stock shares related to Calamos Long/Short Equity & Dynamic Income Trust:

Filer Name Transaction Text Ownership Date Filer Relation Shares
TOUB CHRISTOPHER MPurchase at price 20.62 - 20.98 per share.D2021-06-21Director500
CALAMOS JOHN P SRPurchase at price 20.54 - 20.84 per share.I2021-05-21President6.9k
KOUDOUNIS JOHN S.Purchase at price 20.74 - 20.86 per share.D2021-05-21Officer12k
CALAMOS JOHN P SRPurchase at price 20.60 - 20.80 per share.I2021-05-20President40.29k
TOUB CHRISTOPHER MPurchase at price 19.84 per share.D2021-03-22Director1k
BEHAN ROBERT F.Purchase at price 18.60 per share.D2021-02-26Officer1k
KOUDOUNIS JOHN S.Purchase at price 18.49 - 18.55 per share.I2021-02-25Officer5.4k
HERMAN THOMAS E.Purchase at price 18.96 - 19.10 per share.D2021-02-24Chief Financial Officer10.47k

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Calamos Long/Short Equity & Dynamic Income Trust. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Calamos Long/Short Equity & Dynamic Income Trust

Here is the result of two systematic investment strategies applied to Calamos Long/Short Equity & Dynamic Income Trust. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Calamos Long/Short Equity & Dynamic Income Trust

The following chart shows the equity curve of the two systematic investment strategies applied to Calamos Long/Short Equity & Dynamic Income Trust:

Calamos Long/Short Equity & Dynamic Income Trust automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 13.01% on the backtest period.

Performance at glance

Performance

13.01 %

Latent gain

128.0 $

Invested capital

983.86 $

Annualized return

6.32 %
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Momentum strategy results on Calamos Long/Short Equity & Dynamic Income Trust

This is the result of two momentum investment strategies applied to Calamos Long/Short Equity & Dynamic Income Trust. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Calamos Long/Short Equity & Dynamic Income Trust

The following chart shows all the entries opened by the momentum investment system on Calamos Long/Short Equity & Dynamic Income Trust:

Calamos Long/Short Equity & Dynamic Income Trust momentum entries
  • The first momentum investment strategy would give 20.2% of return on Calamos Long/Short Equity & Dynamic Income Trust. That represents 453.3$ of latent gain with 2243.99$ of employed capital.
  • The second momentum investment strategy would give 26.93% of return on Calamos Long/Short Equity & Dynamic Income Trust. That represents 270.83$ of latent gain with 1005.75$ of employed capital.
Performance at glance (1Q Momentum)

Performance

20.2 %

Latent gain

453.3 $

Invested capital

2243.99 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

26.93 %

Latent gain

270.83 $

Invested capital

1005.75 $

Annualized return

17.04 %

Momentum equity curve on Calamos Long/Short Equity & Dynamic Income Trust

The following chart shows the equity curve of the two momentum strategies applied to Calamos Long/Short Equity & Dynamic Income Trust:

Calamos Long/Short Equity & Dynamic Income Trust momentum equity

Note: the dividends potentially given by Calamos Long/Short Equity & Dynamic Income Trust are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Calamos Long/Short Equity & Dynamic Income Trust

The following chart shows the employed capital evolution of the two momentum strategies on Calamos Long/Short Equity & Dynamic Income Trust since the beginning:

Calamos Long/Short Equity & Dynamic Income Trust

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Calamos Long/Short Equity & Dynamic Income Trust

Buy the dip entry openings on Calamos Long/Short Equity & Dynamic Income Trust

Calamos Long/Short Equity & Dynamic Income Trust

The performance achieved by the robo-advisor on Calamos Long/Short Equity & Dynamic Income Trust is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Calamos Long/Short Equity & Dynamic Income Trust stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Calamos Long/Short Equity & Dynamic Income Trust, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

0.0 %

Equity curve of the strategy applied to Calamos Long/Short Equity & Dynamic Income Trust

The following chart shows the result of the investment strategy applied to Calamos Long/Short Equity & Dynamic Income Trust:

Calamos Long/Short Equity & Dynamic Income Trust

Note: the dividends potentially given by Calamos Long/Short Equity & Dynamic Income Trust are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Calamos Long/Short Equity & Dynamic Income Trust

The following chart shows the employed capital evolution since the beginning of the investment strategy on Calamos Long/Short Equity & Dynamic Income Trust:

Calamos Long/Short Equity & Dynamic Income Trust

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Calamos Long/Short Equity & Dynamic Income Trust

In this section, I will compare the three previous investment strategies applied to Calamos Long/Short Equity & Dynamic Income Trust.

Equity curve comparison on Calamos Long/Short Equity & Dynamic Income Trust

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Calamos Long/Short Equity & Dynamic Income Trust investment strategy comparison

Employed capital comparison on Calamos Long/Short Equity & Dynamic Income Trust

Calamos Long/Short Equity & Dynamic Income Trust investment comparison

Performance comparison on Calamos Long/Short Equity & Dynamic Income Trust

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 13.01% 128.0$ 983.86$ 6.32%
Momentum 1 quarter 20.2% 453.3$ 2243.99$ 11.1%
Momentum 2 quarters 26.93% 270.83$ 1005.75$ 17.04%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

6.32 %

Momentum 1Q

17.04 %

Momentum 2Q

17.04 %

Non-directional

0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Calamos Long/Short Equity & Dynamic Income Trust:

Positive correlations

Most correlated stocks this year

  • Calamos Long/Short Equity & Dynamic Income Trust

  • Most correlated stocks last 3 months

  • Calamos Long/Short Equity & Dynamic Income Trust

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • MIKRON N
  • THEHOURGLASS
  • TREE ISLAND STEEL LTD
  • G & M HLDGS
  • KNT HOLDINGS
  • Startek Inc

  • Note: The algorithm computes the probability of correlation between Calamos Long/Short Equity & Dynamic Income Trust and the other stocks. There may be false positives or some missing correlated stocks. If the price of Calamos Long/Short Equity & Dynamic Income Trust does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Calamos Long/Short Equity & Dynamic Income Trust
    Country United States
    City Naperville
    Address 2020 Calamos Court
    Phone 630-245-7200
    Website
    FullTime employees
    Industry
    Sector
    Exchange XNAS
    Ticker CPZ
    Market www.nasdaq.com

    Calamos Long/Short Equity & Dynamic Income Trust ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 4.8
    Peer Environment Performance 4.77
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 10.0
    Peer Social Performance 9.99
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count yes

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 7.2
    Peer Governance Performance 7.24
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: 24.4
    Environment Score: 4.8
    Social Score: 10.0
    Governance Score: 7.2

    ESG Performance: AVG_PERF

    Peer Group: US CE Long-Short Equity

    Peer Esg Score Performance: 24.43

    Rating Year: 2020

    Rating Month: 12

    Max Age: 86400

    Percentile: unknown