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CHW

๐Ÿฆ Financial Services

Calamos Global Dynamic Income Fund

Conservative #409Aggressive #1320Low RiskFโ†‘ 35pt
$8.19-1.21%
Day High$8.26
Day Low$8.18
Volume0.1M
Mkt Cap$523M
52W Low $552W High $8
Market Cap
$527M
P/E Ratio
5.6
Sector avg: 26.8
Rev Growth
-60.7%
Sector avg: 13.4%
Earnings Growth
-37.7%
Profit Margin
157.3%
Sector avg: -2.8%
Debt/Equity
0.44

Why This Score

CHW scores 58.0 on the Conservative profile, blending a fundamental score (80% weight, emphasizing quality and stability (84% of fundamental weight)) with a machine-learning signal (20% weight) trained on 82 features across 30 years of data.

Strengths
  • Strong profitability: ROE of 18.4% exceeds the 15% quality threshold.
  • High net margin of 157.3%, indicating pricing power and operational efficiency.
  • Attractively valued at 5.6x earnings, below the market average.
  • Low volatility (3.7% annualized) โ€” well-suited for risk-averse portfolios.
  • Positive but moderate momentum (32%) โ€” steady appreciation without overheating.
Risk Factors
  • Liquidity concern: Limited trading volume or float results in a 5-point penalty for execution risk.
  • Signal divergence: Fundamental and ML signals disagree by a significant margin, reducing confidence.

Net penalties of -11.6 points significantly impact the ranking. Without these adjustments, CHW would rank considerably higher.

Score Breakdown

Overall Score58.0
Fundamental Score68.9
ML Score42.0

Score by Horizon

3 Month
1.9
6 Month
2.1
Primary
1 Year
2.2

Quality Assessment

B
Quality Grade
Good quality โ€” solid metrics, minor concerns possible
1 quality flag detected โ€” see details below. These penalties are already factored into the final score.
Quality Flags
False stability: 0.037 vol with only -60.7% revenue growth โ€” stagnation, not safety (declining revenue overrides sector exemption)

Position Sizing

Suggested Allocation
5%
Confidence
high

Score Composition Waterfall

How each component affects the final score
Backtested Scoring Levers (IC-calibrated from 30y ElasticNet)
Weinstein (12.1%)
100
Advancing
Sentiment (2.5%)
51
Neutral
Analyst (6.4%)
50
Neutral
Tradability (post-hoc)
44
Grade Clow volume, low dollar volume
Base
58.5
SHAP
+3.7
Factors
-0.5
Conviction
-1.9
Divergence
-1.8
Final
58.0
Positive adjustment
Negative adjustment
Base blend
Final score

Factor Breakdown

57AVG
Value91
Quality74
Growth0
Stability91
Investment31

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)55.0
Technical (Momentum, Weinstein, Volatility)87.0
External (Sentiment, Analyst, Macro)63.0
Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score
Features
Confidence
Feature Coverage89%

Growth Estimates

Short-term
-17.2% to -5.2%
Medium-term
-22.3% to -6.3%
Long-term
-29.0% to -5.7%

ML Model Core Features100 trained inputs โ†’ ML Score: 42

These features are direct inputs to the machine learning model. The model was trained on these signals alongside 100 features (including 12 momentum/technical indicators) to produce the ML percentile score.

Analyst Intelligence
Consensus Score50.0/100
Target Upside+0.0%
Coverage0 analysts
Market Sentiment
Sentiment Score50.7/100
News Volume1 articles
Technical Stage
Weinstein Stage2 โ€” Advancing
12M Momentum+0.3%
6M Momentum+0.2%
Volatility+0.0%
Momentum & Technical
Momentum Acceleration+15.6%
Momentum ConsistencyModerate (0.51)
Relative Strength vs Sector+23.0%
Trend Strength (ADX Proxy)Strong (5.0)
Momentum Quality+0.308
Momentum BreadthBroad โœ“
Macro Regime
Bull RegimeYes
High Vol RegimeNo
S&P 500 Return+25.0%
Yield Curve-0.1bp

Sector-Relative AnalysisIn-model features

Value Trap Signal
18%
Moderate โ€” watch growth
Sector RevGr Rank
P2
Revenue growth vs Financial Services peers
Sector PE Rank
P95
Valuation vs Financial Services peers
Sector FCF Rank
P19
Free cash flow vs Financial Services peers
Growth Deviation
-1.0ฯƒ
Z-score vs sector median
Stagnation Flag
YES
Below-sector growth + cheap PE

Analysis Signals

Scoring Factors
Fundamental score of 69 relative to sector peers69/100
Machine learning ensemble ranks this stock at the 42th percentileP42
Blended score: 80% fundamental (69) + 20% ML (42) = 63.563.5
Risk assessment: low. Low vol 0.0%; Drawdown 3% โ†’ 0.0ptLow
Earnings quality grade B: adequate earnings quality with minor concerns. Score adjusted by 0 pointsGrade B
SHAP feature alignment: +3.7pt (features align with model priorities)SHAP
Conviction adj: -1.9pt (conviction=N/A)Conviction
Divergence penalty: -1.8pt (ML 27pt lower)Divergence
Risk Factors
Quality concern: False stability: 0.037 vol with only -60.7% revenue growth โ€” stagnation, not safety (declining revenue overrides sector exemption)Flag
Liquidity penalty: -5.0pt (grade C)Liquidity

Sector Peer Comparison(Financial Services โ€” Rank #134 of 356 stocks)

StockScoreP/ERev GrowthMarginMkt Cap
CHW58.05.6-60.7%157.3%$527M
CME86.427.29.9%57.5%$114.0B
FHB84.911.83.2%24.2%$3.1B
ACT84.58.92.4%54.6%$6.1B
CINF84.210.711.4%18.9%$25.4B
SEIC82.214.010.7%27.3%$9.9B
TROW79.910.13.1%28.5%$20.5B
QQQX79.710.448.6%257.3%$1.4B
IBOC78.210.67.5%40.1%$4.2B
HWC77.812.2-1.5%24.1%$5.6B
FFIN77.518.811.7%30.7%$4.7B
TRMK77.111.934.8%19.3%$2.6B
NMIH77.17.78.4%55.1%$3.0B
EWBC76.712.74.6%28.3%$15.3B
WSFS76.312.8-3.1%21.1%$3.5B
MCHB76.1N/A123.7%23.2%$3.1B
Sector Average47.526.813.4%-2.8%โ€”

Company Overviewvia FMP

Calamos Global Dynamic Income Fund is a closed ended balanced mutual fund launched by Calamos Investments LLC. The fund is managed by Calamos Advisors LLC. It invests in public equity and fixed income markets across the globe. The fund seeks to invest in securities of companies operating across diversified sectors. It primarily invests in growth stocks of companies across all market capitalizations, as well as in higher yield corporate bonds, government bonds, convertibles, and alternative investments such as arbitrage and call writes. The fund employs both fundamental and quantitative analysis, focusing on such factors as source, sustainability, and risk of investment opportunities to create its portfolio. It benchmarks the performance of its portfolio against the MSCI World Index and Merrill Lynch Global Broad Markets Index. The fund was formerly known as Calamos Global Diversified Income & Opportunities Fund. Calamos Global Dynamic Income Fund was formed on April 10, 2007 and is domiciled in the United States.

CEO
John Peter Calamos
Beta
1.11
Industry
Asset Management - Income
FMP-Identified Peers

Technical Picturecomputed from daily prices

RSI (14)
62.8
Neutral
Trend
Bullish
10-day vs 50-day MA
From 52W High
-1.8%
High: $8.34
From 52W Low
+53.1%
Low: $5.35
Moving Averages
10-Day
$8.20
Below
20-Day
$8.10
Above
50-Day
$7.80
Above
200-Day
$7.40
Above
60-Day Support
$7.11
60-Day Resistance
$8.34
Weinstein Stage Analysisbased on 200-day SMA framework
Stage 2 โ€” AdvancingScore: 70/100

Stock is in an uptrend above the 200-day moving average. This is the stage where institutional accumulation typically occurs. The 50-day SMA provides support.

Favorable technical position; 50-day SMA acts as support
Price vs 200 SMA
+10.7%
200 SMA Slope (60d)
+5.38%
Rising
Volume Ratio
0.8x
10d avg vs 50d avg
Days in Stage
100
Confidence: 90%

Entry & Exit Zones

Above Entry Zone
$7.03
Stop Entry Now Target
$9.90
Entry Zone
$7.72 โ€“ $8.03
SMA50 pullback zone ($7.72โ€“$8.03)
Exit Target
$9.61
52-week high / +22% target ($9.61)
Stop Level
$7.25
Below SMA200 ($7.25)
Risk / Reward:1 : 2.78Acceptable

Stage 2 uptrend โ€” institutional accumulation phase. SMA50 pullbacks are the highest-probability entry points. Stop below SMA200 preserves capital if trend breaks.

Technical zones only โ€” derived from moving averages and price structure. Not financial advice. Past technical patterns do not guarantee future performance.

Financial Statementslast 4 quarters via FMP

MetricQ4 2025Q2 2025Q4 2024Q2 2024
Revenue$25M$34M$16M$49M
Gross Profit$21M$0$12M$46M
Operating Income$114M$-10M$61M$100M
Net Income$109M$-16M$54M$95M
EPS (Diluted)$1.70$-0.25$0.85$1.48
Gross Margin84.8%0.0%75.9%93.2%
Operating Margin452.6%-29.1%376.9%204.1%
Net Margin432.4%-47.5%336.0%192.8%

Why This Stock

Financial ServicesP/E ratio of 5.6Profit margin 157.3%

Tradability FilterGrade C โ€” 44/100Score impact: +17.7pt

Volume
41
172K avg/day
Dollar Vol
5
$1M/day
Float
86
64M shares
Mkt Cap
30
$527M
Range
87
55% spread
Composite Liquidity Score44/100
FDCBA
low volumelow dollar volume

Multi-Year Range Analysis

Sideways: 33/100
YearLowHighRangeStatus
2021$9.37$11.3919.5%Narrow
2022$5.33$10.0661.5%Wide
2023$5.07$6.5425.3%Moderate
2024$5.65$7.3526.2%Moderate
2025$5.35$7.8638%Wide
3-Year Range
43.2%
Narrow Years
3 / 5
Sideways Penalty
None

Growth Projection Adjustment

0.21x dampening
severe revenue declinestagnation flag

Growth estimates have been dampened based on technical and fundamental signals. This is a post-hoc adjustment to prevent overly optimistic projections for stocks showing declining momentum or deteriorating fundamentals.

Free Float
100.0%
Outstanding Shares
64M
Bid-Ask Spread
55.0%
Institutional Tradable
Limited

Scores are generated by a multi-stage ML pipeline combining fundamental analysis, ensemble predictions, and structural risk signals. All data is for research purposes only and does not constitute financial advice. Past performance does not guarantee future results.