CAIE ETF Analysis: Calamos US Equity | NYSE
Derivative Income | NYSE, USA | Market Cap: 1.386m USD | 12M Return: 12.3% | US12811T5719 | Charts, Fundamentals & Technical Analysis
Avg Turnover: 18.8M
Warnings
Tailwinds
No distinct edge detected
Seasonality 1.2 years of data
How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.
The Calamos US Equity Autocallable Income ETF (CAIE) is a non-diversified ETF that invests at least 80% of its total assets in U.S. Treasuries, cash, cash equivalents, box spreads, and unfunded total return swaps. These instruments are designed to provide exposure to the MerQube U.S. Large Cap Vol Advantage Autocallable Index.
The fund falls within the Derivative Income ETF category, reflecting its use of structured derivative instruments rather than direct equity holdings to generate income. Calamos is known for its structured and options-based income strategies, and autocallable structures typically aim to deliver enhanced yield tied to the performance of large-cap U.S. equities, with the Treasuries and cash components serving as collateral for the swap positions.
- U.S. Treasury yield movements directly drive autocallable structure payoffs
- Volatility index performance determines embedded option premiums and income distribution
- Federal Reserve rate path shifts Treasury curve and swap economics
As of October 05, 2026, the stock is trading at USD 26.59 with a total of 708,523 shares traded. Over the past week, the price has changed by -0.31%, over one month by +0.70%, over three months by +2.31% and over the past year by +12.25%.
Current recommended Stop Loss: 25.90 (which is 2.6% or 2.6 ATR below the current price).
Calamos US Equity has no consensus analysts rating.