CAIE ETF Analysis: Calamos US Equity | NYSE
Derivative Income | NYSE, USA | Market Cap: 1.260m USD | 12M Return: 18.3% | US12811T5719 | Charts, Fundamentals & Technical Analysis
Avg Turnover: 15.0M
Warnings
No concerns identified
Tailwinds
No distinct edge detected
Seasonality 1.1 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 exchange-traded fund classified within the Derivative Income category. Under normal market conditions, it commits at least 80% of its total assets to a mix of U.S. Treasuries, cash, cash equivalents, box spreads, and unfunded total return swaps. These derivatives are structured to deliver exposure to the MerQube U.S. Large Cap Vol Advantage Autocallable Index, allowing the fund to synthetically track an autocallable-style strategy tied to U.S. large-cap equities rather than holding those securities directly. The fund launched in mid-2025 and operates as a small-cap ETF on the NYSE.
- Treasury yield shifts reshape funds coupon income stream
- Implied volatility levels determine autocall trigger probability
- Fed rate path influences demand for structured income products
As of August 21, 2026, the stock is trading at USD 26.87 with a total of 683,934 shares traded. Over the past week, the price has changed by -2.22%, over one month by +1.75%, over three months by +1.49% and over the past year by +18.29%.
Current recommended Stop Loss: 26.50 (which is 1.4% or 1.8 ATR below the current price).
Calamos US Equity has no consensus analysts rating.