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CPZ

Calamos LongShort Equity & Dynamic Income Trust
Chart
$12.72
Latest Week 2026-06-05
Financial ServicesAsset ManagementMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.65
OS Score
89.0%
Value
29.0%
Quality
17.0%
Momentum
#67.00000000
TV Rank
3/9
F-Score
0.508
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
186.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
28.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
3.5×
P/S
2.9×
P/B
0.8×
E/P
0.2871
FCF Yield
-2.296
EBITDA/EV
1.865
SH Yield
0.280
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 3.5x places this firmly in deep value territory. Negative FCF yield (-229.6%) — the business is currently cash-consumptive. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.219
ROA
0.107
Net Margin
0.834
Op Margin
0.987
GPA
0.102
D/E
1.05
Current
0.01
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
0.262
lower=better
5yr Consist
No
ROE of 22% is exceptional. Accruals ratio of 0.262 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
17.0%ile
6M Return
-9.5%
12M Return
-10.8%
12-1 Mom
-5.3%
Risk-Adj
-0.45
Vol 252d
11.9%
Vol 60d
26.9%
↑ Expanding
Max DD 12M
-17.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (27%) is expanding vs long-term (12%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.65
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
73.1%
Sector Quality %ile
9.4%
P/E z-score
-0.51
P/B z-score
-0.08
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
RILY BRC Group Holdings, Inc. 98.0% 95.0% 79.0% 96.0%
IFS Intercorp Financial Services Inc 98.0% 98.0% 90.0% 78.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (89th value) but weak quality (29th). Classic value trap risk.
Falling Knife
Weak momentum (17th) despite looking cheap (89th value). Wait for momentum to stabilise.
Earnings Quality Concern
ROE looks strong (22%) but high accruals (0.262) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (27%) significantly exceeds 252-day (12%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.7% avg (7 factors)
Quality
C
51.2% avg (8 factors)
Momentum
F
21.8% avg (4 factors)
Risk
A
96.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.650—0—
Value %ile0.890—1—
Quality %ile0.290—1—
Momentum %ile0.170—1—
F-Score3.000—1—
Confidence0.702—1—
Volatility0.119—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.48
Earnings Yield (E/P)
0.2871
Price / Sales
2.91
Price / Book
0.76
FCF Yield
-229.6%
EBITDA / EV
186.5%
Sales Yield (1/P·S)
1.8888
Shareholder Yield
Div + net buyback / mktcap
28.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.9%
Return on Assets
10.7%
Net Margin
83.4%
Operating Margin
98.7%
Gross Profit / Assets
Novy-Marx GPA
10.2%
Debt / Equity
1.05
Current Ratio
0.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.262
MomentumPrice trend strength over different horizons
6M Return
-9.5%
12M Return
-10.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
28.0%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
67
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity