Ticker reaction data · Financial Services

Calamos Convertible and High Income Fund - Closed End Fund (CHY)

CHY moved a median of 0.00% 30 minutes after news, and +0.08% by the close. How CHY actually reacts to news — the realized, point-in-time move the market made, measured across 53 labeled events over the last three years with zero look-ahead.

The quantified answer

CHY’s median reaction, across the day.

0.00%
Median 30-min
Typical reaction 30 minutes after any CHY news
49%
Moved up
Share of CHY news events that rose at 30 minutes
+0.08%
Median to close
Where CHY typically settles by the closing bell
CHY median reaction to newsCHY median reaction to news across 4 horizons: 5-min +0.00%, 30-min +0.00%, 60-min +0.00%, to close +0.08%.5-min30-min60-minto close5-min: +0.00%30-min: +0.00%60-min: +0.00%to close: +0.08%+0.00%+0.00%+0.00%+0.08%0+0.08%
Median move vs. the price at the news timestamp, each horizon on its own sample — the counts are in the table below.
CHY median reaction to news, by horizon. Each rung is measured on the events that traded at that horizon.
HorizonMedian% positiveEvents
5-min0.00%50%46
30-min0.00%49%53
60-min0.00%49%53
to close+0.08%51%53
Where CHY reactions landvs 53 measured CHY reactions
CHYMiddle 50% · -0.12% to +0.13%Zero: 0.00%Median: 0.00%Median 0.00%-0.50%0+0.50%
Middle 50% of CHY reactions-0.12% to +0.13%
Median reaction (30-min)0.00%
Measured reactions53
Point-in-time · zero look-ahead

Half of all Calamos Convertible and High Income Fund - Closed End Fund news events land between -0.12% and +0.13% at 30 minutes.

Reaction stats as of 2026-09-21. Newest measured event . Reaction = percent move vs. the price at the news timestamp.

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Latest news

Recent CHY events, each with its measured reaction.

DateHeadlineEventSource5-minTo close
Form NPORT-P CALAMOS CONVERTIBLE & For: Jul 31SEC filing · Form NPORT-PSEC EDGAR-0.09%+1.21%
Form N-PX CALAMOS CONVERTIBLE & For: Jun 30SEC filing · Form N-PXSEC EDGAR-0.23%-0.15%
Form NPORT-P/A CALAMOS CONVERTIBLE & For: Apr 30SEC filing · Form NPORT-PSEC EDGAR+0.02%+0.23%
Form N-23C-2 CALAMOS CONVERTIBLE & For: Jul 24SEC filing · Form N-23C-2SEC EDGAR+0.08%-1.24%
Form N-CSRS CALAMOS CONVERTIBLE & For: Apr 30SEC filing · Form N-CSRSSEC EDGAR+0.04%-0.07%
Form NPORT-P CALAMOS CONVERTIBLE & For: Apr 30SEC filing · Form NPORT-PSEC EDGAR-0.02%-0.04%
Form NPORT-P CALAMOS CONVERTIBLE & For: Jan 31SEC filing · Form NPORT-PSEC EDGAR—-0.28%
Form N-CEN CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form N-CENSEC EDGAR-0.26%-0.26%
Form N-CSR CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form N-CSRSEC EDGAR+0.04%+0.08%
Form NPORT-P CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form NPORT-PSEC EDGAR+0.01%+0.36%
Form NPORT-P CALAMOS CONVERTIBLE & For: Jul 31SEC filing · Form NPORT-PSEC EDGAR+0.29%+0.47%
Form N-PX CALAMOS CONVERTIBLE & For: Jun 30SEC filing · Form N-PXSEC EDGAR-0.55%+0.09%
Form N-CSRS CALAMOS CONVERTIBLE & For: Apr 30SEC filing · Form N-CSRSSEC EDGAR+0.02%+0.09%
Form NPORT-P CALAMOS CONVERTIBLE & For: Apr 30SEC filing · Form NPORT-PSEC EDGAR+0.00%+0.18%
Form NPORT-P CALAMOS CONVERTIBLE & For: Jan 31SEC filing · Form NPORT-PSEC EDGAR-0.05%+0.10%
Form N-2ASR CALAMOS CONVERTIBLE &SEC filing · Form N-2ASRSEC EDGAR-0.14%-0.67%
Form N-CEN CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form N-CENSEC EDGAR-0.13%-0.17%
Form N-CSR CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form N-CSRSEC EDGAR—-0.16%
Form NPORT-P CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form NPORT-PSEC EDGAR+0.01%-0.24%
Form NPORT-P CALAMOS CONVERTIBLE & For: Jul 31SEC filing · Form NPORT-PSEC EDGAR+0.08%+0.76%
Form N-PX CALAMOS CONVERTIBLE & For: Jun 30SEC filing · Form N-PXSEC EDGAR—-0.19%
Form N-23C-2 CALAMOS CONVERTIBLE & For: Aug 02SEC filing · Form N-23C-2SEC EDGAR-0.18%+2.25%
Form NPORT-P CALAMOS CONVERTIBLE & For: Apr 30SEC filing · Form NPORT-PSEC EDGAR—+0.49%
Form N-CSRS CALAMOS CONVERTIBLE & For: Apr 30SEC filing · Form N-CSRSSEC EDGAR+0.09%+0.36%
Form 8-K CALAMOS CONVERTIBLE & For: May 14SEC filing · Form 8-KSEC EDGAR+0.00%+0.64%
Form NPORT-P CALAMOS CONVERTIBLE & For: Jan 31SEC filing · Form NPORT-PSEC EDGAR+0.38%+0.94%
Form N-CEN CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form N-CENSEC EDGAR+0.35%+0.09%
Form N-CSR CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form N-CSRSEC EDGAR+0.00%-2.80%
Form NPORT-P CALAMOS CONVERTIBLE & For: Oct 31SEC filing · Form NPORT-PSEC EDGAR+0.22%-0.17%

Each reaction is the move the market actually made, measured from the news timestamp. Headlines link through to the CHY section they belong to.

Keep exploring

Where else CHY is measured.

CHY earnings → · Analyst actions → · SEC filings →

Other Financial Services names, measured the same way

Same sector, same measurement: percent move vs. the price at the news timestamp, read at 30 minutes. Sample sizes differ, so the medians are comparable but the confidence behind them is not.

All Financial Services names, measured the same way →

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Method

How the numbers are made.

How is Calamos Convertible and High Income Fund - Closed End Fund's median reaction calculated?

Every labeled CHY news event is measured from its own timestamp: the last trade before the news is the base price, and the move is read at fixed horizons — 30 minutes of trading, then the close. The median across 53 events is what this page reports. Point-in-time, zero look-ahead: no event borrows information from a later one.

What counts as a positive reaction?

Any event whose price move is above zero at the horizon, relative to the last trade before the news timestamp. 49% of CHY's measured events are up at 30 minutes; the rest close the window flat or negative.

How often is this page updated?

The news table refreshes automatically as new events are labeled and priced. The reaction medians are re-pulled in batches from the dataset — the figures here are as of 2026-09-21.

Does CHY's past reaction predict its next one?

No. These are realized facts about past events, not forecasts. They describe a distribution — they say nothing certain about any future move.

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26M+ news records, 2006–2026 Operating since 2012 Point-in-time, zero look-ahead Peer-reviewable methodology (SSRN) ↗