Ea Series Trust Etf Fundamentals
| CAOS Etf | 90.26 0.03 0.03% |
As of the 29th of January, EA Series owns the Downside Deviation of 0.1083, market risk adjusted performance of (0.24), and Standard Deviation of 0.1086. EA Series Trust technical analysis allows you to utilize past data patterns in order to determine a pattern that computes the direction of the entity's future prices. Please confirm EA Series Trust coefficient of variation, as well as the relationship between the treynor ratio and semi variance to decide if EA Series Trust is priced fairly, providing market reflects its prevailing price of 90.26 per share.
EA Series' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing EA Series' valuation are provided below:EA Series Trust does not at this moment have any fundamental measures for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Investors evaluate EA Series Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating EA Series' intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause EA Series' market price to deviate significantly from intrinsic value.
It's important to distinguish between EA Series' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding EA Series should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, EA Series' market price signifies the transaction level at which participants voluntarily complete trades.
EA Series 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to EA Series' etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of EA Series.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in EA Series on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding EA Series Trust or generate 0.0% return on investment in EA Series over 90 days. EA Series is related to or competes with Dimensional ETF, First Trust, FT Cboe, First Trust, FT Cboe, Bitwise Funds, and Pacer Benchmark. EA Series is entity of United States. It is traded as Etf on BATS exchange. More
EA Series Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure EA Series' etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess EA Series Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1083 | |||
| Information Ratio | (0.66) | |||
| Maximum Drawdown | 0.5881 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.2448 |
EA Series Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EA Series' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EA Series' standard deviation. In reality, there are many statistical measures that can use EA Series historical prices to predict the future EA Series' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.66) | |||
| Treynor Ratio | (0.25) |
EA Series January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | (0.24) | |||
| Mean Deviation | 0.0694 | |||
| Semi Deviation | 0.075 | |||
| Downside Deviation | 0.1083 | |||
| Coefficient Of Variation | 3342.71 | |||
| Standard Deviation | 0.1086 | |||
| Variance | 0.0118 | |||
| Information Ratio | (0.66) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.66) | |||
| Treynor Ratio | (0.25) | |||
| Maximum Drawdown | 0.5881 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.2448 | |||
| Downside Variance | 0.0117 | |||
| Semi Variance | 0.0056 | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.1962 | |||
| Kurtosis | 2.31 |
EA Series Trust Backtested Returns
Currently, EA Series Trust is very steady. EA Series Trust retains Efficiency (Sharpe Ratio) of 0.0447, which denotes the etf had a 0.0447 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for EA Series, which you can use to evaluate the volatility of the entity. Please confirm EA Series' Downside Deviation of 0.1083, market risk adjusted performance of (0.24), and Standard Deviation of 0.1086 to check if the risk estimate we provide is consistent with the expected return of 0.005%. The entity owns a Beta (Systematic Risk) of 0.0269, which means not very significant fluctuations relative to the market. As returns on the market increase, EA Series' returns are expected to increase less than the market. However, during the bear market, the loss of holding EA Series is expected to be smaller as well.
Auto-correlation | -0.65 |
Very good reverse predictability
EA Series Trust has very good reverse predictability. Overlapping area represents the amount of predictability between EA Series time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of EA Series Trust price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current EA Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, EA Series Trust has a Beta of 0.17. This is much higher than that of the family and significantly higher than that of the Equity Hedged category. The beta for all United States etfs is notably lower than that of the firm.
CAOS Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses EA Series' direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of EA Series could also be used in its relative valuation, which is a method of valuing EA Series by comparing valuation metrics of similar companies.EA Series is currently under evaluation in beta as compared to similar ETFs.
CAOS Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining EA Series's current stock value. Our valuation model uses many indicators to compare EA Series value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across EA Series competition to find correlations between indicators driving EA Series's intrinsic value. More Info.EA Series Trust is the top ETF in beta as compared to similar ETFs. It also is the top ETF in one year return as compared to similar ETFs reporting about 17.06 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value EA Series by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.As returns on the market increase, EA Series' returns are expected to increase less than the market. However, during the bear market, the loss of holding EA Series is expected to be smaller as well.
CAOS Fundamentals
| Beta | 0.17 | |||
| One Year Return | 2.90 % | |||
| Three Year Return | 5.70 % | |||
| Five Year Return | 1.50 % | |||
| Ten Year Return | 3.50 % |
About EA Series Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze EA Series Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of EA Series using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of EA Series Trust based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.EA Series is entity of United States. It is traded as Etf on BATS exchange.
Thematic Opportunities
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Check out EA Series Piotroski F Score and EA Series Altman Z Score analysis. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Investors evaluate EA Series Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating EA Series' intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause EA Series' market price to deviate significantly from intrinsic value.
It's important to distinguish between EA Series' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding EA Series should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, EA Series' market price signifies the transaction level at which participants voluntarily complete trades.