Ea Series Trust Etf Market Value
| BESF Etf | 27.21 0.52 1.88% |
| Symbol | BESF |
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.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in EA Series on April 22, 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 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 | 1.32 | |||
| Information Ratio | 0.1413 | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.18 |
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 | 0.2442 | |||
| Jensen Alpha | 0.2942 | |||
| Total Risk Alpha | 0.1323 | |||
| Sortino Ratio | 0.1282 | |||
| Treynor Ratio | 7.22 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of EA Series' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
EA Series Trust Backtested Returns
EA Series appears to be very steady, given 3 months investment horizon. EA Series Trust retains Efficiency (Sharpe Ratio) of 0.2, which denotes the etf had a 0.2 % 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 utilize EA Series' Downside Deviation of 1.32, market risk adjusted performance of 7.23, and Standard Deviation of 1.19 to check if our risk estimates are consistent with your expectations. The entity owns a Beta (Systematic Risk) of 0.0415, 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 | 0.91 |
Excellent predictability
EA Series Trust has excellent predictability. Overlapping area represents the amount of predictability between EA Series time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. 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 0.91 indicates that approximately 91.0% of current EA Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
EA Series Trust lagged returns against current returns
Autocorrelation, which is EA Series etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting EA Series' etf expected returns. We can calculate the autocorrelation of EA Series returns to help us make a trade decision. For example, suppose you find that EA Series has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
EA Series regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If EA Series etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EA Series etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EA Series etf over time.
Current vs Lagged Prices |
| Timeline |
EA Series Lagged Returns
When evaluating EA Series' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EA Series etf have on its future price. EA Series autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, EA Series autocorrelation shows the relationship between EA Series etf current value and its past values and can show if there is a momentum factor associated with investing in EA Series Trust.
Regressed Prices |
| Timeline |