Ea Series Trust Etf Performance
| STXM Etf | 28.15 0.10 0.35% |
The entity owns a Beta (Systematic Risk) of 1.11, which means a somewhat significant risk relative to the market. EA Series returns are very sensitive to returns on the market. As the market goes up or down, EA Series is expected to follow.
Risk-Adjusted Performance
13 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in EA Series Trust are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, EA Series may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
STXM |
EA Series Relative Risk vs. Return Landscape
If you would invest 2,547 in EA Series Trust on August 30, 2024 and sell it today you would earn a total of 268.00 from holding EA Series Trust or generate 10.52% return on investment over 90 days. EA Series Trust is currently generating 0.1634% in daily expected returns and assumes 0.9557% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than STXM, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
EA Series Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EA Series' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as EA Series Trust, and traders can use it to determine the average amount a EA Series' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.171
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | STXM | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average EA Series is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of EA Series by adding it to a well-diversified portfolio.
About EA Series Performance
By examining EA Series' fundamental ratios, stakeholders can obtain critical insights into EA Series' financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that EA Series is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
EA Series is entity of United States. It is traded as Etf on NYSE exchange.