Ea Series Trust Etf Market Value
| CAOS Etf | 90.32 0.06 0.07% |
| Symbol | CAOS |
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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in EA Series on November 2, 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 | 0.1113 | |||
| Information Ratio | (0.52) | |||
| 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 | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.52) | |||
| Treynor Ratio | 0.5842 |
EA Series January 31, 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 | (0.03) | |||
| Market Risk Adjusted Performance | 0.5942 | |||
| Mean Deviation | 0.0707 | |||
| Semi Deviation | 0.0732 | |||
| Downside Deviation | 0.1113 | |||
| Coefficient Of Variation | 2787.54 | |||
| Standard Deviation | 0.1094 | |||
| Variance | 0.012 | |||
| Information Ratio | (0.52) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.52) | |||
| Treynor Ratio | 0.5842 | |||
| Maximum Drawdown | 0.5881 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.2448 | |||
| Downside Variance | 0.0124 | |||
| Semi Variance | 0.0054 | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.1648 | |||
| Kurtosis | 2.17 |
EA Series Trust Backtested Returns
Currently, EA Series Trust is very steady. EA Series Trust retains Efficiency (Sharpe Ratio) of 0.076, which denotes the etf had a 0.076 % 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 0.1113, standard deviation of 0.1094, and Market Risk Adjusted Performance of 0.5942 to check if the risk estimate we provide is consistent with the expected return of 0.0084%. The entity owns a Beta (Systematic Risk) of -0.0104, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EA Series are expected to decrease at a much lower rate. During the bear market, EA Series is likely to outperform the market.
Auto-correlation | -0.67 |
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 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 -0.67 indicates that around 67.0% of current EA Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Thematic Opportunities
Explore Investment Opportunities
Check out EA Series Correlation, EA Series Volatility and EA Series Performance module to complement your research on EA Series. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
EA Series technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.