(CAOS) EA Series Trust - Alpha - Overview
Etf: Options, Large-Cap, ETF, Active
| Risk 5d forecast | |
|---|---|
| Volatility | 2.55% |
| Relative Tail Risk | -19.4% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.23 |
| Alpha | 0.90 |
| Character TTM | |
|---|---|
| Beta | -0.174 |
| Beta Downside | -0.232 |
| Drawdowns 3y | |
|---|---|
| Max DD | 3.60% |
| CAGR/Max DD | 1.58 |
Description: CAOS EA Series Trust - Alpha December 28, 2025
The EA Series Trust – Alpha Architect Tail Risk ETF (BATS: CAOS) is an actively managed U.S. equity-hedged ETF that primarily holds options contracts on large-cap stocks. Under normal market conditions the fund seeks to capture upside while limiting downside by using option-based strategies tied to a large-cap index.
Key quantitative attributes (as of the most recent filing) include an expense ratio of roughly 0.55%, assets under management near $120 million, and an implied volatility exposure of about 30% annualized, reflecting its focus on tail-risk protection. The fund’s performance is highly sensitive to macro-level volatility drivers such as VIX spikes, interest-rate shifts, and geopolitical events that can trigger market stress, making it most relevant in environments where investors anticipate heightened tail risk.
If you want a deeper, data-driven view of how CAOS behaves across different market regimes, ValueRay’s analytics platform offers granular back-testing tools that can help you assess its risk-adjusted returns.
What is the price of CAOS shares?
Over the past week, the price has changed by +0.03%, over one month by +0.44%, over three months by +0.25% and over the past year by +2.95%.
Is CAOS a buy, sell or hold?
What are the forecasts/targets for the CAOS price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 93.2 | 3.1% |
CAOS Fundamental Data Overview February 02, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 571.7m USD (571.7m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 571.7m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 571.7m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 5.27% (E(571.7m)/V(571.7m) * Re(5.27%) + (debt-free company))
Discount Rate = 5.27% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)