(CAOS) EA Series Trust - Alpha - Ratings and Ratios
Options Contracts, Large Cap Index, Equity Securities
Description: CAOS EA Series Trust - Alpha
The EA Series Trust - Alpha Architect Tail Risk ETF (CAOS) is an actively managed ETF that invests in options contracts linked to the performance of large-cap companies. This strategy aims to provide a hedge against extreme market movements, also known as tail risk.
To evaluate the funds performance, we can look at key performance indicators (KPIs) such as the Sharpe Ratio, which measures risk-adjusted returns, and the Sortino Ratio, which assesses downside risk. A higher Sharpe Ratio indicates better risk-adjusted performance, while a higher Sortino Ratio suggests lower downside risk. We can also examine the funds beta to understand its correlation with the broader market.
In terms of investment strategy, the funds focus on options contracts linked to large-cap companies implies a relatively conservative approach. However, the use of options contracts also introduces complexity and potential risks, such as counterparty risk and liquidity risk. To mitigate these risks, the funds managers likely employ sophisticated risk management techniques, such as delta hedging and position sizing.
To further assess the funds effectiveness, we can analyze its returns relative to its benchmark, as well as its tracking error. A lower tracking error indicates that the funds returns are closely aligned with its benchmark, suggesting effective management. We can also examine the funds expense ratio to understand its cost structure and potential impact on returns.
With an AUM of $413.45M, the fund has a significant asset base, which can provide economies of scale and help reduce costs. However, its essential to monitor the funds growth and ensure that its strategy remains effective at scale.
CAOS ETF Overview
| Market Cap in USD | 419m |
| Category | Equity Hedged |
| TER | 0.63% |
| IPO / Inception | 2013-08-14 |
CAOS ETF Ratings
| Growth Rating | 58.6 |
| Fundamental | - |
| Dividend Rating | - |
| Rel. Strength | -16.2 |
| Analysts | - |
| Fair Price Momentum | 85.01 USD |
| Fair Price DCF | - |
CAOS Dividends
Currently no dividends paidCAOS Growth Ratios
| Growth Correlation 3m | 63.6% |
| Growth Correlation 12m | 96.2% |
| Growth Correlation 5y | 99.3% |
| CAGR 5y | 6.25% |
| CAGR/Max DD 5y | 1.74 |
| Sharpe Ratio 12m | -0.68 |
| Alpha | 1.12 |
| Beta | -0.101 |
| Volatility | 2.05% |
| Current Volume | 13.3k |
| Average Volume 20d | 13.1k |
| Stop Loss | 86.4 (-3%) |
As of August 08, 2025, the stock is trading at USD 89.10 with a total of 13,263 shares traded.
Over the past week, the price has changed by +0.33%, over one month by +0.33%, over three months by +0.57% and over the past year by +3.38%.
Partly, yes. Based on ValueRay´s Analyses, EA Series Trust - Alpha (BATS:CAOS) is currently (August 2025) ok to buy, but has to be watched. It has a Growth Technical Rating of 58.57 and therefor an somewhat technical positive rating according to historical growth.
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of CAOS is around 85.01 USD . This means that CAOS is currently overvalued and has a potential downside of -4.59%.
EA Series Trust - Alpha has no consensus analysts rating.
According to our own proprietary Forecast Model, CAOS EA Series Trust - Alpha will be worth about 91.8 in August 2026. The stock is currently trading at 89.10. This means that the stock has a potential upside of +3.04%.
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 91.8 | 3% |
CAOS Fundamental Data Overview
[93m CCE Cash And Equivalents = unknown
[39m[93m Revenue TTM is 0, using Net Income TTM (False) + Cost of Revenue (False) = 0.0 USD
[39m Beta = 0.44
Revenue TTM = 0.0 USD
EBIT TTM = (False) USD
EBITDA TTM = (False) USD
[93m Debt = unknown
[39m Enterprise Value = 418.5m USD (Market Cap 418.5m + (null Debt) - CCE unknown)
[93m Interest Coverage Ratio = unknown (Ebit TTM (False) / Interest Expense TTM (False))
[39m[93m FCF Yield = N/A (FCF TTM (False) / Enterprise Value 418.5m)
[39m[93m FCF Margin = unknown (Revenue TTM is 0)
[39m[93m Net Margin = unknown
[39m[93m Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM (False)) / Revenue TTM)
[39m[93m Tobins Q-Ratio = unknown (Enterprise Value 418539033.0 / Book Value Of Equity False)
[39m Interest Expense / Debt = 0.0% (Interest Expense (False) / Debt N/A)
[93m Taxrate = 21% (can't be calculated, taking the US default taxrate)
[39m[93m NOPAT = unkown (taxrate: 0.21)
[39m[93m Current Ratio = unknown (Total Current Assets (False) / Total Current Liabilities (False))
[39m[93m Debt / Equity = unknown Debt (N/A)
[39m[93m Debt / EBITDA = unknown (Net Debt N/A / EBITDA (False))
[39m[93m Debt / FCF = N/A (Debt N/A / FCF TTM (False))
[39m[93m Total Stockholder Equity = unknown
[39m RoA = N/A%
[93m RoE = unknown (Net Income TTM (False) / Total Stockholder Equity N/A)
[39m[93m RoCE = unknown (Ebit (False) / Total Stockholder Equity N/A + Long Term Debt N/A)
[39m[93m WACC = unknown (needs Market Cap, Debt N/A, Interest Expense 0.0, Taxrate 0.21, CAPM 2.26)
[39m Discount Rate = 4.20% (= Risk Free Rate) -> adjusted to the min. Equity Risk Premium 8%
[93m Fair Price DCF = unknown (Cash Flow (False))
[39m
Additional Sources for CAOS ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle