How is Calamos S&P 500 Structured Alt Protection ETF - September (CPST)'s fair value calculated?

Calamos S&P 500 Structured Alt Protection ETF - September (CPST)'s fair value is computed with several independent methods — a discounted cash flow (DCF) model, the Graham number, earnings power value (EPV), and valuation multiples such as PE and EV/EBITDA — using data from SEC filings. P/B is optional for non-financial companies and included in the preset range for financial sectors.

What is Calamos S&P 500 Structured Alt Protection ETF - September (CPST)'s PE ratio versus its industry?

EvidInvest shows Calamos S&P 500 Structured Alt Protection ETF - September (CPST)'s current and historical PE ratio alongside its sector and industry averages, so you can see whether the stock trades at a premium or discount to peers. Full breakdown at https://evidinvest.com/valuation/CPST.

Fair value · Calamos S&P 500 Structured Alt Protection ETF - September (CPST) · updated 2026-10-23 · from 10-K FY2021

Calamos S&P 500 Structured Alt Protection ETF - September (CPST): not enough filed data to read assumptions out of the price yet.

Q: What is Calamos S&P 500 Structured Alt Protection ETF - September (CPST)'s fair-value range?

EvidInvest reads Calamos S&P 500 Structured Alt Protection ETF - September (CPST)'s market price back into the assumptions behind it — the implied P/E, growth rate and cash yield — using its latest filed financials, then lets you set your own. See the full DCF, Graham number, EPV and multiple-based methods at https://evidinvest.com/valuation/CPST.

These methods need positive earnings and cash flow from the company’s SEC filings. The detailed valuation tools below still work with whatever has been filed.

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The filing behind these numbers

Calamos S&P 500 Structured Alt Protection ETF - September

Revenue: $67.6M
Diluted EPS: $-2.26
Free cash flow: —; operating cash flow − capital expenditure
Diluted shares: 8.2M; weighted average

10-K FY2021 · fiscal year ended 2021-03-31 · filed 2021-06-14

Trailing-twelve-month EPS also uses the quarterly 10-Qs through Q1 FY2021 (filed 2021-06-10).

Open the 10-K list on sec.govCIK 1009759

Valuation tool: build your own CPST range

Fair Value Summary

Your range0 of 8 methods

At least two methods need a usable value to draw a range with these inputs.

Range with preset inputs

No preset range for this company yet.

The two ranges are identical because every input sits on a preset.

We don’t tell you what CPST is worth. Every tab OPENS on what today’s price implies for that method’s key assumption; you decide whether that assumption is reasonable — the growth matrix has CPST’s filed history and the AI chat will reason it through with you — and the range you build is yours. Our presets are filed history and reference settings, never a recommendation.

Discounted cash flow

N/A

Starting free cash flow is not positive; the model has nothing to grow.

Preset inputs — revenue-driven DCF from the latest filing

• Starting free cash flow is not positive; the model has nothing to grow.

Implied by today’s price

No free-cash-flow baseline in the filings yet.

Not solvable from the price — No free-cash-flow baseline in the filings yet. Showing preset inputs.

This method has no key input to read out of the price. The others below do, and you set them yourself: the growth matrix shows what CPST has actually filed, and the AI chat will reason it through with you.

Your inputs

Free cash flow grows at your stage-1 rate, then your stage-2 rate, then a terminal rate; everything is discounted at your WACC.

Stage-1 growth10.0%

Yearly free-cash-flow growth for the first stage. Starts below zero so a shrinking-cash-flow case — and the rate today’s price implies — can be set.

-20.0%60.0%

Stage-1 years5 yrs

How long stage-1 growth lasts.

1 yrs10 yrs

Stage-2 growth5.0%

Slower growth after stage 1, before the terminal phase.

-20.0%30.0%

Stage-2 years5 yrs

0 yrs10 yrs

Terminal growth2.5%

Growth forever after the two stages. Above ~3% is rarely justified.

0.0%5.0%

Discount rate (WACC)9.00%

The return you require. Default is the WACC EvidInvest computed for this company. Higher discount rate, lower value.

3.00%15.00%

Net debt ($M)Debt minus cash, from the balance sheet. Subtracted from enterprise value.

Starting FCF ($M)Latest free cash flow from the filing (operating cash flow minus capex).

Shares (M)Diluted shares, from the filing.

Inputs from the filing

Free cash flow: $-23.9M; latest full year
EBIT: $-13.2M; latest annual
Shares: 8.2M
Total debt: $0
Cash: $0
Net debt: $0; debt − cash

10-K FY2021 · period ended 2021-03-31 · filed 2021-06-14 · sec.gov

Prefer a blank slate with reverse DCF? Open the standalone DCF / reverse DCF for CPST

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Calamos S&P 500 Structured Alt Protection ETF - September (CPST): not enough filed data to read assumptions out of the price yet.

The filing behind these numbers

Valuation tool: build your own CPST range

Your range0 of 8 methods

Range with preset inputs

Your inputs

More on CPST

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Valuation tool: build your own CPST range

Your range0 of 8 methods

Range with preset inputs

Your inputs

More on CPST

Compare with peers

Explore