BALI ETF Analysis: Blackrock Advantage Large | BATS

Derivative Income | BATS, USA | Market Cap: 1.216m USD | 12M Return: 21.3% | Charts, Fundamentals & Technical Analysis

Large Cap Stocks, Equity Options, Premium Income, US Issuers
Total Rating 60
Safety 43
Buy Signal -0.10
Derivative Income
Category Rotation: -9.2
TER: 0.35%
AUM: 1.22B
Avg Turnover: 9.22M
Risk 3d forecast
Volatility12.0%
VaR 5th Pctl2.25%
VaR vs Median4.45%
Reward TTM
Sharpe Ratio1.55
Rel. Str. IBD51.1
Rel. Str. Peer Group61.9
Character TTM
Beta0.836
Beta Downside0.849
Hurst Exponent0.455
Drawdowns 3y
Max DD16.65%
CAGR/Max DD1.27
CAGR/Mean DD12.98

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 2.7 years of data

Jan +0.2% 15
Feb -1.1% 19
Mar -5.0% 38
Apr -2.9% 15
May +3.2% 52
Jun +1.5% 26
Jul -0.6% 8
Aug +0.4% 13
Sep +0.4% 7
Oct -2.8% 24
Nov +3.1% 33
Dec -1.1% 16

Average return per month, with how dependable it is below — did the month move the same way every year (high) or randomly (low). Above 60 is a pattern worth trusting; under 40 is noise.

Description: BALI Blackrock Advantage Large

The BlackRock Advantage Large Cap Income ETF (BALI) is a U.S.-listed exchange-traded fund that seeks to generate income by investing at least 80% of its net assets in a combination of large cap equity securities of U.S. issuers and options designed to produce premium income. The fund is structured as non-diversified, meaning it may concentrate its holdings in a relatively small number of issuers rather than spreading investments broadly across the market.

As an ETF in the Derivative Income category, BALI uses options as a core part of its investment approach to generate yield on top of the underlying equity exposure. The fund focuses on large cap U.S. companies, which are typically established businesses with substantial market capitalization, and combines that equity exposure with an options overlay designed to harvest premiums. Launched in late 2023, the fund offers investors a vehicle that blends traditional large cap U.S. equity exposure with a derivatives-based income strategy in a single exchange-traded product.

Headlines to Watch Out For
  • Covered call premium income rises with market volatility
  • Large cap U.S. equity beta drives NAV alongside S&P 500
  • Competition intensifies from JEPI and other yield-focused ETFs
  • Fed rate cut path reshapes options pricing dynamics
What is the price of BALI shares?

As of June 30, 2026, the stock is trading at USD 33.64 with a total of 253,607 shares traded. Over the past week, the price has changed by +0.00%, over one month by -1.19%, over three months by +14.74% and over the past year by +21.31%.

Current recommended Stop Loss: 32.90 (which is 2.2% or 1.9 ATR below the current price).

Is BALI a buy, sell or hold?

Blackrock Advantage Large has no consensus analysts rating.