(SEPZ) TrueShares Structured - Ratings and Ratios
Equity Index Options
Description: SEPZ TrueShares Structured
The TrueShares Structured Outcome (September) ETF (BATS:SEPZ) is a Defined Outcome ETF based in the USA. This type of ETF is designed to provide investors with a specific outcome or return profile over a defined period, typically using a combination of options and other financial instruments.
To evaluate the performance of SEPZ, key performance indicators (KPIs) such as returns relative to its benchmark, tracking error, and Sharpe ratio should be considered. The funds Assets Under Management (AUM) stand at $111.26M USD, indicating a moderate size that may impact its liquidity and ability to achieve its investment objectives.
The ETF operates within the broader US financial markets, and its performance is influenced by key economic drivers such as interest rates, inflation expectations, and overall market sentiment. The Defined Outcome strategy employed by SEPZ may involve the use of options to cap potential upside in exchange for limiting downside risk, making it potentially attractive to investors seeking to manage volatility.
To assess the effectiveness of SEPZs investment strategy, investors should examine its ability to achieve its stated outcome, as well as its risk management practices. This includes evaluating the funds exposure to various asset classes, its use of derivatives, and the overall cost structure. By doing so, investors can make informed decisions about whether SEPZ aligns with their investment goals and risk tolerance.
SEPZ ETF Overview
| Market Cap in USD | 113m |
| Category | Defined Outcome |
| TER | 0.79% |
| IPO / Inception | 2020-08-31 |
SEPZ ETF Ratings
| Growth Rating | 73.9% |
| Fundamental | - |
| Dividend Rating | 63.4% |
| Return 12m vs S&P 500 | -4.25% |
| Analyst Rating | - |
SEPZ Dividends
| Dividend Yield 12m | 3.44% |
| Yield on Cost 5y | 6.12% |
| Annual Growth 5y | 204.86% |
| Payout Consistency | 60.0% |
| Payout Ratio | % |
SEPZ Growth Ratios
| Growth Correlation 3m | 93.9% |
| Growth Correlation 12m | 52% |
| Growth Correlation 5y | 92% |
| CAGR 5y | 15.30% |
| CAGR/Max DD 3y | 1.05 |
| CAGR/Mean DD 3y | 16.62 |
| Sharpe Ratio 12m | 1.04 |
| Alpha | -3.14 |
| Beta | 0.836 |
| Volatility | 9.67% |
| Current Volume | 5.7k |
| Average Volume 20d | 16.2k |
| Stop Loss | 40.5 (-3.1%) |
| Signal | 0.42 |
What is the price of SEPZ shares?
Over the past week, the price has changed by +2.20%, over one month by +1.45%, over three months by +7.34% and over the past year by +13.24%.
Is TrueShares Structured a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of SEPZ is around 45.76 USD . This means that SEPZ is currently overvalued and has a potential downside of 9.45%.
Is SEPZ a buy, sell or hold?
What are the forecasts/targets for the SEPZ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 51.3 | 22.7% |
Last update: 2025-09-12 04:44
SEPZ Fundamental Data Overview
CCE Cash And Equivalents = unknown
Revenue TTM is 0, using Net Income TTM 0.0 + Cost of Revenue 0.0 = 0.0 USD
Beta = 0.72
Revenue TTM = 0.0 USD
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 = 112.7m USD (112.7m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = none (FCF TTM 0.0 / Enterprise Value 112.7m)
FCF Margin = unknown (Revenue TTM is 0)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 112.7m / Book Value Of Equity 0.0)
Interest Expense / Debt = 0.0% (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default)
NOPAT = 0.0 (EBIT 0.0, no tax applied on loss)
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 = none (Debt none / FCF TTM 0.0)
Total Stockholder Equity = unknown
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity none)
RoCE = unknown (Ebit 0.0 / (Equity none + L.T.Debt none))
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, Ebit 0.0)
WACC = unknown (E(112.7m)/V(0.0) * Re(9.10%)) + (D(none)/V(0.0) * Rd(0.0%) * (1-Tc(0.21)))
Discount Rate = 9.10% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SEPZ ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle