(SEPZ) TrueShares Structured - Ratings and Ratios
Options, S&P500, Call, Put, ETF
Dividends
| Dividend Yield | 2.19% |
| Yield on Cost 5y | 3.91% |
| Yield CAGR 5y | 342.04% |
| Payout Consistency | 80.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 8.91% |
| Value at Risk 5%th | 15.2% |
| Relative Tail Risk | 3.95% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.61 |
| Alpha | -0.85 |
| CAGR/Max DD | 1.15 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.177 |
| Beta | 0.719 |
| Beta Downside | 0.693 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.57% |
| Mean DD | 1.58% |
| Median DD | 0.74% |
Description: SEPZ TrueShares Structured December 30, 2025
The TrueShares Structured Outcome (September) ETF (BATS:SEPZ) is an actively-managed fund that aims to generate a predefined payoff by holding a combination of S&P 500 call options and short S&P 500 put options. Each “Initial Investment Day” the fund establishes these positions with expirations that align with the next monthly roll date, effectively creating a short-term, defined-outcome exposure to the S&P 500 price index.
Key operational metrics (as of the latest filing) include an expense ratio of roughly 0.85% and assets under management near $150 million, reflecting modest but growing investor interest. The fund’s performance is highly sensitive to S&P 500 implied volatility; a 1-point rise in the VIX typically adds about 0.4 % to the fund’s daily return, all else equal. Macro-driven catalysts such as Federal Reserve rate policy and the U.S. CPI trend are therefore primary drivers of the ETF’s outcome, while the underlying index’s sector tilt (≈ 27 % technology, ≈ 15 % health care) shapes the risk-return profile of the option positions.
For a deeper dive into how SEPZ’s payoff structure compares to other defined-outcome products, you might find the analytics on ValueRay useful.
What is the price of SEPZ shares?
Over the past week, the price has changed by -0.72%, over one month by +0.53%, over three months by +1.80% and over the past year by +13.39%.
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 | 52.7 | 24.7% |
SEPZ Fundamental Data Overview December 30, 2025
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 = 110.6m USD (110.6m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 110.6m)
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 110.6m / 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 = 8.66% (E(110.6m)/V(110.6m) * Re(8.66%) + (debt-free company))
Discount Rate = 8.66% (= 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