(SPYI) SHP Trust - NEOS SP500 High - Ratings and Ratios
Stocks, Options, S&P 500
| Risk via 10d forecast | |
|---|---|
| Volatility | 19.4% |
| Value at Risk 5%th | 33.1% |
| Relative Tail Risk | 3.60% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.55 |
| Alpha | 0.47 |
| Character TTM | |
|---|---|
| Hurst Exponent | |
| Beta | 0.836 |
| Beta Downside | 0.906 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.47% |
| Mean DD | 1.61% |
| Median DD | 0.61% |
Description: SPYI SHP Trust - NEOS SP500 High November 07, 2025
The NEOS S&P 500 High Income ETF (BATS: SPYI) is an actively-managed fund that combines long exposure to the S&P 500® Index with a systematic options overlay. The overlay mixes written (covered) call options and purchased call options on the index, aiming to generate extra income while preserving upside participation; the covered-call component can be used when market conditions favor premium capture.
As of the most recent filing (Q3 2025), SPYI carries an expense ratio of roughly 0.35% and manages about $1.2 billion in assets. Its 30-day SEC yield sits near 5.2%, reflecting the combined dividend yield of the underlying equities and the premium earned from the call-selling strategy. The fund’s performance is sensitive to three primary drivers: (1) equity market volatility, which expands option premiums; (2) the level of short-term interest rates, which influence the cost of carry for options; and (3) sector weightings toward high-dividend industries such as utilities, REITs, and consumer staples, which boost the underlying income stream.
For a deeper, data-driven breakdown of SPYI’s risk-adjusted returns and scenario analysis, you may find ValueRay’s analytical platform a useful next step.
SPYI ETF Overview
| Market Cap in USD | 5,916m |
| Category | Derivative Income |
| TER | 0.68% |
| IPO / Inception | 2022-08-29 |
| Return 12m vs S&P 500 | -1.17% |
| Analyst Rating | - |
SPYI Dividends
| Dividend Yield | 11.73% |
| Yield on Cost 5y | 18.30% |
| Yield CAGR 5y | 79.98% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
SPYI Growth Ratios
| CAGR 3y | 16.50% |
| CAGR/Max DD Calmar Ratio | 1.00 |
| CAGR/Mean DD Pain Ratio | 10.24 |
| Current Volume | 3499k |
| Average Volume | 2523.4k |
What is the price of SPYI shares?
Over the past week, the price has changed by +0.35%, over one month by +1.26%, over three months by +4.04% and over the past year by +12.57%.
Is SHP Trust - NEOS SP500 High a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of SPYI is around 61.48 USD . This means that SPYI is currently undervalued and has a potential upside of +17.6% (Margin of Safety).
Is SPYI a buy, sell or hold?
What are the forecasts/targets for the SPYI price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 68.6 | 31.2% |
SPYI Fundamental Data Overview November 04, 2025
Beta = 0.7
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 = 5.92b USD (5.92b + (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 5.92b)
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 5.92b / 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 = 8.59% (E(5.92b)/V(5.92b) * Re(8.59%) + (debt-free company))
Discount Rate = 8.59% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SPYI ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle