(TAIL) Cambria Tail Risk - Ratings and Ratios
Cash, Bonds, Options
Description: TAIL Cambria Tail Risk
The Cambria Tail Risk ETF (BATS:TAIL) is an actively managed fund designed to mitigate potential significant losses in domestic equities by employing a strategic investment approach. It achieves this by allocating its assets to cash and U.S. government bonds, while also utilizing a put option strategy to hedge against substantial declines in the value of U.S. stocks.
The funds adviser allocates approximately 1% of the funds total assets each month to purchase put options, effectively creating a form of insurance against market downturns. This strategy is particularly relevant in times of heightened market volatility or when indicators suggest an increased likelihood of a significant market correction.
Given the current technical indicators, such as the Last Price of $12.10 being below both the SMA20 ($12.71) and slightly above the SMA50 ($12.34), it suggests a short-term bearish trend but with a potential for stabilization or slight recovery in the medium term. The SMA200 at $11.70 indicates a longer-term uptrend. The ATR of 0.41, or 3.36%, signifies moderate volatility. Considering these factors, a potential short-term strategy could involve closely monitoring the funds price action around its moving averages for potential entry or exit signals.
From a fundamental perspective, the funds Assets Under Management (AUM) stand at $162.97M USD, indicating a moderate level of investor interest. While not exceptionally large, the funds AUM is sufficient to provide liquidity. The ongoing monthly allocation of 1% of its assets towards put options underscores its commitment to its risk management strategy, potentially appealing to investors seeking to hedge their portfolios against market downturns.
Forecasting the funds performance involves analyzing both technical and fundamental data. If the current trends continue, with the S&P 500 or other domestic equity indices showing signs of strain or reversal, TAIL could potentially benefit from its hedging strategy, possibly driving its price upwards. Conversely, in a strongly bullish market, the funds performance might be subdued due to the cost of maintaining its put option strategy. Given the current SMA20 and SMA50 levels, a breakout above $12.71 could signal a potential short-term uptrend, with a target possibly near the 52W High of $13.91. However, failure to break through this resistance could result in a reversion to the mean around $12.34. Investors should closely monitor market conditions and adjust their strategies accordingly.
Additional Sources for TAIL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle
TAIL ETF Overview
Market Cap in USD | 101m |
Category | Trading--Inverse Equity |
TER | 0.59% |
IPO / Inception | 2017-04-05 |
TAIL ETF Ratings
Growth Rating | -49.2 |
Fundamental | - |
Dividend Rating | 57.9 |
Rel. Strength | -7.47 |
Analysts | - |
Fair Price Momentum | 10.52 USD |
Fair Price DCF | - |
TAIL Dividends
Dividend Yield 12m | 2.12% |
Yield on Cost 5y | 1.25% |
Annual Growth 5y | 39.36% |
Payout Consistency | 87.6% |
Payout Ratio | % |
TAIL Growth Ratios
Growth Correlation 3m | -84.1% |
Growth Correlation 12m | 26.7% |
Growth Correlation 5y | -95.8% |
CAGR 5y | -9.94% |
CAGR/Max DD 5y | -0.21 |
Sharpe Ratio 12m | -0.20 |
Alpha | 8.84 |
Beta | -0.941 |
Volatility | 8.54% |
Current Volume | 63.1k |
Average Volume 20d | 168.1k |
Stop Loss | 11.4 (-3.8%) |
As of July 09, 2025, the stock is trading at USD 11.85 with a total of 63,057 shares traded.
Over the past week, the price has changed by -1.00%, over one month by -0.56%, over three months by -14.07% and over the past year by +4.66%.
Probably not. Based on ValueRay´s Analyses, Cambria Tail Risk (BATS:TAIL) is currently (July 2025) not a good stock to buy. It has a ValueRay Growth Rating of -49.16 and therefor a somwhat technical negative rating according to historical growth.
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of TAIL is around 10.52 USD . This means that TAIL is currently overvalued and has a potential downside of -11.22%.
Cambria Tail Risk has no consensus analysts rating.
According to our own proprietary Forecast Model, TAIL Cambria Tail Risk will be worth about 11.4 in July 2026. The stock is currently trading at 11.85. This means that the stock has a potential downside of -4.14%.
Issuer | Target | Up/Down from current |
---|---|---|
Wallstreet Target Price | - | - |
Analysts Target Price | - | - |
ValueRay Target Price | 11.4 | -4.1% |