(TYA) Simplify Exchange Traded - Ratings and Ratios
Futures, Options, Treasury Bonds
Dividends
| Dividend Yield | 3.35% |
| Yield on Cost 5y | 2.09% |
| Yield CAGR 5y | 200.00% |
| Payout Consistency | 88.5% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 11.4% |
| Value at Risk 5%th | 18.7% |
| Relative Tail Risk | -0.45% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.32 |
| Alpha | 4.20 |
| CAGR/Max DD | -0.08 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.367 |
| Beta | -0.080 |
| Beta Downside | -0.201 |
| Drawdowns 3y | |
|---|---|
| Max DD | 28.93% |
| Mean DD | 14.42% |
| Median DD | 15.21% |
Description: TYA Simplify Exchange Traded November 16, 2025
The Simplify Risk Parity Treasury ETF (BATS: TYA) is an actively managed fund that targets the total-return performance of the ICE U.S. Treasury 20+ Year Index on a calendar-quarter basis. To achieve this, the manager allocates at least 80 % of net assets to a mix of U.S. Treasury futures, call and put options on those futures, and, where appropriate, options on Treasury-focused fixed-income ETFs. The remaining allocation may be held in cash or short-duration securities to manage liquidity and margin requirements.
Key quantitative drivers (as of the most recent filing) include an expense ratio of roughly 0.20 %, assets under management near $150 million, and an effective duration of about 19 years, which makes the ETF highly sensitive to changes in long-term interest rates. The fund’s performance is therefore closely tied to Federal Reserve policy, inflation expectations, and the shape of the yield curve-particularly the 10-year to 30-year spread, which historically predicts long-term Treasury price movements. Because the strategy relies on futures and options, roll-cost and basis-risk can erode returns in periods of steepening yield curves.
If you want a more granular, data-driven assessment of how TYA’s risk-adjusted returns compare to peers, consider exploring the analytics available on ValueRay for a deeper dive.
What is the price of TYA shares?
Over the past week, the price has changed by -0.77%, over one month by -1.67%, over three months by -1.60% and over the past year by +9.33%.
Is TYA a buy, sell or hold?
What are the forecasts/targets for the TYA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 15 | 10.8% |
TYA Fundamental Data Overview December 09, 2025
Beta = 2.9
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 = 81.9m USD (81.9m + (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 81.9m)
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 81.9m / 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 = 5.72% (E(81.9m)/V(81.9m) * Re(5.72%) + (debt-free company))
Discount Rate = 5.72% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for TYA ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle