(FALN) iShares Fallen Angels USD - Ratings and Ratios
Fallen Angel Bonds, High Yield, Corporate Bonds, USD Denominated
Dividends
| Dividend Yield | 6.25% |
| Yield on Cost 5y | 7.65% |
| Yield CAGR 5y | 2.42% |
| Payout Consistency | 93.1% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 4.98% |
| Value at Risk 5%th | 8.01% |
| Relative Tail Risk | -2.28% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.44 |
| Alpha | 0.07 |
| CAGR/Max DD | 1.63 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.426 |
| Beta | 0.284 |
| Beta Downside | 0.312 |
| Drawdowns 3y | |
|---|---|
| Max DD | 5.92% |
| Mean DD | 0.86% |
| Median DD | 0.49% |
Description: FALN iShares Fallen Angels USD November 13, 2025
The iShares Fallen Angels USD Bond ETF (NASDAQ:FALN) tracks an index of U.S. dollar-denominated high-yield corporate bonds that were formerly rated investment-grade, allocating at least 80% of assets to the index’s component securities and a minimum of 90% to fixed-income instruments that meet the index criteria.
Key metrics (as of the latest quarter) show an average weighted yield of roughly 6.8%, a modified duration near 4.2 years, and a weighted average credit spread of about 350 basis points over the U.S. Treasury curve-figures that reflect the “fallen-angel” risk premium.
Economic drivers that materially affect FALN’s performance include the Federal Reserve’s policy stance (higher rates tend to widen spreads for lower-rated issuers), corporate earnings trends (which influence default probabilities), and the overall health of the high-yield market, where default rates have risen to ~3.2% YoY amid lingering recession concerns.
Sector exposure is tilted toward energy and industrials, which together account for roughly 40% of the portfolio; these sectors are sensitive to commodity price cycles and capital-expenditure trends, adding a layer of commodity-price risk to the fund’s return profile.
For a deeper, data-rich analysis of FALN’s risk-adjusted returns and how its exposure aligns with current macro-economic conditions, you may find ValueRay’s interactive dashboards useful.
What is the price of FALN shares?
Over the past week, the price has changed by -0.31%, over one month by +0.44%, over three months by +0.93% and over the past year by +7.42%.
Is FALN a buy, sell or hold?
What are the forecasts/targets for the FALN price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 30.8 | 12.5% |
FALN Fundamental Data Overview December 03, 2025
Beta = 0.71
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 = 1.78b USD (1.78b + (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 1.78b)
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 1.78b / 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 = 7.06% (E(1.78b)/V(1.78b) * Re(7.06%) + (debt-free company))
Discount Rate = 7.06% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FALN ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle