(CII) BlackRock Enhanced Capital - Ratings and Ratios
Equity, Options, Derivatives, Income
Dividends
| Dividend Yield | 14.86% |
| Yield on Cost 5y | 30.74% |
| Yield CAGR 5y | 4.12% |
| Payout Consistency | 91.9% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 15.2% |
| Value at Risk 5%th | 26.1% |
| Relative Tail Risk | 4.41% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.41 |
| Alpha | 22.06 |
| CAGR/Max DD | 1.10 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.412 |
| Beta | 0.865 |
| Beta Downside | 0.950 |
| Drawdowns 3y | |
|---|---|
| Max DD | 21.05% |
| Mean DD | 2.74% |
| Median DD | 1.53% |
Description: CII BlackRock Enhanced Capital November 18, 2025
BlackRock Enhanced Capital and Income Closed Fund (NYSE:CII) is a U.S.-based closed-end fund that pursues a derivative-income strategy, aiming to generate current income through options, futures, and other derivative instruments while maintaining exposure to a diversified portfolio of fixed-income securities.
Key metrics (as of the latest filing) show an annualized distribution yield around 7.5% and assets under management (AUM) near $1.2 billion, reflecting investor demand for higher-yielding alternatives in a low-rate environment. The fund’s performance is closely tied to macro drivers such as Federal Reserve policy, which influences both the level of interest rates and the volatility of credit spreads-critical inputs for its option-overlay approach. Additionally, the fund’s effective duration of roughly 4 years positions it to benefit from a flattening yield curve, a scenario that has been gaining traction amid recent monetary-policy tightening cycles.
If you want a more granular, data-driven view of CII’s risk-adjusted returns and scenario analysis, the ValueRay platform provides a comprehensive toolkit for deeper research.
What is the price of CII shares?
Over the past week, the price has changed by +0.52%, over one month by +6.09%, over three months by +11.91% and over the past year by +33.11%.
Is CII a buy, sell or hold?
What are the forecasts/targets for the CII price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 32.1 | 37.5% |
CII Fundamental Data Overview December 05, 2025
Beta = None
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 = 888.2m USD (888.2m + (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 888.2m)
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 888.2m / 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 = 9.20% (E(888.2m)/V(888.2m) * Re(9.20%) + (debt-free company))
Discount Rate = 9.20% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for CII Fund
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle