(EFR) Eaton Vance Senior Floating - Ratings and Ratios
Senior, Secured, Floating, Rate, Loans
EFR EPS (Earnings per Share)
EFR Revenue
Description: EFR Eaton Vance Senior Floating
Eaton Vance Senior Floating-Rate Trust (NYSE:EFR) is a closed-ended fixed income mutual fund that primarily invests in senior, secured floating rate loans in the United States. The fund is managed by Eaton Vance Management and benchmarks its performance against the S&P/LSTA Leveraged Loan Index.
As a senior floating-rate fund, EFR provides exposure to a diversified portfolio of floating-rate loans, which can offer protection against rising interest rates. The funds investment strategy focuses on senior, secured loans, which typically have a higher claim on assets in the event of default, potentially reducing credit risk.
To evaluate EFRs performance, we can consider key performance indicators (KPIs) such as dividend yield, distribution coverage, and net asset value (NAV) relative to market price. A high dividend yield and strong distribution coverage can indicate a stable income stream, while a NAV premium/discount to market price can signal market sentiment towards the fund.
Additionally, we can analyze EFRs credit quality, industry diversification, and average loan duration to assess its overall risk profile. A diversified portfolio with a strong credit profile and manageable loan duration can help mitigate potential risks. We can also compare EFRs performance to its peers and benchmark to evaluate its relative value proposition.
From a quantitative perspective, we can examine EFRs historical returns, Sharpe ratio, and information ratio to assess its risk-adjusted performance. A fund with a strong track record of delivering consistent returns, while minimizing volatility, can be an attractive investment opportunity.
EFR Stock Overview
| Market Cap in USD | 346m |
| Sub-Industry | Asset Management & Custody Banks |
| IPO / Inception | 2003-11-25 |
EFR Stock Ratings
| Growth Rating | 35.5% |
| Fundamental | 55.9% |
| Dividend Rating | 93.9% |
| Return 12m vs S&P 500 | -14.4% |
| Analyst Rating | - |
EFR Dividends
| Dividend Yield 12m | 9.72% |
| Yield on Cost 5y | 14.62% |
| Annual Growth 5y | 10.83% |
| Payout Consistency | 89.7% |
| Payout Ratio | 69.4% |
EFR Growth Ratios
| Growth Correlation 3m | -2.5% |
| Growth Correlation 12m | -18.3% |
| Growth Correlation 5y | 75.2% |
| CAGR 5y | 8.42% |
| CAGR/Max DD 5y | 0.34 |
| Sharpe Ratio 12m | -0.34 |
| Alpha | -10.03 |
| Beta | 0.512 |
| Volatility | 8.14% |
| Current Volume | 201.8k |
| Average Volume 20d | 155.3k |
| Stop Loss | 11.3 (-3.2%) |
| Signal | -1.55 |
Piotroski VR‑10 (Strict, 0-10) 2.0
| Net Income (56.6m TTM) > 0 and > 6% of Revenue (6% = 3.29m TTM) |
| FCFTA 0.00 (>2.0%) and ΔFCFTA -0.03pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue -15.20% (prev -139.5%; Δ 124.3pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA 0.00 (>3.0%) and CFO 63.9k <= Net Income 56.6m (YES >=105%, WARN >=100%) |
| Net Debt (123.1m) to EBITDA (12.7m) ratio: 9.68 <= 3.0 (WARN <= 3.5) |
| Current Ratio 0.70 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (29.3m) change vs 12m ago 0.56% (target <= -2.0% for YES) |
| Gross Margin 85.45% (prev 92.48%; Δ -7.02pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 9.11% (prev 1.71%; Δ 7.40pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 7.10 (EBITDA TTM 12.7m / Interest Expense TTM 7.97m) >= 6 (WARN >= 3) |
Altman Z'' -0.35
| (A) -0.01 = (Total Current Assets 19.7m - Total Current Liabilities 28.0m) / Total Assets 616.8m |
| (B) -0.12 = Retained Earnings (Balance) -76.2m / Total Assets 616.8m |
| (C) 0.09 = EBIT TTM 56.6m / Avg Total Assets 601.4m |
| (D) -0.47 = Book Value of Equity -75.9m / Total Liabilities 162.2m |
| Total Rating: -0.35 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 55.88
| 1. Piotroski 2.0pt = -3.0 |
| 2. FCF Yield 0.01% = 0.01 |
| 3. FCF Margin 0.12% = 0.03 |
| 4. Debt/Equity 0.29 = 2.46 |
| 5. Debt/Ebitda 10.47 = -2.50 |
| 6. ROIC - WACC 2.08% = 2.60 |
| 7. RoE 12.43% = 1.04 |
| 8. Rev. Trend 86.00% = 4.30 |
| 9. Rev. CAGR 1333 % = 2.50 |
| 10. EPS Trend -62.09% = -1.55 |
| 11. EPS CAGR 0.0% = 0.0 |
What is the price of EFR shares?
Over the past week, the price has changed by -0.34%, over one month by -1.29%, over three months by +0.26% and over the past year by +0.16%.
Is Eaton Vance Senior Floating a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of EFR is around 12.28 USD . This means that EFR is currently overvalued and has a potential downside of 5.23%.
Is EFR a buy, sell or hold?
What are the forecasts/targets for the EFR price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 12.4 | 6.5% |
| Analysts Target Price | 12.4 | 6.5% |
| ValueRay Target Price | 13.5 | 15.9% |
Last update: 2025-08-30 04:39
EFR Fundamental Data Overview
CCE Cash And Equivalents = 9.91m USD (Cash And Short Term Investments, last quarter)
P/E Trailing = 20.1897
P/S = 6.537
P/B = 0.95
Beta = 0.398
Revenue TTM = 54.8m USD
EBIT TTM = 56.6m USD
EBITDA TTM = 12.7m USD
Long Term Debt = 174.1k USD (from nonCurrentLiabilitiesTotal, last quarter)
Short Term Debt = 133.0m USD (from shortTermDebt, last quarter)
Debt = 133.2m USD (Calculated: Short Term 133.0m + Long Term 174.1k)
Net Debt = 123.1m USD (from netDebt column, last quarter)
Enterprise Value = 469.0m USD (345.7m + Debt 133.2m - CCE 9.91m)
Interest Coverage Ratio = 7.10 (Ebit TTM 56.6m / Interest Expense TTM 7.97m)
FCF Yield = 0.01% (FCF TTM 63.9k / Enterprise Value 469.0m)
FCF Margin = 0.12% (FCF TTM 63.9k / Revenue TTM 54.8m)
Net Margin = 103.2% (Net Income TTM 56.6m / Revenue TTM 54.8m)
Gross Margin = 85.45% ((Revenue TTM 54.8m - Cost of Revenue TTM 7.97m) / Revenue TTM)
Tobins Q-Ratio = -6.18 (set to none) (Enterprise Value 469.0m / Book Value Of Equity -75.9m)
Interest Expense / Debt = 5.99% (Interest Expense 7.97m / Debt 133.2m)
Taxrate = 18.23% (from quarterly Income Tax Expense: 2.59m / 14.2m)
NOPAT = 46.3m (EBIT 56.6m * (1 - 18.23%))
Current Ratio = 0.70 (Total Current Assets 19.7m / Total Current Liabilities 28.0m)
Debt / Equity = 0.29 (Debt 133.2m / last Quarter total Stockholder Equity 454.6m)
Debt / EBITDA = 10.47 (Net Debt 123.1m / EBITDA 12.7m)
Debt / FCF = 2084 (Debt 133.2m / FCF TTM 63.9k)
Total Stockholder Equity = 455.3m (last 4 quarters mean)
RoA = 9.17% (Net Income 56.6m, Total Assets 616.8m )
RoE = 12.43% (Net Income TTM 56.6m / Total Stockholder Equity 455.3m)
RoCE = 12.42% (Ebit 56.6m / (Equity 455.3m + L.T.Debt 174.1k))
RoIC = 9.15% (NOPAT 46.3m / Invested Capital 505.9m)
WACC = 7.06% (E(345.7m)/V(478.9m) * Re(7.90%)) + (D(133.2m)/V(478.9m) * Rd(5.99%) * (1-Tc(0.18)))
Shares Correlation 5-Years: -5.10 | Cagr: -5.54%
Discount Rate = 7.90% (= CAPM, Blume Beta Adj.) -> floored to rf + ERP 8.05%
[DCF Debug] Terminal Value 70.46% ; FCFE base≈127.6k ; Y1≈83.8k ; Y5≈38.3k
Fair Price DCF = 0.03 (DCF Value 753.1k / Shares Outstanding 29.5m; 5y FCF grow -40.0% → 3.0% )
Revenue Correlation: 86.00 | Revenue CAGR: 1333 %
Rev Growth-of-Growth: 97.14
EPS Correlation: -62.09 | EPS CAGR: 0.0%
EPS Growth-of-Growth: 205.4
Additional Sources for EFR Stock
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle