(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 | 336m |
| Sub-Industry | Asset Management & Custody Banks |
| IPO / Inception | 2003-11-25 |
EFR Stock Ratings
| Growth Rating | 21.2% |
| Fundamental | 85.8% |
| Dividend Rating | 92.6% |
| Return 12m vs S&P 500 | -16.5% |
| Analyst Rating | - |
EFR Dividends
| Dividend Yield 12m | 10.83% |
| Yield on Cost 5y | 14.94% |
| Annual Growth 5y | 13.71% |
| Payout Consistency | 93.7% |
| Payout Ratio | 60.5% |
EFR Growth Ratios
| Growth Correlation 3m | -77.1% |
| Growth Correlation 12m | -60.4% |
| Growth Correlation 5y | 74.1% |
| CAGR 5y | 10.78% |
| CAGR/Max DD 3y (Calmar Ratio) | 0.59 |
| CAGR/Mean DD 3y (Pain Ratio) | 3.79 |
| Sharpe Ratio 12m | -0.34 |
| Alpha | -11.84 |
| Beta | 0.388 |
| Volatility | 8.93% |
| Current Volume | 206k |
| Average Volume 20d | 178.6k |
| Stop Loss | 10.8 (-3.1%) |
| Signal | -0.25 |
Piotroski VR‑10 (Strict, 0-10) 6.0
| Net Income (86.0m TTM) > 0 and > 6% of Revenue (6% = 6.51m TTM) |
| FCFTA 0.15 (>2.0%) and ΔFCFTA 15.36pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue 5.07% (prev -339.7%; Δ 344.8pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA 0.15 (>3.0%) and CFO 88.9m > Net Income 86.0m (YES >=105%, WARN >=100%) |
| Net Debt (131.5m) to EBITDA (114.8m) ratio: 1.14 <= 3.0 (WARN <= 3.5) |
| Current Ratio 4.89 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (29.5m) change vs 12m ago 0.63% (target <= -2.0% for YES) |
| Gross Margin 93.31% (prev 77.25%; Δ 16.06pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 18.37% (prev 6.44%; Δ 11.93pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 16.15 (EBITDA TTM 114.8m / Interest Expense TTM 7.26m) >= 6 (WARN >= 3) |
Altman Z'' 0.17
| (A) 0.01 = (Total Current Assets 6.91m - Total Current Liabilities 1.41m) / Total Assets 578.3m |
| (B) -0.16 = Retained Earnings (Balance) -93.3m / Total Assets 578.3m |
| (C) 0.20 = EBIT TTM 117.2m / Avg Total Assets 590.2m |
| (D) -0.67 = Book Value of Equity -93.0m / Total Liabilities 138.5m |
| Total Rating: 0.17 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 85.82
| 1. Piotroski 6.0pt = 1.0 |
| 2. FCF Yield 19.01% = 5.0 |
| 3. FCF Margin 81.95% = 7.50 |
| 4. Debt/Equity 0.30 = 2.45 |
| 5. Debt/Ebitda 1.14 = 1.56 |
| 6. ROIC - WACC (= 11.80)% = 12.50 |
| 7. RoE 19.23% = 1.60 |
| 8. Rev. Trend 88.43% = 6.63 |
| 9. EPS Trend -48.44% = -2.42 |
What is the price of EFR shares?
Over the past week, the price has changed by -1.46%, over one month by -3.16%, over three months by -4.76% and over the past year by -3.74%.
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 11.57 USD . This means that EFR is currently overvalued and has a potential downside of 3.86%.
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 | 11.6% |
| Analysts Target Price | 12.4 | 11.6% |
| ValueRay Target Price | 12.7 | 13.7% |
Last update: 2025-10-14 02:27
EFR Fundamental Data Overview
P/E Trailing = 19.6207
P/S = 6.3528
P/B = 0.9256
Beta = 0.388
Revenue TTM = 108.4m USD
EBIT TTM = 117.2m USD
EBITDA TTM = 114.8m USD
Long Term Debt = unknown (none)
Short Term Debt = 133.0m USD (from shortTermDebt, last fiscal year)
Debt = 134.0m USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 131.5m USD (from netDebt column, last quarter)
Enterprise Value = 467.5m USD (336.0m + Debt 134.0m - CCE 2.51m)
Interest Coverage Ratio = 16.15 (Ebit TTM 117.2m / Interest Expense TTM 7.26m)
FCF Yield = 19.01% (FCF TTM 88.9m / Enterprise Value 467.5m)
FCF Margin = 81.95% (FCF TTM 88.9m / Revenue TTM 108.4m)
Net Margin = 79.31% (Net Income TTM 86.0m / Revenue TTM 108.4m)
Gross Margin = 93.31% ((Revenue TTM 108.4m - Cost of Revenue TTM 7.26m) / Revenue TTM)
Gross Margin QoQ = 100.0% (prev 100.0%)
Tobins Q-Ratio = 0.81 (Enterprise Value 467.5m / Total Assets 578.3m)
Interest Expense / Debt = 5.42% (Interest Expense 7.26m / Debt 134.0m)
Taxrate = 21.0% (US default 21%)
NOPAT = 92.6m (EBIT 117.2m * (1 - 21.00%))
Current Ratio = 4.89 (Total Current Assets 6.91m / Total Current Liabilities 1.41m)
Debt / Equity = 0.30 (Debt 134.0m / totalStockholderEquity, last quarter 439.8m)
Debt / EBITDA = 1.14 (Net Debt 131.5m / EBITDA 114.8m)
Debt / FCF = 1.48 (Net Debt 131.5m / FCF TTM 88.9m)
Total Stockholder Equity = 447.2m (last 4 quarters mean from totalStockholderEquity)
RoA = 14.87% (Net Income 86.0m / Total Assets 578.3m)
RoE = 19.23% (Net Income TTM 86.0m / Total Stockholder Equity 447.2m)
RoCE = 20.32% (EBIT 117.2m / Capital Employed (Total Assets 578.3m - Current Liab 1.41m))
RoIC = 18.34% (NOPAT 92.6m / Invested Capital 504.8m)
WACC = 6.54% (E(336.0m)/V(470.0m) * Re(7.44%) + D(134.0m)/V(470.0m) * Rd(5.42%) * (1-Tc(0.21)))
Discount Rate = 7.44% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Shares Correlation 3-Years: 100.0 | Cagr: 0.82%
[DCF Debug] Terminal Value 70.46% ; FCFE base≈53.3m ; Y1≈35.0m ; Y5≈16.0m
Fair Price DCF = 10.66 (DCF Value 314.7m / Shares Outstanding 29.5m; 5y FCF grow -40.0% → 3.0% )
EPS Correlation: -48.44 | EPS CAGR: -42.85% | SUE: 0.0 | # QB: 0
Revenue Correlation: 88.43 | Revenue CAGR: 1917 % | SUE: N/A | # QB: 0
Additional Sources for EFR Stock
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle