(HFRO) Highland Opportunities - Ratings and Ratios
Debt, Securities, Funds, Income
Dividends
| Dividend Yield | 7.65% |
| Yield on Cost 5y | 7.03% |
| Yield CAGR 5y | -15.64% |
| Payout Consistency | 85.9% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 22.2% |
| Value at Risk 5%th | 33.2% |
| Relative Tail Risk | -8.79% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.62 |
| Alpha | 6.64 |
| CAGR/Max DD | -0.19 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.401 |
| Beta | 0.625 |
| Beta Downside | 0.822 |
| Drawdowns 3y | |
|---|---|
| Max DD | 49.30% |
| Mean DD | 27.44% |
| Median DD | 29.81% |
Description: HFRO Highland Opportunities October 24, 2025
Highland Opportunities and Income Fund (NYSE: HFRO) is a U.S.-based closed-end fund that primarily invests in senior secured bank loans, positioning itself in the floating-rate “bank loan” style segment. Its mandate focuses on generating current income while preserving capital through exposure to diversified credit assets that typically reset with short-term interest rates.
Key market data (as of Q3 2024) that help gauge HFRO’s risk-return profile include an average portfolio yield of roughly 7.2 % and a weighted-average credit rating of B-/BB+, indicating a tilt toward high-yield, lower-middle-market borrowers. The fund’s expense ratio sits near 1.45 % and its net asset value (NAV) has trended within a 5-10 % discount to market price, reflecting the broader discount-to-NAV dynamics common in closed-end loan funds. Economic drivers such as the Federal Reserve’s policy rate trajectory and the health of the U.S. leveraged loan market (e.g., issuance volumes and default rates) are material to HFRO’s performance.
For a deeper quantitative view of HFRO’s valuation and risk metrics, you might explore the fund’s detailed analytics on ValueRay.
What is the price of HFRO shares?
Over the past week, the price has changed by +0.16%, over one month by -2.69%, over three months by -4.55% and over the past year by +20.16%.
Is HFRO a buy, sell or hold?
What are the forecasts/targets for the HFRO price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 6.3 | 3.6% |
HFRO Fundamental Data Overview December 15, 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 = 578.9m USD (578.9m + (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 578.9m)
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 578.9m / 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 = 8.32% (E(578.9m)/V(578.9m) * Re(8.32%) + (debt-free company))
Discount Rate = 8.32% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for HFRO Fund
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle