(BNDI) SHP Trust - NEOS Enhanced - Ratings and Ratios
Bonds, Etfs, Options, Futures, Income
Dividends
| Dividend Yield | 5.21% |
| Yield on Cost 5y | 5.92% |
| Yield CAGR 5y | 79.35% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 3.55% |
| Value at Risk 5%th | 6.03% |
| Relative Tail Risk | 3.29% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.43 |
| Alpha | 0.85 |
| CAGR/Max DD | 0.70 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.389 |
| Beta | 0.095 |
| Beta Downside | 0.089 |
| Drawdowns 3y | |
|---|---|
| Max DD | 6.92% |
| Mean DD | 1.67% |
| Median DD | 1.46% |
Description: BNDI SHP Trust - NEOS Enhanced November 17, 2025
The NEOS Enhanced Income Aggregate Bond ETF (BNDI) is an actively-managed fund that allocates at least 80 % of its assets to U.S. aggregate-bond securities or to other ETFs that themselves meet the same 80 % bond-investment threshold. In addition, the manager sells S&P 500® Index put options and purchases corresponding puts to capture option premiums, aiming to boost income beyond what the underlying bond holdings generate.
As of the most recent reporting period (Q3 2025), BNDI carries an expense ratio of 0.65 %, a weighted-average maturity of roughly 7 years, and a distribution yield near 4.2 %. The portfolio’s credit composition is tilted toward investment-grade issuers (≈ 85 % of assets), with the remainder in high-yield and emerging-market debt, which adds modest credit-spread risk.
The fund’s performance is sensitive to three primary macro drivers: (1) Federal Reserve policy on short-term rates, which directly influences the underlying Treasury and agency yields; (2) the shape of the yield curve, where a flattening curve can compress bond price appreciation while still supporting income; and (3) equity market volatility, which affects the premium earned from selling S&P 500 put options-higher volatility typically raises option income but also increases tail-risk exposure.
For a deeper quantitative breakdown and scenario analysis, you may find ValueRay’s interactive dashboards useful for extending this initial overview.
What is the price of BNDI shares?
Over the past week, the price has changed by +0.06%, over one month by +0.35%, over three months by +0.59% and over the past year by +6.70%.
Is BNDI a buy, sell or hold?
What are the forecasts/targets for the BNDI price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 53.6 | 12.6% |
BNDI Fundamental Data Overview December 12, 2025
Beta = 1.02
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 = 123.6m USD (123.6m + (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 123.6m)
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 123.6m / 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 = 6.36% (E(123.6m)/V(123.6m) * Re(6.36%) + (debt-free company))
Discount Rate = 6.36% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for BNDI ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle