(EGGY) NestYield Dynamic Income - Ratings and Ratios
Options,Income,Hedge
Dividends
| Dividend Yield | 25.25% |
| Yield on Cost 5y | 28.96% |
| Yield CAGR 5y | 0.41% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 44.5% |
| Value at Risk 5%th | 72.5% |
| Relative Tail Risk | -0.98% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.53 |
| Alpha | -0.18 |
| CAGR/Max DD | 0.85 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.429 |
| Beta | 1.036 |
| Beta Downside | 0.988 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.23% |
| Mean DD | 3.88% |
| Median DD | 2.17% |
Description: EGGY NestYield Dynamic Income October 17, 2025
The NestYield Dynamic Income ETF (NYSE ARCA: EGGY) employs a two-pronged approach: it builds an equity portfolio-either by buying stocks outright or by using options to synthesize exposure-and it layers a high-income options overlay designed to mitigate large market drawdowns. Because the fund is classified as “non-diversified,” its holdings are relatively concentrated, and the hedging strategy relies heavily on option premiums to generate cash flow while limiting downside risk.
Key metrics as of the latest filing show an expense ratio of 0.85%, a distribution yield around 30% (annualized), and assets under management of roughly $150 million. The portfolio is weighted toward high-volatility sectors such as technology and consumer discretionary, which amplify option premium income but also increase sensitivity to macro-level drivers like the Federal Reserve’s interest-rate policy and equity market volatility (VIX). A rising term structure of implied volatility typically enhances the fund’s income generation, whereas a flattening curve can compress premium yields.
For a deeper dive into the fund’s risk-adjusted performance and option-overlay mechanics, you might explore ValueRay’s analytical toolkit.
What is the price of EGGY shares?
Over the past week, the price has changed by -2.95%, over one month by -4.24%, over three months by -4.98% and over the past year by +14.66%.
Is EGGY a buy, sell or hold?
What are the forecasts/targets for the EGGY price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 44.8 | 25.2% |
EGGY Fundamental Data Overview December 09, 2025
Beta = 0.0
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 = 81.9m USD (81.9m + (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 81.9m)
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 81.9m / 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 = 9.83% (E(81.9m)/V(81.9m) * Re(9.83%) + (debt-free company))
Discount Rate = 9.83% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for EGGY ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle