(JEPY) Defiance SP500 Enhanced - Ratings and Ratios
Options, Income, ETF, Index, Exposure
Dividends
| Dividend Yield | 34.03% |
| Yield on Cost 5y | 293.84% |
| Yield CAGR 5y | 295.41% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 15.5% |
| Value at Risk 5%th | 17.3% |
| Relative Tail Risk | -32.15% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.35 |
| Alpha | -2.30 |
| CAGR/Max DD | 10.46 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.489 |
| Beta | 0.619 |
| Beta Downside | 0.958 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.85% |
| Mean DD | 1.76% |
| Median DD | 0.54% |
Description: JEPY Defiance SP500 Enhanced October 19, 2025
The Defiance S&P 500 Enhanced Options 0-DTE Income ETF (JEPY) is an actively managed, non-diversified ETF that aims to generate current income by selling one-day-to-expiration (0-DTE) S&P 500 call options while retaining some upside exposure to the index. This option-selling strategy caps potential gains from strong market rallies, meaning investors receive higher yields at the cost of limited participation in large index advances.
Key quantitative points (as of the most recent 2024 filing) include an expense ratio of roughly 0.85% and a 30-day SEC yield near 6.2%, reflecting the premium income from the daily options roll. The fund’s performance is tightly linked to S&P 500 implied volatility (VIX) and the Federal Reserve’s interest-rate stance-higher volatility and tighter monetary policy typically boost option premiums, enhancing yield, while a low-vol environment compresses income. Because the S&P 500 is weighted heavily toward financials and technology, the ETF’s indirect exposure mirrors those sector dynamics, making sector-specific earnings and regulatory shifts material drivers of risk and return.
If you want to dig deeper into how JEPY’s income profile behaves across different volatility regimes, ValueRay’s analytics platform offers granular back-tested scenario analysis that can help you assess the trade-off between yield and upside capture.
What is the price of JEPY shares?
Over the past week, the price has changed by +0.33%, over one month by +0.64%, over three months by +4.60% and over the past year by +8.10%.
Is JEPY a buy, sell or hold?
What are the forecasts/targets for the JEPY price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 81.5 | 152.2% |
JEPY Fundamental Data Overview December 05, 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 = 72.9m USD (72.9m + (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 72.9m)
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 72.9m / 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 = 8.30% (E(72.9m)/V(72.9m) * Re(8.30%) + (debt-free company))
Discount Rate = 8.30% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for JEPY ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle