(SVOL) Simplify Volatility Premium - Ratings and Ratios
Futures Contracts, Call Options, Put Options, VIX Futures, Collateral
Description: SVOL Simplify Volatility Premium
The Simplify Volatility Premium ETF (SVOL) is an actively managed exchange-traded fund that seeks to capitalize on the volatility premium by taking positions in VIX futures and options. By doing so, the fund aims to generate returns that are not directly correlated with the broader equity market, providing a diversification benefit to investors.
The funds investment strategy involves purchasing or selling futures contracts, call options, and put options on VIX futures, which are derivatives that track the volatility of the S&P 500 index. To mitigate potential losses and ensure liquidity, the fund holds a portfolio of cash, cash-like instruments, or high-quality fixed income securities, collectively referred to as Collateral.
Given the current market conditions and the funds investment strategy, we can analyze the technical data to identify potential trading opportunities. The current price of SVOL is $16.65, which is below its 20-day and 50-day simple moving averages (SMA20 and SMA50) of $17.57 and $17.01, respectively. This suggests that the fund is currently in a downtrend. However, the Average True Range (ATR) of 0.65 indicates a relatively low volatility, which could be a sign of a potential reversal.
By combining the technical analysis with fundamental data, we can forecast the potential future performance of SVOL. With an Assets Under Management (AUM) of $845.15M USD, the fund has a significant presence in the market, which can contribute to its liquidity and stability. Considering the current downtrend and the volatility premium strategy, we forecast that SVOL may experience a moderate rebound in the short term, potentially reaching $18.00. However, this forecast is contingent upon the overall market conditions and the performance of the VIX futures and options.
To maximize returns, investors may consider accumulating SVOL during the current downtrend, with a target price of $18.00. Nevertheless, it is essential to continuously monitor the funds performance and adjust the investment strategy accordingly, as the volatility premium strategy can be sensitive to market fluctuations.
SVOL ETF Overview
| Market Cap in USD | 774m |
| Category | Large Blend |
| TER | 1.16% |
| IPO / Inception | 2021-05-12 |
SVOL ETF Ratings
| Growth Rating | 12.2% |
| Fundamental | - |
| Dividend Rating | 73.3% |
| Return 12m vs S&P 500 | -20.0% |
| Analyst Rating | - |
SVOL Dividends
| Dividend Yield 12m | 18.59% |
| Yield on Cost 5y | 25.80% |
| Annual Growth 5y | 29.14% |
| Payout Consistency | 95.4% |
| Payout Ratio | % |
SVOL Growth Ratios
| Growth Correlation 3m | 10.5% |
| Growth Correlation 12m | -65.2% |
| Growth Correlation 5y | 80.5% |
| CAGR 5y | 7.46% |
| CAGR/Max DD 5y | 0.22 |
| Sharpe Ratio 12m | 0.37 |
| Alpha | -23.57 |
| Beta | 1.070 |
| Volatility | 21.24% |
| Current Volume | 659.8k |
| Average Volume 20d | 461.7k |
| Stop Loss | 17.2 (-3.1%) |
| Signal | 2.61 |
What is the price of SVOL shares?
Over the past week, the price has changed by +2.31%, over one month by +1.77%, over three months by -0.15% and over the past year by -6.82%.
Is Simplify Volatility Premium a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of SVOL is around 20.07 USD . This means that SVOL is currently undervalued and has a potential upside of +13.07% (Margin of Safety).
Is SVOL a buy, sell or hold?
What are the forecasts/targets for the SVOL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 22.7 | 27.7% |
Last update: 2025-08-21 11:36
SVOL Fundamental Data Overview
CCE Cash And Equivalents = unknown
Revenue TTM is 0, using Net Income TTM 0.0 + Cost of Revenue 0.0 = 0.0 USD
Beta = 0.65
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 = 773.6m USD (773.6m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = none (FCF TTM 0.0 / Enterprise Value 773.6m)
FCF Margin = unknown (Revenue TTM is 0)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 773.6m / Book Value Of Equity 0.0)
Interest Expense / Debt = 0.0% (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default)
NOPAT = 0.0 (EBIT 0.0, no tax applied on loss)
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 = none (Debt none / FCF TTM 0.0)
Total Stockholder Equity = unknown
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity none)
RoCE = unknown (Ebit 0.0 / (Equity none + L.T.Debt none))
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, Ebit 0.0)
WACC = unknown (E(773.6m)/V(0.0) * Re(9.96%)) + (D(none)/V(0.0) * Rd(0.0%) * (1-Tc(0.21)))
Discount Rate = 9.96% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SVOL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle