(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.
Additional Sources for SVOL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle
SVOL ETF Overview
Market Cap in USD | 920m |
Category | Large Blend |
TER | 1.16% |
IPO / Inception | 2021-05-12 |
SVOL ETF Ratings
Growth Rating | 35.2 |
Fundamental | - |
Dividend Rating | 73.0 |
Rel. Strength | -11.9 |
Analysts | - |
Fair Price Momentum | 20.45 USD |
Fair Price DCF | - |
SVOL Dividends
Dividend Yield 12m | 16.02% |
Yield on Cost 5y | 23.10% |
Annual Growth 5y | 29.14% |
Payout Consistency | 95.4% |
Payout Ratio | % |
SVOL Growth Ratios
Growth Correlation 3m | 68.2% |
Growth Correlation 12m | -48.4% |
Growth Correlation 5y | 81.5% |
CAGR 5y | 9.39% |
CAGR/Max DD 5y | 0.28 |
Sharpe Ratio 12m | 0.49 |
Alpha | -14.93 |
Beta | 1.070 |
Volatility | 24.29% |
Current Volume | 1991.9k |
Average Volume 20d | 545.5k |
As of July 05, 2025, the stock is trading at USD 19.27 with a total of 1,991,900 shares traded.
Over the past week, the price has changed by +8.14%, over one month by +9.55%, over three months by +29.82% and over the past year by +0.54%.
Partly, yes. Based on ValueRay´s Analyses, Simplify Volatility Premium (NYSE ARCA:SVOL) is currently (July 2025) ok to buy, but has to be watched. It has a Growth Technical Rating of 35.16 and therefor an somewhat technical positive rating according to historical growth.
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of SVOL is around 20.45 USD . This means that SVOL is currently overvalued and has a potential downside of 6.12%.
Simplify Volatility Premium has no consensus analysts rating.
According to our own proprietary Forecast Model, SVOL Simplify Volatility Premium will be worth about 24.2 in July 2026. The stock is currently trading at 19.27. This means that the stock has a potential upside of +25.58%.
Issuer | Target | Up/Down from current |
---|---|---|
Wallstreet Target Price | - | - |
Analysts Target Price | - | - |
ValueRay Target Price | 24.2 | 25.6% |