SVOL 📈 Simplify Volatility Premium - Overview
Exchange: NYSE ARCA • Country: USA • Currency: USD • Type: Etf • ISIN: US82889N8636 • Large Blend
SVOL: Futures, Options, VIX, Cash, Securities
The Simplify Volatility Premium ETF (NYSE ARCA:SVOL) is designed to help investors navigate the complex world of volatility. To achieve its investment objective, the fund employs a unique strategy that involves buying and selling futures contracts, call options, and put options on VIX futures.
This approach allows the fund to capitalize on the volatility premium, which is the difference between the expected volatility of the market and the actual volatility. By doing so, the fund aims to provide investors with a potential source of returns that is not directly tied to the performance of the broader market.
In addition to its options and futures positions, the fund also holds a portion of its assets in cash, cash-like instruments, or high-quality fixed income securities, collectively referred to as 'Collateral'. This collateral serves as a buffer against potential losses and helps to maintain the fund's liquidity.
By combining these different components, the Simplify Volatility Premium ETF offers investors a unique way to manage risk and potentially generate returns in a variety of market environments. Whether you're seeking to hedge against market downturns or capitalize on periods of high volatility, this fund provides a sophisticated investment solution that can help you achieve your goals.
Additional Sources for SVOL ETF
Tweets: X Stocktwits
Fund Manager Positions: Dataroma Stockcircle
SVOL ETF Overview
Market Cap in USD | 1,225m |
Category | Large Blend |
TER | 1.16% |
IPO / Inception | 2021-05-12 |
SVOL ETF Ratings
Growth 5y | 75.5% |
Fundamental | - |
Dividend | 78.8% |
Rel. Performance Sector | -17.8 |
Analysts | - |
Fair Price Momentum | 24.45 USD |
Fair Price DCF | - |
SVOL Dividends
Dividend Yield 12m | 14.96% |
Yield on Cost 5y | 22.20% |
Annual Growth 5y | 43.75% |
Payout Consistency | 97.20% |
SVOL Growth Ratios
Growth Correlation 3m | 35.2% |
Growth Correlation 12m | 87.2% |
Growth Correlation 5y | 84.4% |
CAGR 5y | 11.66% |
CAGR/Mean DD 5y | 3.29 |
Sharpe Ratio 12m | 0.65 |
Alpha | -8.79 |
Beta | 0.56 |
Volatility | 5.64% |
Current Volume | 464.9k |
Average Volume 20d | 765.6k |
As of December 06, 2024, the stock is trading at USD 21.84 with a total of 464,864 shares traded.
Over the past week, the price has changed by +0.74%, over one month by +3.97%, over three months by +3.32% and over the past year by +12.69%.
Yes. Based on ValueRay Analyses, Simplify Volatility Premium (NYSE ARCA:SVOL) is currently (December 2024) a good stock to buy. It has a ValueRay Growth Rating of 75.46 and therefor a clear technical positive rating according to historical growth.
Based on ValueRays Analyses, Dividends and Discounted-Cash-Flow, the Fair Value of SVOL as of December 2024 is 24.45. This means that SVOL is currently undervalued and has a potential upside of +11.95% (Margin of Safety).
Simplify Volatility Premium has no consensus analysts rating.
According to ValueRays Forecast Model, SVOL Simplify Volatility Premium will be worth about 26.8 in December 2025. The stock is currently trading at 21.84. This means that the stock has a potential upside of +22.8%.
Issuer | Forecast | Upside |
---|---|---|
Wallstreet Target Price | - | - |
Analysts Target Price | - | - |
ValueRay Target Price | 26.8 | 22.8% |