(SWAN) Amplify BlackSwan Growth - Ratings and Ratios
Treasury Bonds, Leap Calls, S&P 500
Dividends
| Dividend Yield | 2.78% |
| Yield on Cost 5y | 3.25% |
| Yield CAGR 5y | 8.43% |
| Payout Consistency | 81.3% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 10.5% |
| Value at Risk 5%th | 17.7% |
| Relative Tail Risk | 2.45% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.42 |
| Alpha | 0.81 |
| CAGR/Max DD | 0.99 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.400 |
| Beta | 0.413 |
| Beta Downside | 0.349 |
| Drawdowns 3y | |
|---|---|
| Max DD | 12.07% |
| Mean DD | 2.55% |
| Median DD | 1.67% |
Description: SWAN Amplify BlackSwan Growth November 30, 2025
The Amplify BlackSwan Growth & Treasury Core ETF (NYSE ARCA: SWAN) is mandated to allocate at least 80 % of its net assets to the underlying index, which is constructed to hold U.S. Treasury securities and long-dated call options (LEAPs) on the SPDR S&P 500 ETF (SPY). By combining low-duration sovereign debt with deep-out-of-the-money equity calls, the rules-based index aims to preserve capital while delivering upside exposure that is insulated from rare, high-impact “black-swan” events.
Additional context (based on publicly available data as of Q3 2024):
• Expense ratio ≈ 0.70 % (higher than passive S&P 500 ETFs, reflecting the cost of managing LEAP options).
• AUM ≈ $120 million, indicating modest scale that may affect liquidity in stressed markets.
• Key macro drivers include the 10-year Treasury yield curve (which influences the bond component) and implied volatility (VIX), which directly affects the pricing and payoff of the SPY LEAP options. A sustained rise in real yields could erode the bond side’s return, while a spike in volatility would increase the option premium and boost the ETF’s upside potential.
If you want a data-rich, side-by-side comparison of SWAN’s risk-adjusted performance against other hedged-equity strategies, ValueRay’s analytics platform offers a free, interactive dashboard that can help you dig deeper.
What is the price of SWAN shares?
Over the past week, the price has changed by -0.55%, over one month by -0.79%, over three months by +2.12% and over the past year by +9.30%.
Is SWAN a buy, sell or hold?
What are the forecasts/targets for the SWAN price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 34.6 | 6.1% |
SWAN Fundamental Data Overview December 05, 2025
Beta = 0.79
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 = 377.8m USD (377.8m + (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 377.8m)
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 377.8m / 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 = 7.54% (E(377.8m)/V(377.8m) * Re(7.54%) + (debt-free company))
Discount Rate = 7.54% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SWAN ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle