(PTNQ) Pacer Trendpilot 100 - Ratings and Ratios
Nasdaq-100, Treasury Bills, Trend-Following
Dividends
| Dividend Yield | 1.80% |
| Yield on Cost 5y | 2.93% |
| Yield CAGR 5y | 104.41% |
| Payout Consistency | 77.2% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 11.1% |
| Value at Risk 5%th | 18.9% |
| Relative Tail Risk | 4.05% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.29 |
| Alpha | -0.73 |
| CAGR/Max DD | 1.30 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.430 |
| Beta | 0.471 |
| Beta Downside | 0.548 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.19% |
| Mean DD | 2.65% |
| Median DD | 1.48% |
Description: PTNQ Pacer Trendpilot 100 November 15, 2025
The Pacer Trendpilot 100 ETF (PTNQ) commits at least 80% of its net assets (excluding securities-lending collateral) to the securities that compose its underlying index, which follows a systematic trend-following rule set. The index toggles among three exposure regimes based on the NASDAQ-100’s price relative to its 200-day simple moving average: (i) fully invested in the NASDAQ-100, (ii) a 50/50 split between the NASDAQ-100 and 3-month U.S. Treasury bills, or (iii) fully in 3-month Treasury bills. Because the fund can concentrate heavily in a single sector, it is classified as non-diversified.
Key metrics (as of the latest filing) show an expense ratio of 0.65%, assets under management of roughly $150 million, and an average annualized volatility of about 28%-reflecting its heavy tech weighting. The ETF’s performance is highly sensitive to two macro drivers: (1) the Federal Reserve’s short-term interest-rate stance, which influences the relative attractiveness of Treasury cash, and (2) the momentum of large-cap growth stocks, especially in the information-technology sector that dominates the NASDAQ-100.
Given its rule-based allocation, PTNQ may appeal to investors seeking a systematic hedge against tech-heavy market drawdowns, but the lack of diversification amplifies sector-specific risk. For a deeper quantitative breakdown, you might explore ValueRay’s analytics platform.
What is the price of PTNQ shares?
Over the past week, the price has changed by +1.34%, over one month by +2.55%, over three months by +8.12% and over the past year by +7.80%.
Is PTNQ a buy, sell or hold?
What are the forecasts/targets for the PTNQ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 94 | 16.4% |
PTNQ Fundamental Data Overview December 02, 2025
Beta = 0.61
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 = 1.30b USD (1.30b + (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 1.30b)
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 1.30b / 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 = 7.75% (E(1.30b)/V(1.30b) * Re(7.75%) + (debt-free company))
Discount Rate = 7.75% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for PTNQ ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle