(EFAA) Actively Managed - Overview
Etf: Equity, Depository Receipts, Index-ETFs, ELNs
Dividends
| Dividend Yield | 8.43% |
| Yield on Cost 5y | 9.85% |
| Yield CAGR 5y | 179.12% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 10.5% |
| Relative Tail Risk | 4.10% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.54 |
| Alpha | 16.23 |
| Character TTM | |
|---|---|
| Beta | 0.501 |
| Beta Downside | 0.457 |
| Drawdowns 3y | |
|---|---|
| Max DD | 11.97% |
| CAGR/Max DD | 1.41 |
Description: EFAA Actively Managed January 17, 2026
The Invesco Actively Managed Exchange-Traded Fund Trust (EFAA) aims to replicate the pre-fee performance of the MSCI EAFE Index by holding the underlying equities (including depositary receipts) or U.S.–listed ETFs that track the index, and then layering an options-based income strategy via equity-linked notes (ELNs) tied to the same index or ETFs. The fund’s structure is classified as “non-diversified,” meaning it may concentrate exposure in a limited number of securities or strategies.
Key metrics to watch: (1) the fund’s expense ratio, which typically exceeds that of pure passive EAFE ETFs by 0.30–0.50 percentage points due to the active ELN overlay; (2) the implied volatility of the ELNs, a driver of income generation-higher VIX levels generally boost option premiums but also signal market stress; and (3) the net asset value (NAV) correlation to the MSCI EAFE Index, which historically has hovered around 0.85, indicating modest tracking error from the options component. Macro-level drivers include Eurozone monetary policy, Japanese Yen strength, and Australian commodity demand, all of which materially affect the underlying EAFE constituents.
For a deeper, data-driven assessment of how the ELN income layer impacts risk-adjusted returns, you might explore ValueRay’s analytical tools.
What is the price of EFAA shares?
Over the past week, the price has changed by +0.73%, over one month by +3.35%, over three months by +7.01% and over the past year by +26.16%.
Is EFAA a buy, sell or hold?
What are the forecasts/targets for the EFAA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 73.4 | 30.6% |
EFAA Fundamental Data Overview February 04, 2026
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 = 330.3m USD (330.3m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 330.3m)
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 330.3m / 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 = 7.76% (E(330.3m)/V(330.3m) * Re(7.76%) + (debt-free company))
Discount Rate = 7.76% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)