(PAPI) Morgan Stanley Trust - Overview
Etf: Equity, Etfs, Actively-Managed
Dividends
| Dividend Yield | 7.64% |
| Yield on Cost 5y | 9.42% |
| Yield CAGR 5y | 128.69% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 10.6% |
| Relative Tail Risk | -0.36% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.75 |
| Alpha | 4.46 |
| Character TTM | |
|---|---|
| Beta | 0.504 |
| Beta Downside | 0.597 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.27% |
| CAGR/Max DD | 0.96 |
Description: PAPI Morgan Stanley Trust January 01, 2026
The Morgan Stanley ETF Trust’s PAPI (NYSE ARCA:PAPI) is an actively managed exchange-traded fund that targets at least 80 % of its net assets-plus any investment-purpose borrowings-in equity securities, primarily common stocks. Its stated classification is “Derivative Income,” indicating a focus on generating income through derivative strategies alongside equity exposure.
Key metrics (as of the most recent filing) show an expense ratio of roughly 0.65 %, assets under management (AUM) near $150 million, and an average portfolio turnover of about 45 % annually, reflecting a moderately active trading style. Performance is closely tied to U.S. equity market conditions and interest-rate dynamics, with the fund’s income component benefitting from higher implied volatility in options markets. Sector weightings have recently leaned toward technology (≈30 %) and consumer discretionary (≈20 %), sectors that are sensitive to both earnings growth expectations and macro-economic sentiment.
For a deeper quantitative dive, you might explore ValueRay’s analytics platform to benchmark PAPI’s risk-adjusted returns against peers.
What is the price of PAPI shares?
Over the past week, the price has changed by +3.54%, over one month by +7.65%, over three months by +13.23% and over the past year by +14.80%.
Is PAPI a buy, sell or hold?
What are the forecasts/targets for the PAPI price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 34.6 | 22.7% |
PAPI Fundamental Data Overview February 02, 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 = 296.6m USD (296.6m + (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 296.6m)
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 296.6m / 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 = 7.77% (E(296.6m)/V(296.6m) * Re(7.77%) + (debt-free company))
Discount Rate = 7.77% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)