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TAIL

$--
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1d
1w
1m

Analysis and statistics

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About

The ETF with ticker symbol TAIL.US refers to the Cambria Tail Risk ETF. This ETF seeks to profit from significant market declines or tail risk events. It employs a strategy of purchasing out-of-the-money put options on the U.S. stock market while also holding U.S. Treasury bonds for collateral. The fund is designed to provide investors with a hedge against black swan events, offering potential positive returns during periods of substantial market volatility and downturns.
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Factors

Volatility Index (VIX): Increased VIX signifies heightened market uncertainty and risk aversion, boosting demand for tail risk protection and TAIL's price.

Market Sentiment: Broad market downturns or fears of significant crashes increase demand for hedging instruments like TAIL, driving up its price.

Options Pricing: TAIL's performance is linked to the prices of out-of-the-money put options on the S&P 500, which increase during market stress.

Interest Rates: Rising interest rates can impact options prices and the overall cost of hedging, influencing the demand and price of TAIL.

Supply and Demand: The overall balance between buyers and sellers of TAIL shares directly impacts its market price.

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