| Indicators | Browse All

Cambria Tail Risk ETF (TAIL)

Trading--Inverse Equity | Exchange Traded Fund | Cboe US
10.27 USD -0.05 (-0.484%) ⇩ (Aug. 28, 2026, 3:59 p.m. EDT)
After hours: 10.27

Short-term:★☆☆☆☆Long-term:★☆☆☆☆Dividends:★★⯪☆☆
Hot Take | Aug. 22, 2026, 4:32 a.m. EDT

The long-term outlook remains deeply bearish due to a brutal eight-year trajectory where the asset has lost more than half its value, with five consecutive years of negative annual returns ending in a decline. While the current yield sits near 3%, this payout is insufficient to offset the structural deterioration and capital destruction evident in the price history. Short-term momentum is equally weak, with the stock trading at multi-year lows and showing no signs of recovery despite a recent slight uptick in volume. The options market confirms this pessimism, with traders aggressively buying deep out-of-the-money puts while ignoring upside potential, suggesting a high probability of further downside in the near term.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoTheta ✓0.010492
AutoETS0.011141
MSTL0.011204
AutoARIMA0.011348

Forecast horizon: 45 days | Selected: AutoTheta

Forecast Reliability
Score 55%
H-stat 13.38
Ljung-Box p 0.000
Jarque-Bera p 0.573
Excess Kurtosis -0.76
Attribute Value
Trailing P/E 26.22

As of Aug. 22, 2026, 4:32 a.m. EDT: Speculators are overwhelmingly positioning for downside protection, evidenced by massive open interest in out-of-the-money puts compared to negligible call activity. Implied volatility is significantly elevated for puts (0.75) versus calls (0.33), indicating a market consensus that a sharp decline is the primary risk scenario.


Dividend Data

Yield Summary
Last Yield 1yr Yield 3yr Avg 5yr Avg
0.45% 2.71% 3.03% 2.49%
Dividend History
Date Dividend Yield %
2026-06-18 0.048 0.450281
2026-03-20 0.077 0.654762
2025-12-18 0.139 1.195699
2025-09-18 0.048 0.404722
2025-06-18 0.110 0.910596
2025-03-20 0.034 0.292851
2024-12-20 0.105 0.932504
2024-06-21 0.183 1.566110
2024-03-21 0.101 0.839568
2023-12-14 0.120 0.938233
2023-09-21 0.117 0.904173
2023-06-22 0.121 0.883857
2023-03-23 0.120 0.786885
2022-12-22 0.072 0.463320
2022-09-22 0.074 0.455105
2022-06-23 0.051 0.290930
2022-03-24 0.032 0.191388
2021-12-22 0.024 0.132523
2021-09-23 0.029 0.155705
2021-06-24 0.027 0.144540
2021-03-25 0.008 0.041973
2020-12-23 0.004 0.019446
2020-09-24 0.008 0.036580
2020-06-25 0.014 0.062837
2020-03-26 0.048 0.204866
2019-12-26 0.091 0.472237
2019-09-26 0.077 0.376897
2019-06-27 0.048 0.234547
2019-03-28 0.090 0.439582
2018-12-26 0.097 0.418645
2018-09-26 0.092 0.460922
2018-06-27 0.089 0.414918
2018-03-28 0.069 0.305567
2017-12-27 0.089 0.394154
2017-09-26 0.063 0.264606
2017-06-27 0.053 0.215622
Additional Data
trailingAnnualDividendRate 0.0
trailingAnnualDividendYield 0.0
dividendYield 2.99

Info Dump

Attribute Value
All Time High 27.23
All Time Low 10.26
Ask 12.13
Ask Size 4,000
Average Daily Volume10 Day 197,620
Average Daily Volume3 Month 183,158
Average Volume 183,158
Average Volume10Days 197,620
Beta3 Year -0.29
Bid 10.27
Bid Size 5,400
Category Trading--Inverse Equity
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 10.311
Day Low 10.265
Dividend Yield 2.99
Eps Trailing Twelve Months 0.3916647
Esg Populated 0
Exchange BTS
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 10.5001
Fifty Day Average Change -0.23009968
Fifty Day Average Change Percent -0.021914046
Fifty Two Week Change Percent -13.552189
Fifty Two Week High 12.19
Fifty Two Week High Change -1.9199991
Fifty Two Week High Change Percent -0.1575061
Fifty Two Week Low 10.26
Fifty Two Week Low Change 0.010000229
Fifty Two Week Low Change Percent 0.00097468117
Fifty Two Week Range 10.26 - 12.19
First Trade Date Milliseconds 1,491,485,400,000
Five Year Average Return -0.0900744
Full Exchange Name Cboe US
Fullday Change -0.0499992
Fullday Change Percent -0.484489
Fullday Price 10.27
Fund Family Cambria
Fund Inception Date 1,491,350,400
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary The fund is actively managed and seeks to achieve its investment objective by investing in cash and U.S. government bonds, and utilizing a put option strategy to manage the risk of a significant negative movement in the value of domestic equities. The adviser intends to spend approximately one percent of the fund's total assets per month to purchase put options.
Long Name Cambria Tail Risk ETF
Market us_market
Market State CLOSED
Max Age 86,400
Message Board Id finmb_419609438
Nav Price 10.3155
Net Assets 146,940,992.0
Net Expense Ratio 0.59
Open 10.31
Phone +1 310 6835500
Post Market Change 0.0
Post Market Change Percent 0.0
Post Market Price 10.27
Post Market Time 1,787,959,805
Previous Close 10.32
Price Hint 2
Quote Source Name Nasdaq Real Time Price
Quote Type ETF
Region US
Regular Market Change -0.0499992
Regular Market Change Percent -0.484489
Regular Market Day High 10.311
Regular Market Day Low 10.265
Regular Market Day Range 10.265 - 10.311
Regular Market Open 10.31
Regular Market Previous Close 10.32
Regular Market Price 10.27
Regular Market Time 1,787,947,194
Regular Market Volume 88,494
Short Name Cambria Tail Risk ETF
Source Interval 15
Symbol TAIL
Three Year Average Return -0.0510221
Total Assets 146,940,992
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing P E 26.221409
Trailing Peg Ratio None
Trailing Three Month Nav Returns -4.52805
Trailing Three Month Returns -4.52805
Triggerable 1
Two Hundred Day Average 11.1728
Two Hundred Day Average Change -0.9027996
Two Hundred Day Average Change Percent -0.08080334
Type Disp ETF
Volume 88,494
Yield 0.0299
Ytd Return -8.33338