Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding First Trust Japan AlphaDEX ETF is 'Hold'. Macroaxis provides First Trust buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding FJP positions. The advice algorithm takes into account all of First Trust Japan available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from FJP buy-and-hold prospective. Additionally see First Trust Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.
For the selected time horizon First Trust Japan AlphaDEX ETF has a risk adjusted performance of (0.036486), jensen alpha of (0.01674), total risk alpha of 0.0076, sortino ratio of 0.0 and treynor ratio of (0.12)Macroaxis buy, hold, or sell recommendation tool can be used to complement First Trust buy or sell advice provided by experts. It analyzes the etf potential to grow against your specific risk preferences and investment horizon. Please use First Trust Price to Book and Three Year Return to make buy, hold, or sell decision on First Trust Japan.
Odds of Distress
First Trust Returns Distribution Density
|Mean Return||0.02||Value At Risk||2.19|
|Potential Upside||1.77||Standard Deviation||1.37|
|Security Type||Shares||Value||Intl Fcstone Inc||Fund Units||6.9 K||334 K|
First Trust Greeks
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.28|
First Trust Volatility Alert
First Trust Japan AlphaDEX ETF exhibits very low volatility with skewness of -0.1 and kurtosis of 1.16. However, we advise investors to further study First Trust Japan AlphaDEX ETF technical indicators to make sure all market info is available and is reliable.
|Better Than Average||Worse Than Average||Compare First Trust to competition|
First Trust Fundamental Vs Peers
|First Trust Japan generates negative expected return over the last 30 days|
|First Trust Japan has high likelihood to experience some financial distress in the next 2 years|
|On December 18, 2018 First Trust paid $ 0.3384 per share dividend to its current shareholders|
|The fund retains 99.98% of its assets under management (AUM) in equities|
Additionally see First Trust Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool. Please also try CEO Directory module to screen ceos from public companies around the world.