First Trust Alpha and Beta Analysis

First Trust Japan AlphaDEX ETF -- USA Etf  

USD 58.77  0.003  0.0051%

This module allows you to check different measures of market premium for First Trust Japan AlphaDEX ETF as well as systematic risk associated with investing in First Trust over a specified time horizon. Additionally see First Trust Backtesting, Portfolio Optimization, First Trust Correlation, First Trust Hype Analysis, First Trust Volatility, First Trust History and analyze First Trust Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

First Trust Market Premiums

α0.009033β0.01
30 days against DJI
Risk Adjusted Performance  

0.03951

Jensen Alpha  

0.02675

Total Risk Alpha  

0.0314

Sortino Ratio  

0.0

Treynor Ratio  

0.52

First Trust expected buy-and-hold returns

First Trust Market Price Analysis

First Trust Return and Market Media

The median price of First Trust for the period between Wed, Feb 21, 2018 and Sun, Apr 22, 2018 is 58.4848 with a coefficient of variation of 1.42. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 58.46, and mean deviation of 0.62. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - FJP

First Trust Japan Investor Sentiment
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Additionally see First Trust Backtesting, Portfolio Optimization, First Trust Correlation, First Trust Hype Analysis, First Trust Volatility, First Trust History and analyze First Trust Performance. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.