First Trust Alpha and Beta Analysis

First Trust South Korea AlphaDEX ETF -- USA Etf  

USD 29.22  0.0022  0.0075%

This module allows you to check different measures of market premium for First Trust South Korea 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

α0.06β0.0646
30 days against DJI
Risk Adjusted Performance  

0.044747

Jensen Alpha  

0.032407

Total Risk Alpha  

0.014198

Sortino Ratio  

0.0

Treynor Ratio  

0.37

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 Sun, Feb 18, 2018 and Thu, Apr 19, 2018 is 29.63 with a coefficient of variation of 1.16. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 29.68, and mean deviation of 0.29. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Will Bank ETFs Sizzle on Fed Trump Influenced Q1 Earnings04/12/2018

Current Sentiment - FKO

First Trust South 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 Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.