First Trust Alpha and Beta Analysis Overview

FKO -- USA Etf  

USD 22.97  0.004  0.0174%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

First Trust Market Premiums

α0.35β0.13
30 days against DJI
Risk Adjusted Performance  

0.37

Jensen Alpha  

0.43

Total Risk Alpha  

0.24

Sortino Ratio  

0.0

Treynor Ratio  

2.44

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, Sep 19, 2018 and Fri, Oct 19, 2018 is 24.85 with a coefficient of variation of 4.04. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 24.64, and mean deviation of 0.87. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - FKO

First Trust South Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in First Trust South Korea AlphaDEX ETF. What is your opinion about investing in First Trust South Korea AlphaDEX ETF? Are you bullish or bearish?
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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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
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