First Trust Alpha and Beta Analysis

First Trust South Korea AlphaDEX ETF -- USA Etf  

USD 30.72  0.03  0.0978%

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

α (average alpha)=0.21    β (beta)=0.77    
30 days against DJI
Risk Adjusted Performance  0.1626Jensen Alpha  0.2665Total Risk Alpha  (0.13)Sortino Ratio  0.0964Treynor Ratio  1.87

First Trust expected buy-and-hold returns

   

First Trust Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

First Trust Return and Market Media

The median price of First Trust for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 29.85 with a coefficient of variation of 3.13. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 29.71, and mean deviation of 0.83. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Jane Street Group LLC Increases Stake in First Trust Exchang...12/26/2017