First Trust Hype Analysis, First Trust Correlation, Portfolio Optimization, First Trust Volatility as well as analyze First Trust Alpha and Beta and First Trust Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of First Trust South Korea AlphaDEX ETF and determine expected loss or profit from investing in First Trust over given investment horizon. Additionally see
|Horizon||30 Days Login to change|
First Trust 'What if' Analysis
November 17, 20180.00
January 16, 20190.00
If you would invest 0.00 in First Trust on November 17, 2018 and sell it all today you would earn a total of 0.00 from holding First Trust South Korea AlphaDEX ETF or generate 0.0% return on investment in First Trust over 60 days. First Trust is related to or competes with iShares MSCI, iShares MSCI, iShares MSCI, VanEck Vectors, iShares MSCI, iShares MSCI, and iShares MSCI. The investment seeks investment results that correspond generally to the price and yield of an equity index called the N...
First Trust Upside/Downside Indicators
First Trust Market Premium Indicators
First Trust South Backtested Returns
Macroaxis considers First Trust to be not too volatile. First Trust South secures Sharpe Ratio (or Efficiency) of -0.0509 which denotes First Trust South had -0.0509% of return per unit of risk over the last 2 months. Macroaxis philosophy towards predicting risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. First Trust South Korea AlphaDEX ETF exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm First Trust South Coefficient Of Variation of
(3,346) and Mean Deviation of 0.5324 to check risk estimate we provide. The organization shows Beta (market volatility) of -0.02 which denotes to the fact that as returns on market increase, returns on owning First Trust are expected to decrease at a much smaller rate. During bear market, First Trust is likely to outperform the market. . Even though it is essential to pay attention to First Trust South historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. First Trust South Korea AlphaDEX ETF exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.22|
|Spearman Rank Test||0.18|
First Trust South lagged returns against current returns
Current and Lagged Values
First Trust regressed lagged prices vs. current prices
Current vs Lagged Prices
First Trust Lagged Returns
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see First Trust Hype Analysis, First Trust Correlation, Portfolio Optimization, First Trust Volatility as well as analyze First Trust Alpha and Beta and First Trust Performance. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.