First Trust Eurozone AlphaDEX UCITS ETF
Ticker
FEUZ.AS
ISIN
IE00B8X9NY41
Price
EUR 40.81
Change Today
+0.20 / 0.48 %
Price 1 year ago
37.00 / 10.297 %
Morningstar
3
52 Week Low
36.67
52 Week High
42.38
200 Day Moving Average 40.45
40.45
50-day Moving Average
40.87
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.76 |
| Sortino Ratio | -0.10 |
| Maximum Drawdown | -1.2% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -16.63 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.61 |
| Volatility | 2.556% |
| Alpha | -4.47 |
| Beta | None |
| R Squared | +94.39 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.451% |
| Average Annual Volatility | 17.755% |
| Sharpe Ratio | 0.48 |
| Sortino Ratio | 0.40 |
| Maximum Drawdown | -42.0% |
| Maximum Drawdown Date | 2020-03-19 |
| Calmar Ratio | -0.20 |
Company information
Summary
The Fund seeks to provide investors with a total return, taking into account capital and income returns, which reflects the return of an equity index called the NASDAQ AlphaDEX® Eurozone Index (the “Index”).
Market
NL
Category
Eurozone Flex-Cap Equity
Expense Ratio
0.80%
Fund family
First Trust Global Portfolios Management Limited
Morningstar
3
Yield
-
Exchange
AMS
| Sector | Weight |
|---|---|
| Financial services | 21.15% |
| Basic materials | 14.84% |
| Industrials | 12.56% |
| Consumer cyclical | 11.51% |
| Utilities | 10.75% |
| Communication services | 8.12% |
| Energy | 7.85% |
| Realestate | 5.33% |
| Healthcare | 5.12% |
| Consumer defensive | 3.74% |
| Technology | 2.19% |
| Country | Ratio |
|---|---|
| Germany | 29.05 |
| France | 24.49 |
| Italy | 12.86 |
| Spain | 7.65 |
| Netherlands | 4.79 |
| Austria | 4.00 |
| Belgium | 3.98 |
| Finland | 3.78 |
| Greece | 3.75 |
| Ireland | 1.79 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| DWNI.DE | Deutsche Wohnen SE | 1.41% |
| SOF | Sofina SA | 1.37% |
| LIGHT | Signify NV | 1.35% |
| VALMT | Valmet Corp | 1.29% |
| BAMI.MI | Banco BPM SpA | 1.21% |
| OCI | OCI NV | 1.21% |
| LEG.DE | LEG Immobilien SE | 1.17% |
| INGA | ING Groep NV | 1.16% |
| TKA | Telekom Austria AG | 1.16% |
| ENG.BC | Enagas SA | 1.14% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEZ | Xtrackers MSCI Eurozone Hedged Equity ETF | US233051697 | PCX | 0.45% | 5 | +7.36 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| IE00B19FSZ34.IR | MGI Eurozone Equity M1 EUR | IE00B19FSZ34 | YHD | 5 | -0.67 | +1.11 | |
| IE00B19FT056.IR | MGI Eurozone Equity M-2 € Acc | IE00B19FT056 | YHD | 5 | -0.76 | +1.11 | |
| IE00B19FT502.IR | MGI Eurozone Equity I1 EUR | IE00B19FT502 | YHD | 5 | -0.47 | +1.11 | |
| IE00B1KQWR55.IR | MGI Eurozone Equity M-7 € Acc | IE00B1KQWR55 | YHD | 5 | -0.57 | +1.11 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.