FKU First Trust United Kingdom AlphaDEX ETF
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FKU First Trust United Kingdom AlphaDEX ETF
Seeks to track, before fees and expenses, the NASDAQ AlphaDEX United Kingdom Index. The Index ranks the eligible stocks from the NASDAQ United Kingdom Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stock receives the best rank from step 1 as its “selection score”. the best scoring 75 stocks comprise the “selected stocks” universe. The “selected stocks”, as determined in step 3, are then split into quintiles based on their selection score. The top ranked quintile receives 5/15 (33%) of the portfolio weight with successive quintiles receiving 4/15 (26.7%), 3/15 (20.0%), 2/15 (13.3%) and 1/15 (6.7%), respectively. Stocks are equally weighted within each quintile. After weights are assigned, each stock is tested in order of its selection score rank to check if the weight assigned to that stock violates a sector weighting constraint.
$32.51 0.00 (0.00%)
As of 03/23/2023 00:00:00 EST IEX book CBOE book
ETF Information
Sponsor: First Trust
Category1: Global Equity
Category2: Single country
Category3: Multi-cap
Morningstar category: Miscellaneous Region
Country: United Kingdom
Leverage factor: 1.00
Inception date: 02/14/2012
Index tracking method: Passive replication
Current yield: 5.02%
Historical average yield: 3.11%
Market cap: $22,757,065
Average volume: 4,863
Fees: 0.8000%
Index Information
NASDAQ AlphaDEX United Kingdom Index
Index symbol: NQDXGB
Provider: NASDAQ OMX
Index weighting: Composite scores
Index inception date: 05/18/2015
Backtesting data exists: Yes
Number of holdings: 75
Strategy: Multi-factor investing
Factors used to select securities: