Franklin FTSE South Africa ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 4.96%
YTD return 7.47%
Beta 3Y 0.00
Total Assets 4.98M
Annual report expense ratio 0.19%

Company description

Under normal market conditions, the fund invests at least 80% of its assets in the component securities of the index and in depositary receipts representing such securities. The index is based on the FTSE South Africa Index and is designed to measure the performance of South African large- and mid-capitalization stocks. The fund will concentrate its investments in a particular industry or group of industries to approximately the same extent that the index is concentrated. It is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Franklin FTSE South Africa ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Franklin FTSE South Africa ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Franklin FTSE South Africa ETF

Here is the result of two systematic investment strategies applied to Franklin FTSE South Africa ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Franklin FTSE South Africa ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Franklin FTSE South Africa ETF:

Franklin FTSE South Africa ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 24.89% on the backtest period.

Performance at glance

Performance

24.89 %

Latent gain

375.11 $

Invested capital

1507.19 $

Annualized return

7.88 %
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Momentum strategy results on Franklin FTSE South Africa ETF

This is the result of two momentum investment strategies applied to Franklin FTSE South Africa ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Franklin FTSE South Africa ETF

The following chart shows all the entries opened by the momentum investment system on Franklin FTSE South Africa ETF:

Franklin FTSE South Africa ETF momentum entries
  • The first momentum investment strategy would give 15.99% of return on Franklin FTSE South Africa ETF. That represents 641.27$ of latent gain with 4010.7$ of employed capital.
  • The second momentum investment strategy would give 17.72% of return on Franklin FTSE South Africa ETF. That represents 360.26$ of latent gain with 2032.95$ of employed capital.
Performance at glance (1Q Momentum)

Performance

15.99 %

Latent gain

641.27 $

Invested capital

4010.7 $

Annualized return

7.72 %
Performance at glance (2Q Momentum)

Performance

17.72 %

Latent gain

360.26 $

Invested capital

2032.95 $

Annualized return

6.61 %

Momentum equity curve on Franklin FTSE South Africa ETF

The following chart shows the equity curve of the two momentum strategies applied to Franklin FTSE South Africa ETF:

Franklin FTSE South Africa ETF momentum equity

Note: the dividends potentially given by Franklin FTSE South Africa ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Franklin FTSE South Africa ETF

The following chart shows the employed capital evolution of the two momentum strategies on Franklin FTSE South Africa ETF since the beginning:

Franklin FTSE South Africa ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Franklin FTSE South Africa ETF

Buy the dip entry openings on Franklin FTSE South Africa ETF

Franklin FTSE South Africa ETF

The performance achieved by the robo-advisor on Franklin FTSE South Africa ETF is 8.95%. That represents 22.1$ of latent gain with 246.8$ of employed capital. The following chart shows Franklin FTSE South Africa ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Franklin FTSE South Africa ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

8.95 %

Latent gain

22.1 $

Invested capital

246.8 $

Annualized return

7.72 %

Equity curve of the strategy applied to Franklin FTSE South Africa ETF

The following chart shows the result of the investment strategy applied to Franklin FTSE South Africa ETF:

Franklin FTSE South Africa ETF

Note: the dividends potentially given by Franklin FTSE South Africa ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Franklin FTSE South Africa ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Franklin FTSE South Africa ETF:

Franklin FTSE South Africa ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Franklin FTSE South Africa ETF

In this section, I will compare the three previous investment strategies applied to Franklin FTSE South Africa ETF.

Equity curve comparison on Franklin FTSE South Africa ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Franklin FTSE South Africa ETF investment strategy comparison

Employed capital comparison on Franklin FTSE South Africa ETF

Franklin FTSE South Africa ETF investment comparison

Performance comparison on Franklin FTSE South Africa ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 24.89% 375.11$ 1507.19$ 7.88%
Momentum 1 quarter 15.99% 641.27$ 4010.7$ 5.48%
Momentum 2 quarters 17.72% 360.26$ 2032.95$ 6.61%
Non-directional 8.95% 22.1$ 246.8$ 7.72%
Annualized return comparison

Automatic investment

7.88 %

Momentum 1Q

6.61 %

Momentum 2Q

6.61 %

Non-directional

7.72 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Franklin FTSE South Africa ETF:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • Montrose Environmental Group Inc

  • Note: The algorithm computes the probability of correlation between Franklin FTSE South Africa ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Franklin FTSE South Africa ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Franklin FTSE South Africa ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker FLZA
    Market

    Franklin FTSE South Africa ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown