First Trust Large Capital Growth AlphaDEX Fund chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/A$ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown

Company description

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to First Trust Large Capital Growth AlphaDEX Fund:

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 First Trust Large Capital Growth AlphaDEX Fund. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on First Trust Large Capital Growth AlphaDEX Fund

Here is the result of two systematic investment strategies applied to First Trust Large Capital Growth AlphaDEX Fund. 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 First Trust Large Capital Growth AlphaDEX Fund

The following chart shows the equity curve of the two systematic investment strategies applied to First Trust Large Capital Growth AlphaDEX Fund:

First Trust Large Capital Growth AlphaDEX Fund automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 67.16% on the backtest period.

Performance at glance

Performance

67.16 %

Latent gain

1224.03 $

Invested capital

1822.47 $

Annualized return

16.38 %
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Momentum strategy results on First Trust Large Capital Growth AlphaDEX Fund

This is the result of two momentum investment strategies applied to First Trust Large Capital Growth AlphaDEX Fund. 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 First Trust Large Capital Growth AlphaDEX Fund

The following chart shows all the entries opened by the momentum investment system on First Trust Large Capital Growth AlphaDEX Fund:

First Trust Large Capital Growth AlphaDEX Fund momentum entries
  • The first momentum investment strategy would give 64.17% of return on First Trust Large Capital Growth AlphaDEX Fund. That represents 2667.41$ of latent gain with 4156.75$ of employed capital.
  • The second momentum investment strategy would give 65.3% of return on First Trust Large Capital Growth AlphaDEX Fund. That represents 2551.48$ of latent gain with 3907.1$ of employed capital.
Performance at glance (1Q Momentum)

Performance

64.17 %

Latent gain

2667.41 $

Invested capital

4156.75 $

Annualized return

11.62 %
Performance at glance (2Q Momentum)

Performance

65.3 %

Latent gain

2551.48 $

Invested capital

3907.1 $

Annualized return

18.04 %

Momentum equity curve on First Trust Large Capital Growth AlphaDEX Fund

The following chart shows the equity curve of the two momentum strategies applied to First Trust Large Capital Growth AlphaDEX Fund:

First Trust Large Capital Growth AlphaDEX Fund momentum equity

Note: the dividends potentially given by First Trust Large Capital Growth AlphaDEX Fund 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 First Trust Large Capital Growth AlphaDEX Fund

The following chart shows the employed capital evolution of the two momentum strategies on First Trust Large Capital Growth AlphaDEX Fund since the beginning:

First Trust Large Capital Growth AlphaDEX Fund

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 First Trust Large Capital Growth AlphaDEX Fund

Buy the dip entry openings on First Trust Large Capital Growth AlphaDEX Fund

First Trust Large Capital Growth AlphaDEX Fund

The performance achieved by the robo-advisor on First Trust Large Capital Growth AlphaDEX Fund is 24.4%. That represents 382.48$ of latent gain with 1567.28$ of employed capital. The following chart shows First Trust Large Capital Growth AlphaDEX Fund stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of First Trust Large Capital Growth AlphaDEX Fund, 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

24.4 %

Latent gain

382.48 $

Invested capital

1567.28 $

Annualized return

11.62 %

Equity curve of the strategy applied to First Trust Large Capital Growth AlphaDEX Fund

The following chart shows the result of the investment strategy applied to First Trust Large Capital Growth AlphaDEX Fund:

First Trust Large Capital Growth AlphaDEX Fund

Note: the dividends potentially given by First Trust Large Capital Growth AlphaDEX Fund 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 First Trust Large Capital Growth AlphaDEX Fund

The following chart shows the employed capital evolution since the beginning of the investment strategy on First Trust Large Capital Growth AlphaDEX Fund:

First Trust Large Capital Growth AlphaDEX Fund

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 First Trust Large Capital Growth AlphaDEX Fund

In this section, I will compare the three previous investment strategies applied to First Trust Large Capital Growth AlphaDEX Fund.

Equity curve comparison on First Trust Large Capital Growth AlphaDEX Fund

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

First Trust Large Capital Growth AlphaDEX Fund investment strategy comparison

Employed capital comparison on First Trust Large Capital Growth AlphaDEX Fund

First Trust Large Capital Growth AlphaDEX Fund investment comparison

Performance comparison on First Trust Large Capital Growth AlphaDEX Fund

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 67.16% 1224.03$ 1822.47$ 16.38%
Momentum 1 quarter 64.17% 2667.41$ 4156.75$ 16.62%
Momentum 2 quarters 65.3% 2551.48$ 3907.1$ 18.04%
Non-directional 24.4% 382.48$ 1567.28$ 11.62%
Annualized return comparison

Automatic investment

16.38 %

Momentum 1Q

18.04 %

Momentum 2Q

18.04 %

Non-directional

11.62 %

Correlated stocks

Here are the most positively and negatively correlated stocks with First Trust Large Capital Growth AlphaDEX Fund:

Positive correlations

Most correlated stocks this year

  • First Trust Large Capital Growth AlphaDEX Fund
  • First Trust US Equity Opportunities ETF

  • Most correlated stocks last 3 months

  • Carrols Restaurant Group Inc
  • Boston Beer Co. Inc - Class A
  • Horizon Therapeutics Plc
  • Blackrock Inc
  • SCOTTISH MORTGAGE INVESTMENT TRUST PLC ORD 5P
  • Papa John`s International Inc
  • Radcom
  • Solaredge Technologies Inc
  • FRANKLIN FTSE TAIWAN ETF
  • Invesco Variable Rate Investment Grade ETF
  • American Century Quality Diversified International
  • Sherwin-Williams Company
  • Amplify Transformational Data Sharing ETF
  • Applied Materials Inc
  • IQ Hedge Market Neutral Tracker ETF
  • Carvana Co. - Class A
  • Principal Millennial GlobalGrowth ETF
  • IQ Hedge Multi-Strategy Tracker ETF
  • Lazydays Holdings Inc
  • CarParts.com Inc
  • IVANHOE MINES LTD
  • BeiGene Ltd
  • McCormick & Co. Inc (Non Voting)
  • WisdomTree PutWrite Strategy Fund
  • S&P Emerging Markets Small Cap ETF
  • iShares MSCI Taiwan ETF
  • SPDR S&P Emerging Asia Pacific ETF
  • First Trust Chindia ETF
  • RH - Class A
  • IFAST
  • ARK Innovation ETF
  • Zillow Group Inc - Class C
  • Zillow Group Inc - Class A
  • AI Powered Equity ETF
  • Lowe`s Cos. Inc
  • Gadsden Dynamic Multi-Asset ETF
  • Biolife Solutions Inc
  • Invesco DWA Consumer Cyclicals Momentum ETF
  • Schwab U.S. Large-Cap Growth ETF
  • First Trust Dorsey Wright Dynamic Focus 5 ETF
  • Fidelity Nasdaq Composite Index ETF
  • First Trust Large Capital Growth AlphaDEX Fund
  • First Trust US Equity Opportunities ETF
  • Vanguard Russell 1000 Growth Index ETF
  • First Trust Technology AlphaDEX Fund
  • First Trust SSI Strategic Convertible Securities E
  • SPDR Bloomberg Convertible Securities ETF
  • UBS AG London Branch
  • ADVISORSHARES DORSEY WRIGHT ADR ETF
  • Idexx Laboratories Inc
  • Nidec Corporation
  • SPDR S&P Kensho Smart Mobility ETF
  • Amplify Online Retail ETF
  • Williams-Sonoma Inc
  • Cadence Design Systems Inc
  • FlexShares Quality Dividend Index Fund
  • FlexShares Quality Dividend Dynamic Index Fund
  • SPDR MSCI Emerging Markets StrategicFactors SM ETF
  • Fidelity MSCI Information Technology Index ETF

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • BAOFENGMODERN

  • Note: The algorithm computes the probability of correlation between First Trust Large Capital Growth AlphaDEX Fund and the other stocks. There may be false positives or some missing correlated stocks. If the price of First Trust Large Capital Growth AlphaDEX Fund does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name First Trust Large Capital Growth AlphaDEX Fund
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange XNAS
    Ticker FTC
    Market www.nasdaq.com

    First Trust Large Capital Growth AlphaDEX Fund 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