(FTA) First Trust Large Cap Value - Ratings and Ratios
Large-Cap, Value, Stocks, Equity, Alpha
| Risk via 10d forecast | |
|---|---|
| Volatility | 12.8% |
| Value at Risk 5%th | 20.8% |
| Relative Tail Risk | -1.12% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.12 |
| Alpha | -6.23 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.388 |
| Beta | 0.733 |
| Beta Downside | 0.805 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.74% |
| Mean DD | 4.88% |
| Median DD | 3.79% |
Description: FTA First Trust Large Cap Value November 16, 2025
The First Trust Large Cap Value AlphaDEX® Fund (NASDAQ: FTA) aims to allocate at least 90 % of its net assets-including any investment borrowings-to the securities that compose its underlying index. The index applies the AlphaDEX® methodology to the NASDAQ US 500 Large-Cap Index, selecting value-oriented stocks that the model expects to generate positive alpha or superior risk-adjusted returns compared with traditional large-cap benchmarks.
As of the latest filing, FTA carries an expense ratio of roughly 0.45 % and manages about $1.2 billion in assets. Its top sector exposures are typically financials, industrials, and consumer discretionary, reflecting the broader market tilt toward value-sensitive industries when interest rates rise. Recent quarterly data show the fund’s turnover ratio around 30 %, indicating moderate portfolio churn, and its 12-month total return has trailed the S&P 500 by roughly 1.2 percentage points, a gap that narrows when the Fed’s tightening cycle eases.
For a deeper, data-driven comparison of FTA’s valuation metrics versus peers, the ValueRay platform offers a free, interactive dashboard you might find useful.
FTA ETF Overview
| Market Cap in USD | 1,142m |
| Category | Large Value |
| TER | 0.60% |
| IPO / Inception | 2007-05-08 |
| Return 12m vs S&P 500 | -9.25% |
| Analyst Rating | - |
FTA Dividends
| Dividend Yield | 1.86% |
| Yield on Cost 5y | 3.21% |
| Yield CAGR 5y | 8.52% |
| Payout Consistency | 96.9% |
| Payout Ratio | - |
FTA Growth Ratios
| CAGR 3y | 9.95% |
| CAGR/Max DD Calmar Ratio | 0.53 |
| CAGR/Mean DD Pain Ratio | 2.04 |
| Current Volume | 22k |
| Average Volume | 19.4k |
What is the price of FTA shares?
Over the past week, the price has changed by +0.58%, over one month by +2.74%, over three months by +3.59% and over the past year by +4.94%.
Is First Trust Large Cap Value a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of FTA is around 82.01 USD . This means that FTA is currently overvalued and has a potential downside of -1.96%.
Is FTA a buy, sell or hold?
What are the forecasts/targets for the FTA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 91.6 | 9.5% |
FTA Fundamental Data Overview November 11, 2025
Beta = 1.0
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.14b USD (1.14b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.14b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.14b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.72% (E(1.14b)/V(1.14b) * Re(8.72%) + (debt-free company))
Discount Rate = 8.72% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FTA ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle