(FXO) First Trust Financials - Ratings and Ratios
Banks, Insurance, Asset Managers, REITs
Dividends
| Dividend Yield | 1.18% |
| Yield on Cost 5y | 2.43% |
| Yield CAGR 5y | 4.59% |
| Payout Consistency | 93.2% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.8% |
| Value at Risk 5%th | 29.8% |
| Relative Tail Risk | 1.69% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.33 |
| Alpha | -3.70 |
| CAGR/Max DD | 0.64 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.446 |
| Beta | 0.967 |
| Beta Downside | 1.125 |
| Drawdowns 3y | |
|---|---|
| Max DD | 27.36% |
| Mean DD | 7.08% |
| Median DD | 4.32% |
Description: FXO First Trust Financials November 10, 2025
The First Trust Financials AlphaDEX® Fund (FXO) commits at least 90% of its net assets-including any investment borrowings-to securities that track a modified equal-dollar weighted index. This index selects Russell 1000 financial-services stocks using the AlphaDEX® methodology, aiming to capture positive alpha relative to conventional passive benchmarks.
Key metrics as of the latest filing: expense ratio ≈ 0.65%, total assets ≈ $2.1 billion, and a 30-day SEC yield around 3.1%. The fund’s top holdings typically include major banks (e.g., JPMorgan Chase, Bank of America) and diversified insurers, sectors that are highly sensitive to the Federal Reserve’s interest-rate policy and credit-spread dynamics. Recent macro trends-such as a flattening yield curve and tightening regulatory capital standards-have been primary drivers of performance variance within the financial services space.
For a deeper quantitative breakdown, you might explore ValueRay’s analytics on FXO’s risk-adjusted returns.
What is the price of FXO shares?
Over the past week, the price has changed by +1.94%, over one month by +2.97%, over three months by +2.71% and over the past year by +10.04%.
Is FXO a buy, sell or hold?
What are the forecasts/targets for the FXO price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 68.7 | 12.7% |
FXO Fundamental Data Overview December 02, 2025
Beta = 1.27
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 = 2.14b USD (2.14b + (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 2.14b)
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 2.14b / 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 = 9.58% (E(2.14b)/V(2.14b) * Re(9.58%) + (debt-free company))
Discount Rate = 9.58% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FXO ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle