(FEP) First Trust Europe AlphaDEX - Ratings and Ratios
Equity, European, Large-Cap, Mid-Cap
Dividends
| Dividend Yield | 3.70% |
| Yield on Cost 5y | 5.42% |
| Yield CAGR 5y | 4.45% |
| Payout Consistency | 94.8% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 13.6% |
| Value at Risk 5%th | 23.1% |
| Relative Tail Risk | 3.28% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 2.49 |
| Alpha | 45.53 |
| CAGR/Max DD | 1.35 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.397 |
| Beta | 0.652 |
| Beta Downside | 0.643 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.84% |
| Mean DD | 3.15% |
| Median DD | 2.55% |
Description: FEP First Trust Europe AlphaDEX December 31, 2025
The First Trust Europe AlphaDEX® Fund (NASDAQ: FEP) is a U.S.-domiciled ETF that aims to track an actively-selected subset of the NASDAQ Europe Index. By design, the fund must allocate at least 90 % of its net assets-including any borrowing-to the securities that compose the AlphaDEX®-derived index, which seeks stocks with the potential to deliver positive alpha and superior risk-adjusted returns versus a traditional market-cap weighted benchmark.
Key quantitative metrics (as of the most recent filing) include an expense ratio of 0.55 % and assets under management of roughly $250 million, placing it in the mid-size tier for Europe-focused ETFs. The portfolio’s sector tilt leans toward financials and consumer discretionary, reflecting the current Eurozone recovery where banking margins are expanding amid a gradual easing of ECB monetary tightening. The fund’s top ten holdings are concentrated in Germany, France, and the United Kingdom, accounting for about 45 % of total net assets.
Given the fund’s reliance on the AlphaDEX® selection model, its performance is sensitive to the underlying methodology’s factor weights-particularly value and momentum-so investors should monitor any shifts in those factor premiums across European markets. For a deeper, data-driven dive into FEP’s risk-return profile, the ValueRay platform offers granular analytics that can help you assess whether the fund aligns with your investment thesis.
What is the price of FEP shares?
Over the past week, the price has changed by +0.63%, over one month by +5.75%, over three months by +10.27% and over the past year by +62.52%.
Is FEP a buy, sell or hold?
What are the forecasts/targets for the FEP price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 68.2 | 22.9% |
FEP Fundamental Data Overview January 08, 2026
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 = 417.1m USD (417.1m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 417.1m)
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 417.1m / 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 = 8.32% (E(417.1m)/V(417.1m) * Re(8.32%) + (debt-free company))
Discount Rate = 8.32% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FEP ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle