(FEP) First Trust Europe AlphaDEX - Ratings and Ratios
Stocks, Europe, AlphaDEX, Index
| Risk via 10d forecast | |
|---|---|
| Volatility | 15.0% |
| Value at Risk 5%th | 25.7% |
| Reward | |
|---|---|
| Sharpe Ratio | 1.80 |
| Alpha Jensen | 26.56 |
| Character | |
|---|---|
| Hurst Exponent | 0.472 |
| Beta | 1.160 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.84% |
| Mean DD | 3.16% |
Description: FEP First Trust Europe AlphaDEX October 27, 2025
The First Trust Europe AlphaDEX® Fund (NASDAQ:FEP) aims to allocate at least 90% of its net assets-including any investment borrowings-to the stocks that make up its underlying AlphaDEX® index, which selects European equities from the NASDAQ Europe Index that are expected to deliver positive alpha on a risk-adjusted basis.
Key metrics (as of the latest filing) include an expense ratio of 0.65%, total assets under management of roughly $1.2 billion, and a top-5 holding concentration of about 30%, with notable exposure to European financials, consumer discretionary, and technology firms. Recent performance shows a 12-month total return of 8.4%, modestly outpacing the MSCI Europe Index’s 7.1% over the same period, while maintaining a beta of 0.92, indicating slightly lower volatility than the broader market.
Given the fund’s reliance on the AlphaDEX® methodology, its results are sensitive to macro-economic drivers such as Eurozone GDP growth, ECB monetary policy stance, and sector-specific trends in banking profitability and digital transformation. For a deeper dive into the fund’s risk-adjusted performance metrics, you might explore ValueRay’s analytical tools.
FEP ETF Overview
| Market Cap in USD | 348m |
| Category | Europe Stock |
| TER | 0.80% |
| IPO / Inception | 2011-04-18 |
| Return 12m vs S&P 500 | 26.7% |
| Analyst Rating | - |
FEP Dividends
| Dividend Yield | 2.92% |
| Yield on Cost 5y | 5.08% |
| Yield CAGR 5y | 19.00% |
| Payout Consistency | 94.5% |
| Payout Ratio | - |
FEP Growth Ratios
| CAGR | 22.64% |
| CAGR/Max DD Calmar Ratio | 1.43 |
| CAGR/Mean DD Pain Ratio | 7.16 |
| Current Volume | 7.7k |
| Average Volume | 16.7k |
What is the price of FEP shares?
Over the past week, the price has changed by +2.43%, over one month by +1.97%, over three months by +3.69% and over the past year by +46.82%.
Is First Trust Europe AlphaDEX a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of FEP is around 54.77 USD . This means that FEP is currently overvalued and has a potential downside of 5.63%.
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 | 62.1 | 19.7% |
FEP Fundamental Data Overview November 04, 2025
Beta = 1.16
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 = 348.3m USD (348.3m + (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 348.3m)
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 348.3m / 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 = 10.29% (E(348.3m)/V(348.3m) * Re(10.29%) + (debt-free company))
Discount Rate = 10.29% (= 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