(FTHI) First Trust BuyWrite Income - Ratings and Ratios
Equities, Call Options, Premiums
| Risk via 10d forecast | |
|---|---|
| Volatility | 8.85% |
| Value at Risk 5%th | 15.1% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.42 |
| Alpha Jensen | -1.67 |
| Character | |
|---|---|
| Hurst Exponent | 0.284 |
| Beta | 0.660 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.93% |
| Mean DD | 1.36% |
Description: FTHI First Trust BuyWrite Income November 12, 2025
FTHI is a U.S.-based ETF that seeks income by combining a traditional equity portfolio of S&P 500 constituents with a systematic “buy-write” strategy-selling (writing) cash-secured call options on the S&P 500 Index. The premium collected from these options is intended to generate monthly cash distributions, while the underlying stock holdings provide capital-preservation and upside participation up to the strike price of the written calls.
Key quantitative points (as of the latest public filings) include an expense ratio of roughly 0.70%, assets under management near $400 million, and a 12-month trailing distribution yield of about 5.2%. The fund’s performance is highly sensitive to the VIX (S&P 500 implied volatility); higher volatility typically inflates option premiums, boosting income, whereas a steeply rising market can cap upside because the sold calls may be exercised. Additionally, the current U.S. interest-rate environment influences option pricing-higher rates generally increase the time-value component of the premiums, benefitting the strategy’s cash-flow generation.
If you’re evaluating income-focused ETFs, a deeper look at ValueRay’s analytical tools can help you model how changes in volatility, dividend yields, and interest rates might affect FTHI’s risk-adjusted return profile.
FTHI ETF Overview
| Market Cap in USD | 1,731m |
| Category | Derivative Income |
| TER | 0.75% |
| IPO / Inception | 2014-01-06 |
| Return 12m vs S&P 500 | -4.85% |
| Analyst Rating | - |
FTHI Dividends
| Dividend Yield | 9.32% |
| Yield on Cost 5y | 16.48% |
| Yield CAGR 5y | 20.20% |
| Payout Consistency | 97.4% |
| Payout Ratio | - |
FTHI Growth Ratios
| CAGR | 16.49% |
| CAGR/Max DD Calmar Ratio | 1.03 |
| CAGR/Mean DD Pain Ratio | 12.11 |
| Current Volume | 394.8k |
| Average Volume | 381.1k |
What is the price of FTHI shares?
Over the past week, the price has changed by +0.29%, over one month by +2.19%, over three months by +4.85% and over the past year by +10.26%.
Is First Trust BuyWrite Income a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of FTHI is around 26.66 USD . This means that FTHI is currently undervalued and has a potential upside of +11.97% (Margin of Safety).
Is FTHI a buy, sell or hold?
What are the forecasts/targets for the FTHI price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 29.7 | 24.8% |
FTHI Fundamental Data Overview November 04, 2025
Beta = 0.66
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 = 1.73b USD (1.73b + (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 1.73b)
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 1.73b / 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 = 8.45% (E(1.73b)/V(1.73b) * Re(8.45%) + (debt-free company))
Discount Rate = 8.45% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FTHI ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle