(LMBS) First Trust Low Duration - Ratings and Ratios
Mortgage-Backed, Residential, Commercial, Debt
| Risk via 10d forecast | |
|---|---|
| Volatility | 2.55% |
| Value at Risk 5%th | 4.06% |
| Reward | |
|---|---|
| Sharpe Ratio | 1.21 |
| Alpha | -2.84 |
| Character | |
|---|---|
| Hurst Exponent | 0.547 |
| Beta | 0.440 |
| Drawdowns 3y | |
|---|---|
| Max DD | 1.72% |
| Mean DD | 0.38% |
Description: LMBS First Trust Low Duration November 05, 2025
Under typical market conditions, First Trust Low Duration Opportunities ETF (LMBS) targets its objective by allocating at least 60 % of net assets-including any borrowing-to mortgage-related debt securities and related instruments, primarily backed by residential and commercial mortgages.
Key metrics to watch include its average portfolio duration (≈ 2.5 years as of the latest filing), expense ratio (0.45 %), and weighted-average coupon (around 3.8 %). The fund’s performance is highly sensitive to Fed policy and the U.S. housing market: a tightening cycle that pushes mortgage rates higher can compress yields on existing mortgage-backed securities, while a slowdown in new mortgage origination may reduce inflows into the underlying asset class. As of Q3 2024, LMBS held roughly $1.2 billion in assets, with a 70 % concentration in agency MBS and the remainder in non-agency and commercial mortgage-backed securities.
For a deeper quantitative comparison of LMBS’s risk-adjusted returns versus peers, you might explore the analytics on ValueRay.
LMBS ETF Overview
| Market Cap in USD | 5,597m |
| Category | Short Government |
| TER | 0.64% |
| IPO / Inception | 2014-11-04 |
| Return 12m vs S&P 500 | -5.57% |
| Analyst Rating | - |
LMBS Dividends
| Dividend Yield | 4.42% |
| Yield on Cost 5y | 5.07% |
| Yield CAGR 5y | 15.54% |
| Payout Consistency | 90.3% |
| Payout Ratio | - |
LMBS Growth Ratios
| CAGR | 6.34% |
| CAGR/Max DD Calmar Ratio | 3.68 |
| CAGR/Mean DD Pain Ratio | 16.50 |
| Current Volume | 524.9k |
| Average Volume | 541.2k |
What is the price of LMBS shares?
Over the past week, the price has changed by +0.09%, over one month by +0.88%, over three months by +2.44% and over the past year by +7.10%.
Is First Trust Low Duration a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of LMBS is around 49.51 USD . This means that LMBS is currently overvalued and has a potential downside of -0.92%.
Is LMBS a buy, sell or hold?
What are the forecasts/targets for the LMBS price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 54.8 | 9.6% |
LMBS Fundamental Data Overview November 06, 2025
Beta = 0.44
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 = 5.60b USD (5.60b + (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 5.60b)
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 5.60b / 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 = 7.64% (E(5.60b)/V(5.60b) * Re(7.64%) + (debt-free company))
Discount Rate = 7.64% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for LMBS ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle