(AFLG) First Trust Active Factor - Ratings and Ratios
Large-Cap, US-Equity, ActiveBeta, Exchange-Traded, Diversified
Dividends
| Dividend Yield | 0.39% |
| Yield on Cost 5y | 0.71% |
| Yield CAGR 5y | -10.36% |
| Payout Consistency | 82.7% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 13.3% |
| Value at Risk 5%th | 22.7% |
| Relative Tail Risk | 3.96% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.36 |
| Alpha | -1.73 |
| CAGR/Max DD | 1.13 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.402 |
| Beta | 0.882 |
| Beta Downside | 0.914 |
| Drawdowns 3y | |
|---|---|
| Max DD | 17.50% |
| Mean DD | 2.21% |
| Median DD | 1.25% |
Description: AFLG First Trust Active Factor October 27, 2025
First Trust Active Factor Large-Cap ETF (AFLG) seeks to allocate at least 80 % of its net assets-incl. any investment borrowings-to U.S.–listed equities of large-cap firms, defined as companies whose market capitalisation meets or exceeds the minimum threshold of a recognized large-cap index at the time of purchase. The fund tracks the Stuttgart Goldman Sachs ActiveBeta US Large-Cap (USD) index, which applies a factor-tilt methodology to the conventional large-cap universe.
As of the most recent filing (Q2 2024), AFLG carries an expense ratio of 0.45 % and manages roughly $1.2 billion in assets, with top holdings concentrated in technology (≈ 28 %), consumer discretionary (≈ 16 %) and health care (≈ 14 %). The ETF’s performance is sensitive to macro drivers such as U.S. monetary-policy stance, corporate earnings growth, and the health of the tech sector, which together account for over half of its risk-adjusted returns in the past 12 months.
For a deeper, data-rich view of AFLG’s factor exposures and how they compare to peers, you might explore the ValueRay platform’s interactive analytics.
What is the price of AFLG shares?
Over the past week, the price has changed by -2.06%, over one month by +1.50%, over three months by +1.67% and over the past year by +10.19%.
Is AFLG a buy, sell or hold?
What are the forecasts/targets for the AFLG price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 44.3 | 14.7% |
AFLG Fundamental Data Overview December 12, 2025
Beta = 0.97
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 = 463.6m USD (463.6m + (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 463.6m)
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 463.6m / 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 = 9.26% (E(463.6m)/V(463.6m) * Re(9.26%) + (debt-free company))
Discount Rate = 9.26% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for AFLG ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle