FMF
First Trust Managed Futures Strategy Fund
NYSEArcaUSDEQUITY
DELAYED
Last price
50.72
▲ 0.22 (0.44%)
MARKET · —
Price
Too many bars for candle bodies at this width — showing high/low range per bar. Zoom in or pick a shorter range.
Open
50.78
Prev close
50.50
Day high
50.82
Day low
50.57
Volume
27.75K
Market cap
—
P/E (TTM)
—
52W range
46.42 – 52.44
Options chain
Calls
| Strike | Last | Bid | Ask | Vol | OI | IV |
|---|---|---|---|---|---|---|
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
Puts
| Strike | Last | Bid | Ask | Vol | OI | IV |
|---|---|---|---|---|---|---|
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
Every listed expiry, both sides of the book, with volume, open interest and implied volatility.
Trailing performance
Returnvs SPY
1W
-0.02%
+1.3%
1M
+0.65%
-3.1%
3M
-2.08%
-5.2%
6M
+1.68%
-9.4%
YTD
+7.80%
-4.5%
1Y
+7.12%
-12.9%
3Y
+4.69%
-69.5%
5Y
—
—
Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.
Fundamentals
Market cap—
Enterprise value—
Revenue (TTM)—
Gross profit—
EBITDA—
Net income—
EPS (TTM)—
Free cash flow—
Total cash—
Total debt—
Book value / share—
Shares outstanding—
Float—
Short % of float—
Dividend yield—
Beta (5Y)—
Valuation & profitability ratios
Trailing P/E—
Forward P/E—
PEG ratio—
Price / sales—
Price / book—
EV / revenue—
EV / EBITDA—
Gross margin—
Operating margin—
Profit margin—
Return on equity—
Return on assets—
Debt / equity—
Current ratio—
Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.
Analyst targets & ownership
Mean target—
High target—
Low target—
Implied upside—
Analyst count—
Consensus—
Strong buy / Buy— / —
Hold—
Sell / Strong sell— / —
Held by insiders—
Held by institutions—
Institutions holding—
Price targets, consensus spread, insider and institutional ownership.
Moving averages & technicals
SMA 10
50.68
+0.08% from price
SMA 20
50.37
+0.69% from price
SMA 50
50.31
+0.82% from price
SMA 100
50.89
-0.32% from price
SMA 200
49.87
+1.70% from price
EMA 12
50.56
+0.32% from price
EMA 26
50.45
+0.54% from price
EMA 50
50.48
+0.48% from price
RSI (14)
55.4
Neutral
MACD (12,26,9)
0.11
Hist 0.04
ATR (14)
0.39
0.77% of price
Realised vol 30D
7.3%
Annualised
Bollinger upper
51.07
20, 2σ
Bollinger lower
49.68
20, 2σ
50 / 200 cross
Golden
50.31 vs 49.87
Trend bias
Above 200
+1.70%
Risk profile
Beta vs SPY
0.22
Less volatile than market
Correlation to SPY
0.27
Largely independent
Realised vol 30D
7.3%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-6.0%
Peak to trough
Max drawdown 5Y
-17.3%
Peak to trough
ATR 14
0.39
0.77% of price
Beta (reported)
—
5Y monthly, from filing
PRIVATE STRATEGY · BY QUALIFICATION
The same data. A different seat.
The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.