FSZ
First Trust Switzerland AlphaDEX Fund
NasdaqGMUSDETF / FUND
DELAYED
Last price
82.68
▲ 0.09 (0.10%)
MARKET · —
Price
Open
82.68
Prev close
82.60
Day high
82.68
Day low
82.68
Volume
38
Market cap
—
P/E (TTM)
23.52
52W range
75.27 – 86.44
Trailing performance
Returnvs SPY
1W
-0.57%
+0.8%
1M
+3.38%
-0.4%
3M
+0.93%
-2.2%
6M
-3.71%
-14.8%
YTD
+3.23%
-9.1%
1Y
+3.88%
-16.1%
3Y
+36.82%
-37.4%
5Y
—
—
Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.
Top holdings
| Symbol | Name | Weight | |
|---|---|---|---|
| SUN.SW | Sulzer AG | 4.51% | |
| SREN.SW | Swiss Re AG | 4.41% | |
| BKW.SW | BKW AG | 4.15% | |
| FHZN.SW | Flughafen Zuerich AG | 4.02% | |
| VONN.SW | Vontobel Holding AG | 3.94% | |
| AVOL.SW | Avolta AG | 3.91% | |
| SDZ.SW | Sandoz Group AG Registered Shares | 3.89% | |
| ABBN.SW | ABB Ltd | 3.81% | |
| VACN.SW | VAT Group AG | 3.63% | |
| BANB.SW | Bachem Holding AG | 3.44% |
Sector exposure
Industrials
27.57%
Financial services
19.66%
Healthcare
19.52%
Consumer cyclical
7.94%
Technology
6.89%
Consumer defensive
5.05%
Utilities
4.15%
Real estate
3.43%
Communication services
3.39%
Basic materials
2.39%
Fund profile
Fund familyFirst Trust
CategoryFocused Region
Legal typeExchange Traded Fund
Expense ratio0.80%
Turnover80.0%
Total net assets$16.24M
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/E23.52
Forward P/E87.03
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
82.83
-0.18% from price
SMA 20
82.37
+0.38% from price
SMA 50
82.14
+0.65% from price
SMA 100
81.71
+1.19% from price
SMA 200
81.13
+1.91% from price
EMA 12
82.65
+0.04% from price
EMA 26
82.39
+0.35% from price
EMA 50
82.14
+0.66% from price
RSI (14)
52.3
Neutral
MACD (12,26,9)
0.26
Hist -0.02
ATR (14)
0.42
0.51% of price
Realised vol 30D
14.1%
Annualised
Bollinger upper
84.30
20, 2σ
Bollinger lower
80.44
20, 2σ
50 / 200 cross
Golden
82.14 vs 81.13
Trend bias
Above 200
+1.91%
Risk profile
Beta vs SPY
0.70
Less volatile than market
Correlation to SPY
0.63
Loosely linked
Realised vol 30D
14.1%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-10.4%
Peak to trough
Max drawdown 5Y
-36.4%
Peak to trough
ATR 14
0.42
0.51% of price
Beta (reported)
—
5Y monthly, from filing
Unusual options activity
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
That is the normal state — most contracts trade well inside their existing open interest.
Contracts trading at or above their open interest, ranked by notional and where the print landed.
Options analytics
Put / call volume
—
—
Put / call open interest
—
Positioning, not flow
Max pain
—
—
ATM implied vol
—
Nearest strike to spot
Skew (10% OTM)
—
—
Call volume
0
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
—
—
Heaviest put OI
—
—
Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.
Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.
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.
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.