FNK offers an alternative take on US mid-cap value stocks. Its quant-based methodology attempts to outperform the space by selecting stocks from its base index NASDAQ US 600 Mid Cap Index and screens it for value factors. The resulting underlying index portfolio includes 225 stocks with value factors such as price/book value, price/cash flow and return on assets. The stocks are further divided equally into quintiles after the value screens, overweighting the highest scoring securities. The index is reconstituted and rebalanced quarterly. Prior to April 8, 2016, the Funds tracked the Defined Mid Cap Value Index, the universe may differ slightly but the factors and methodology are the same.
公司网站 :
http://www.ftportfolios.com/Retail/Etf/EtfSummary.aspx?Ticker=Fnk
总经理:-
建立时间:2011
公司总部:First Trust Mid Cap Value AlphaDEX Fund
领域:Miscellaneous
行业:Investment trusts/Mutual funds