AFDM
First Trust Active Factor International ETF
1W: -1.2%
1M: -4.2%
YTD: -3.4%
$88.98
+0.83 (+0.94%)
Weekly Expected Move ±1.7%
$86
$87
$89
$91
$92
Overview
Chart
Holdings
Changes
Technicals
Analysis
Peers
Institutions
Dark Pool
Short Interest
Dividends
Weather
Portfolio Health Summary
IS Overall Score
54.9
★★★★★
Altman Z-Score
4.63
Safe
Weight Coverage
94%
of portfolio analyzed
Holdings Matched
164
with fundamental data
InsiderStreet Scorecard
★★★★★
54.9
Top Holdings: Score Breakdown
Risk & Quality Signals
Altman Z-Score
4.63
Safe Zone (>2.99)
Piotroski F-Score
6.4 / 9
Moderate
Beneish M-Score
-2.11
Unlikely Manipulator
Credit Score
—
Earnings Quality
71.9 / 100
Portfolio Valuation
P/E
27.10x
P/B
3.67x
P/S
3.09x
EV/EBITDA
17.11x
EV/Revenue
3.42x
P/FCF
28.52x
P/OCF
21.49x
PEG
1.54x
Earnings Yield
3.69%
FCF Yield
3.51%
OCF Yield
4.65%
Median P/E
14.56x
Growth & Shareholder Returns
Year-over-Year Growth
Revenue
+14.2%
Net Income
+34.1%
EPS
+34.7%
FCF
+39.6%
EBITDA
+24.3%
Op. Income
—
Compound Growth Rates
Rev CAGR 3Y
+12.5%
Rev CAGR 5Y
+14.0%
EPS CAGR 3Y
+17.6%
EPS CAGR 5Y
+16.4%
FCF CAGR 3Y
+18.7%
FCF CAGR 5Y
+12.2%
EBITDA CAGR 3Y
+18.7%
EBITDA CAGR 5Y
+17.2%
Payout Ratio
56.95%
Buyback Yield
3.46%
Dividend Yield
3.44%
Total Shareholder Return
7.33%
Earnings Stability
All Ratios & Metrics
Valuation (12)
| Metric | Value |
|---|---|
| Portfolio P/E | 27.10 |
| Portfolio P/B | 3.67 |
| Portfolio P/S | 3.09 |
| EV/EBITDA | 17.11 |
| EV/Revenue | 3.42 |
| P/FCF | 28.52 |
| P/OCF | 21.49 |
| PEG | 1.54 |
| Earnings Yield | 3.69% |
| FCF Yield | 3.51% |
| OCF Yield | 4.65% |
| Median P/E | 14.56 |
Profitability & Returns (9)
| Metric | Value |
|---|---|
| Gross Margin | 41.59% |
| Operating Margin | 15.68% |
| Net Margin | 11.41% |
| FCF Margin | 6.05% |
| ROE | 14.26% |
| ROA | 1.75% |
| ROIC | 5.43% |
| ROCE | — |
| Asset Turnover | — |
Leverage & Solvency (6)
| Metric | Value |
|---|---|
| Debt/Equity | 1.56 |
| Debt/Assets | 0.20 |
| Net Debt/EBITDA | -1.79 |
| Interest Coverage | 2.02 |
| Current Ratio | 1.94 |
| Quick Ratio | 1.84 |
Efficiency (4)
| Metric | Value |
|---|---|
| Asset Turnover | — |
| Inventory Turnover | — |
| Receivables Turnover | — |
| Payables Turnover | — |
Growth — YoY (6)
| Metric | Value |
|---|---|
| Revenue Growth | 14.18% |
| Net Income Growth | 34.05% |
| EPS Growth | 34.72% |
| FCF Growth | 39.60% |
| EBITDA Growth | 24.30% |
| Op. Income Growth | — |
Growth — CAGR (16)
| Metric | Value |
|---|---|
| Revenue CAGR 3Y | 12.53% |
| Revenue CAGR 5Y | 14.02% |
| Revenue CAGR 10Y | — |
| EPS CAGR 3Y | 17.57% |
| EPS CAGR 5Y | 16.44% |
| EPS CAGR 10Y | — |
| FCF CAGR 3Y | 18.74% |
| FCF CAGR 5Y | 12.18% |
| FCF CAGR 10Y | — |
| EBITDA CAGR 3Y | 18.73% |
| EBITDA CAGR 5Y | 17.25% |
| EBITDA CAGR 10Y | — |
| Net Income CAGR 3Y | 17.43% |
| Net Income CAGR 5Y | 15.98% |
| Op. Income CAGR 3Y | — |
| Op. Income CAGR 5Y | — |
Quality Scores (13)
| Metric | Value |
|---|---|
| IS Overall | 54.9 |
| IS Profitability | 58.1 |
| IS Balance Sheet | 62.6 |
| IS Earnings Quality | 71.9 |
| IS Growth | 52.1 |
| IS Value | 69.9 |
| IS Momentum | 71.3 |
| IS Safety | 66.0 |
| IS Quality | 69.0 |
| Altman Z-Score | 4.63 |
| Piotroski F-Score | 6.41 |
| Beneish M-Score | -2.11 |
| Credit Score | — |
Dividends & Payout (4)
| Metric | Value |
|---|---|
| Dividend Yield | 3.44% |
| Payout Ratio | 56.95% |
| Buyback Yield | 3.46% |
| Total Shareholder Return | 7.33% |
Growth Stability (4)
| Metric | Value |
|---|---|
| Revenue Stability | 0.671 |
| Earnings Stability | 0.478 |
| Earnings Persistence | 0.770 |
| Margin Stability | 0.815 |
Medians (3)
| Metric | Value |
|---|---|
| Median P/E | 14.56 |
| Median P/B | 2.06 |
| Median Dividend Yield | — |
Coverage Meta (3)
| Metric | Value |
|---|---|
| Weight Coverage % | 93.88% |
| Holdings Matched | 164 |
| Total Holdings | 164 |