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FAB - First Trust Multi Cap Value AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
55.3%

First Trust Multi Cap Value AlphaDEX Fund has an Implied Volatility (IV) of 55.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FAB is 30 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for FAB is 0.52 standard deviations away from its 1 year mean.

Market Cap$192.61M
Dividend Yield1.61% ($1.13)
Next Dividend Date9/23/2022 (10d) !
Implied Volatility (IV) 30d
55.25
Implied Volatility Rank (IVR) 1y
29.84
Implied Volatility Percentile (IVP) 1y
73.69
Historical Volatility (HV) 30d
22.58
IV / HV
2.45

Data was calculated after the 9/12/2022 closing.

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