FLSP ETF Analysis: Liberty Systematic Style | NYSE

Multistrategy | NYSE, USA | Market Cap: 1.108m USD | 12M Return: 8% | US35473P5465 | Charts, Fundamentals & Technical Analysis

Commodities, Currencies, Equities, Fixed Income
Total Rating 55
Safety 50
Buy Signal 0.16
Multistrategy
Category Rotation: +11.1
TER: 0.65%
AUM: 1.11B
Avg Turnover: 3.78M
Risk 3d forecast
Volatility10.8%
VaR 5th Pctl1.88%
VaR vs Median-3.14%
Reward TTM
Sharpe Ratio0.90
Rel. Str. IBD49.7
Rel. Str. Peer Group25
Character TTM
Beta-0.003
Beta Downside-0.070
Hurst Exponent0.321
Drawdowns 3y
Max DD6.69%
CAGR/Max DD1.56
CAGR/Mean DD6.60

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 6.8 years of data

Jan -1.0% 22
Feb -0.0% 0
Mar +1.1% 34
Apr -0.6% 3
May +1.2% 19
Jun -1.5% 18
Jul +0.4% 32
Aug +0.2% 15
Sep -0.8% 13
Oct -0.1% 10
Nov +0.3% 11
Dec +0.5% 16

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: FLSP Liberty Systematic Style

Franklin Liberty Systematic Style Premia ETF (FLSP) is a multistrategy fund that pursues its investment objective by allocating assets across two alternative investment strategies, combining top-down and bottom-up approaches to capturing factor-based risk premia. The fund gains exposure to commodities and currencies indirectly through derivatives, while equity and fixed income exposure is primarily obtained via derivatives but may also be achieved through direct investment.

As a systematic factor-based ETF, FLSP reflects the broader trend of alternative risk premia strategies being packaged into exchange-traded vehicles, allowing investors to access hedge-fund-style return sources through a liquid, transparent fund structure. The use of derivatives across all four major asset classes enables the fund to express factor views without necessarily holding the underlying securities directly.

Headlines to Watch Out For
  • Value and momentum factor premia drive quarterly returns
  • Interest rate volatility pressures fixed income factor exposure
  • AUM growth slows amid competition from low-cost factor ETFs
What is the price of FLSP shares?

As of September 27, 2026, the stock is trading at USD 28.77 with a total of 96,192 shares traded. Over the past week, the price has changed by -0.35%, over one month by +1.09%, over three months by +4.39% and over the past year by +8.04%.

Current recommended Stop Loss: 28.30 (which is 1.6% or 1.3 ATR below the current price).

Is FLSP a buy, sell or hold?

Liberty Systematic Style has no consensus analysts rating.