First Trust ETF Forward View - 20 Period Moving Average
| ARVR ETF | USD 55.23 1.28 2.37% |
First Trust's 20 Period Moving Average forecast is computed from observed closing prices over the selected horizon. The accuracy statistics below distinguish a well-fitted model from one that is smoothing over meaningful price movement. The 20 Period Moving Average model projects First Trust at 51.51 for the next trading day, below the most recent closing price. The 20 Period Moving Average output reflects statistical model results and is provided for reference purposes.
20 Period Moving Average Price Forecast For the 12th of May 2026
Over a 90-day horizon, the 20 Period Moving Average model forecasts First Trust at 51.51 for the next trading day, with a mean absolute deviation of 2.54 , mean absolute percentage error of 0.05 , and sum of absolute errors of 104.22 .This indicates moderate forecast accuracy — the model captures the general trend but not all short-term variation in First Trust's price. This output is intended for short-term analytical reference.
ETF Forecast Pattern
| Backtest First Trust | First Trust Price Prediction | Research Analysis |
Forecasted Value
The projected range for First Trust reflects the model's ability to define credible downside and upside scenarios for the next trading day. Downside is estimated near 50.10 and upside near 52.91. The moderate spread reflects defined uncertainty around the forecast.
Model Predictive Factors
The table below summarizes the 20 Period Moving Average model's error metrics for First Trust ETF. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.| AIC | Akaike Information Criteria | 83.5023 |
| Bias | Arithmetic mean of the errors | -1.6184 |
| MAD | Mean absolute deviation | 2.542 |
| MAPE | Mean absolute percentage error | 0.0514 |
| SAE | Sum of the absolute errors | 104.223 |
Other Forecasting Options for First Trust
Volume-weighted price analysis for First Trust ETF gives heavier weight to price levels where trading activity was highest. Crossovers in the MACD line and signal line identify shifts in First Trust momentum before they appear in raw price.First Trust Comparable Funds
These peer funds help position First Trust within a broader category rather than against operating businesses. This peer set gives investors a way to compare First Trust's structure and outcomes against similar portfolio vehicles. Category-relative analysis helps separate fund-specific behavior from broader market moves affecting the whole group.
| Risk & Return | Correlation |
First Trust Market Strength Events
For investors tracking First Trust Indxx, market strength indicators offer quantitative evaluation of ETF behavior. When Rate of Change diverges from price direction, it often signals weakening momentum before a visible reversal in First Trust.
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 55.23 | |||
| Day Typical Price | 55.23 | |||
| Price Action Indicator | 0.64 | |||
| Period Momentum Indicator | 1.28 | |||
| Relative Strength Index | 74.45 |
First Trust Risk Indicators
Analyzing First Trust's basic risk indicators provides a structured view of the risk-return trade-off for first trust etf. Expected shortfall estimates the average loss in the worst-case tail scenarios, going beyond what standard deviation alone captures for First Trust.
| Mean Deviation | 1.15 | |||
| Semi Deviation | 0.9907 | |||
| Standard Deviation | 1.44 | |||
| Variance | 2.07 | |||
| Downside Variance | 1.62 | |||
| Semi Variance | 0.9815 | |||
| Expected Short fall | -1.37 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.