First Trust Developed Etf Net Income
| FDTS Etf | USD 68.13 2.95 4.15% |
As of the 5th of March, First Trust shows the Coefficient Of Variation of 333.25, downside deviation of 1.11, and Mean Deviation of 0.7155. First Trust Developed technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices. Please confirm First Trust Developed variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if First Trust Developed is priced favorably, providing market reflects its regular price of 68.13 per share.
First Trust's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing First Trust's valuation are provided below:First Trust Developed does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. The market value of First Trust Developed is measured differently than its book value, which is the value of First that is recorded on the company's balance sheet. Investors also form their own opinion of First Trust's value that differs from its market value or its book value, called intrinsic value, which is First Trust's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because First Trust's market value can be influenced by many factors that don't directly affect First Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between First Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if First Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, First Trust's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
First Trust 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to First Trust's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of First Trust.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in First Trust on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Developed or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with MicroSectors Travel, IShares Emerging, John Hancock, Litman Gregory, ProShares Long, Tidal ETF, and IShares ESG. The fund will normally invest at least 90 percent of its net assets in the common stocks, depositary receipts, real esta... More
First Trust Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure First Trust's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess First Trust Developed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.2558 | |||
| Maximum Drawdown | 6.71 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.85 |
First Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Trust's standard deviation. In reality, there are many statistical measures that can use First Trust historical prices to predict the future First Trust's volatility.| Risk Adjusted Performance | 0.2281 | |||
| Jensen Alpha | 0.2659 | |||
| Total Risk Alpha | 0.2439 | |||
| Sortino Ratio | 0.2294 | |||
| Treynor Ratio | 0.4243 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
First Trust March 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2281 | |||
| Market Risk Adjusted Performance | 0.4343 | |||
| Mean Deviation | 0.7155 | |||
| Semi Deviation | 0.7771 | |||
| Downside Deviation | 1.11 | |||
| Coefficient Of Variation | 333.25 | |||
| Standard Deviation | 0.997 | |||
| Variance | 0.994 | |||
| Information Ratio | 0.2558 | |||
| Jensen Alpha | 0.2659 | |||
| Total Risk Alpha | 0.2439 | |||
| Sortino Ratio | 0.2294 | |||
| Treynor Ratio | 0.4243 | |||
| Maximum Drawdown | 6.71 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.85 | |||
| Downside Variance | 1.24 | |||
| Semi Variance | 0.604 | |||
| Expected Short fall | (0.85) | |||
| Skewness | (1.22) | |||
| Kurtosis | 5.32 |
First Trust Developed Backtested Returns
First Trust appears to be very steady, given 3 months investment horizon. First Trust Developed secures Sharpe Ratio (or Efficiency) of 0.29, which denotes the etf had a 0.29 % return per unit of risk over the last 3 months. We have found thirty technical indicators for First Trust Developed, which you can use to evaluate the volatility of the entity. Please utilize First Trust's Downside Deviation of 1.11, mean deviation of 0.7155, and Coefficient Of Variation of 333.25 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.68, which means possible diversification benefits within a given portfolio. As returns on the market increase, First Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Trust is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
First Trust Developed has very good predictability. Overlapping area represents the amount of predictability between First Trust time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of First Trust Developed price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 9.51 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, First Trust Developed reported net income of 0.0. This indicator is about the same for the First Trust average (which is currently at 0.0) family and about the same as Foreign Small/Mid Value (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
First Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining First Trust's current stock value. Our valuation model uses many indicators to compare First Trust value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across First Trust competition to find correlations between indicators driving First Trust's intrinsic value. More Info.First Trust Developed is one of the top ETFs in price to earning as compared to similar ETFs. It also is one of the top ETFs in price to book as compared to similar ETFs fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for First Trust Developed is roughly 10.04 . Comparative valuation analysis is a catch-all technique that is used if you cannot value First Trust by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for First Trust
The fund consists of 98.6% investments in stocks, with the rest of investments allocated between various types of exotic instruments.Asset allocation divides First Trust's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
First Fundamentals
| Price To Earning | 11.14 X | |||
| Price To Book | 1.11 X | |||
| Price To Sales | 0.55 X | |||
| Number Of Employees | 201 | |||
| Beta | 1.02 | |||
| Total Asset | 6.49 M | |||
| One Year Return | 80.20 % | |||
| Three Year Return | 25.90 % | |||
| Five Year Return | 14.40 % | |||
| Ten Year Return | 12.30 % | |||
| Net Asset | 6.49 M | |||
| Last Dividend Paid | 0.0941 | |||
| Equity Positions Weight | 98.60 % |
About First Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze First Trust Developed's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of First Trust using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of First Trust Developed based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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The market value of First Trust Developed is measured differently than its book value, which is the value of First that is recorded on the company's balance sheet. Investors also form their own opinion of First Trust's value that differs from its market value or its book value, called intrinsic value, which is First Trust's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because First Trust's market value can be influenced by many factors that don't directly affect First Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between First Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if First Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, First Trust's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.