First Trust Intermediate Fund Net Income
| FPF Fund | USD 18.87 0.05 0.26% |
As of the 27th of January, First Trust shows the Mean Deviation of 0.2769, downside deviation of 0.4557, and Coefficient Of Variation of 1339.21. First Trust Intermediate 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 Intermediate variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if First Trust Intermediate is priced favorably, providing market reflects its regular price of 18.87 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 Intermediate 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. First |
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 fund 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.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in First Trust on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Intermediate or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with BlackRock Credit, Putnam Income, American Beacon, Sierra Strategic, Sierra Strategic, Cohen Steers, and Eaton Vance. First Trust Intermediate Duration Preferred Income Fund is a closed end fixed income mutual fund launched and managed by... 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 fund 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 Intermediate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4557 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 1.99 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.6001 |
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 | 0.0459 | |||
| Jensen Alpha | 0.002 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.0774 |
First Trust January 27, 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 | 0.0459 | |||
| Market Risk Adjusted Performance | 0.0874 | |||
| Mean Deviation | 0.2769 | |||
| Semi Deviation | 0.3733 | |||
| Downside Deviation | 0.4557 | |||
| Coefficient Of Variation | 1339.21 | |||
| Standard Deviation | 0.3853 | |||
| Variance | 0.1485 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | 0.002 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.0774 | |||
| Maximum Drawdown | 1.99 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.6001 | |||
| Downside Variance | 0.2077 | |||
| Semi Variance | 0.1394 | |||
| Expected Short fall | (0.28) | |||
| Skewness | (0.55) | |||
| Kurtosis | 1.29 |
First Trust Intermediate Backtested Returns
At this point, First Trust is very steady. First Trust Intermediate secures Sharpe Ratio (or Efficiency) of 0.0747, which denotes the fund had a 0.0747 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for First Trust Intermediate, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Downside Deviation of 0.4557, coefficient of variation of 1339.21, and Mean Deviation of 0.2769 to check if the risk estimate we provide is consistent with the expected return of 0.0288%. The fund shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. 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 | -0.52 |
Good reverse predictability
First Trust Intermediate has good reverse predictability. Overlapping area represents the amount of predictability between First Trust time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 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 Intermediate price movement. The serial correlation of -0.52 indicates that about 52.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Intermediate reported net income of 0.0. This indicator is about the same for the Financial Services average (which is currently at 0.0) family and about the same as Asset Management (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
First Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses First Trust's direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the funds which would be a good addition to a portfolio. Peer analysis of First Trust could also be used in its relative valuation, which is a method of valuing First Trust by comparing valuation metrics of similar companies.First Trust is currently under evaluation in net income among similar funds.
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 Intermediate is one of the top funds in price to earning among similar funds. It is rated # 3 fund in beta among similar funds totaling about 0.08 of Beta per Price To Earning. The ratio of Price To Earning to Beta for First Trust Intermediate is roughly 11.79 . 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.First Fundamentals
| Shares Outstanding | 60.77 M | ||||
| Shares Owned By Institutions | 29.05 % | ||||
| Number Of Shares Shorted | 34.31 K | ||||
| Price To Earning | 4.48 X | ||||
| Short Ratio | 0.16 X | ||||
| Earnings Per Share | 3.83 X | ||||
| Number Of Employees | 11 | ||||
| Beta | 0.38 | ||||
| Market Capitalization | 1.27 B | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 0.86 % | ||||
| One Year Return | 11.56 % | ||||
| Three Year Return | 7.73 % | ||||
| Five Year Return | 3.54 % | ||||
| Last Dividend Paid | 1.35 |
About First Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze First Trust Intermediate'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 Intermediate based on its fundamental data. In general, a quantitative approach, as applied to this fund, 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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Other Information on Investing in First Fund
First Trust financial ratios help investors to determine whether First Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in First with respect to the benefits of owning First Trust security.
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