First Trust Smid Etf Current Valuation
| FSGS Etf | 30.83 0.00 0.00% |
Valuation analysis of First Trust SMID helps investors to measure First Trust's intrinsic value by examining its available valuation indicators, including the cash flow records, the balance sheet account changes and income statement patterns.
Fairly Valued
Today
Please note that First Trust's price fluctuation is very steady at this time. Calculation of the real value of First Trust SMID is based on 3 months time horizon. Increasing First Trust's time horizon generally increases the accuracy of value calculation and significantly improves the predictive power of the methodology used.
The fair value of the First etf is determined by what a typical buyer is willing to pay for full or partial control of First Trust SMID. Since First Trust is currently traded on the exchange, buyers and sellers on that exchange determine the market value of First Etf. However, First Trust's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 30.83 | Real 30.64 | Hype 30.64 | Naive 29.67 |
The intrinsic value of First Trust's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence First Trust's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of First Trust SMID helps investors to forecast how First etf's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of First Trust more accurately as focusing exclusively on First Trust's fundamentals will not take into account other important factors: Investors evaluate First Trust SMID using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating First Trust's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause First Trust's market price to deviate significantly 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. Conversely, First Trust's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in First Trust on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust SMID or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with First Trust, WBI BullBear, ProShares Ultra, Strategy Shares, Nushares ETF, Global X, and JP Morgan. First Trust is entity of United States. It is traded as Etf on NASDAQ exchange. 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 SMID upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9129 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.27 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.56 |
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 | 0.0204 | |||
| Jensen Alpha | 0.007 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0812 |
First Trust February 6, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0204 | |||
| Market Risk Adjusted Performance | 0.0912 | |||
| Mean Deviation | 0.6822 | |||
| Semi Deviation | 0.8851 | |||
| Downside Deviation | 0.9129 | |||
| Coefficient Of Variation | 3985.79 | |||
| Standard Deviation | 0.8888 | |||
| Variance | 0.79 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.007 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0812 | |||
| Maximum Drawdown | 4.27 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.56 | |||
| Downside Variance | 0.8333 | |||
| Semi Variance | 0.7834 | |||
| Expected Short fall | (0.68) | |||
| Skewness | (0.0006) | |||
| Kurtosis | 0.4202 |
First Trust SMID Backtested Returns
Currently, First Trust SMID is very steady. First Trust SMID secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the etf had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Trust SMID, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Coefficient Of Variation of 3985.79, mean deviation of 0.6822, and Downside Deviation of 0.9129 to check if the risk estimate we provide is consistent with the expected return of 0.0071%. The etf shows a Beta (market volatility) of 0.15, 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 | 0.24 |
Weak predictability
First Trust SMID has weak predictability. Overlapping area represents the amount of predictability between First Trust time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 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 SMID price movement. The serial correlation of 0.24 indicates that over 24.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Enterprise Value can be a useful tool to compare companies with different capital structures. Long term liability and current cash or cash equivalents can have a huge impact on market valuation of a given company.
| Competition |
In accordance with the recently published financial statements, First Trust SMID has a Current Valuation of 0.0. This indicator is about the same for the average (which is currently at 0.0) family and about the same as Small 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 SMID is one of the top ETFs in beta as compared to similar ETFs. It also is one of the top ETFs in one year return as compared to similar ETFs reporting about 0.80 of One Year Return per Beta. The ratio of Beta to One Year Return for First Trust SMID is roughly 1.26 . 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
| Beta | 1.13 | |||
| One Year Return | 0.90 % | |||
| Three Year Return | 3.50 % | |||
| Five Year Return | 5.10 % |
About First Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze First Trust SMID'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 SMID 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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Investors evaluate First Trust SMID using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating First Trust's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause First Trust's market price to deviate significantly 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. Conversely, First Trust's market price signifies the transaction level at which participants voluntarily complete trades.