First Trust Low Etf Key Fundamental Indicators
| FSOV Etf | 17.37 0.03 0.17% |
As of the 20th of February, First Trust shows the Downside Deviation of 0.43, mean deviation of 0.1553, and Coefficient Of Variation of 2952.41. First Trust Low 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 Low information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if First Trust Low is priced favorably, providing market reflects its regular price of 17.37 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 Low 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 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.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in First Trust on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Low or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with First Trust, First Trust, First Trust, LG Russell, IShares MSCI, and VanEck Multi. First Trust is entity of Netherlands. It is traded as Etf on AS 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 Low upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.43 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.6381 |
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 | 0.0075 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (0.01) |
First Trust February 20, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0075 | |||
| Market Risk Adjusted Performance | (0) | |||
| Mean Deviation | 0.1553 | |||
| Semi Deviation | 0.2045 | |||
| Downside Deviation | 0.43 | |||
| Coefficient Of Variation | 2952.41 | |||
| Standard Deviation | 0.2693 | |||
| Variance | 0.0725 | |||
| Information Ratio | (0.20) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.6381 | |||
| Downside Variance | 0.1849 | |||
| Semi Variance | 0.0418 | |||
| Expected Short fall | (0.29) | |||
| Skewness | (0.33) | |||
| Kurtosis | 2.59 |
First Trust Low Backtested Returns
Currently, First Trust Low is very steady. First Trust Low secures Sharpe Ratio (or Efficiency) of 0.0134, which denotes the etf had a 0.0134 % return per unit of risk over the last 3 months. We have found thirty technical indicators for First Trust Low, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Downside Deviation of 0.43, coefficient of variation of 2952.41, and Mean Deviation of 0.1553 to check if the risk estimate we provide is consistent with the expected return of 0.0031%. The etf shows a Beta (market volatility) of 0.0684, 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 | -0.36 |
Poor reverse predictability
First Trust Low has poor reverse predictability. Overlapping area represents the amount of predictability between First Trust time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Low price movement. The serial correlation of -0.36 indicates that just about 36.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, First Trust Low has a Beta of 0.64. This is much higher than that of the family and significantly higher than that of the Global Government Bond - EUR Hedged category. The beta for all Netherlands etfs is notably lower than that of the firm.
First Beta 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 Beta to detect undervalued stocks with similar characteristics or determine the etfs 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 rated # 3 ETF in beta as compared to similar ETFs.
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 Low is rated # 4 ETF in beta as compared to similar ETFs. It is rated below average in one year return as compared to similar ETFs reporting about 5.47 of One Year Return per Beta. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the First Trust's earnings, one of the primary drivers of an investment's value.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.
First Fundamentals
| Beta | 0.64 | |||
| One Year Return | 3.50 % | |||
| Three Year Return | 3.50 % | |||
| Five Year Return | (0.80) % |
About First Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze First Trust Low'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 Low 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.First Trust is entity of Netherlands. It is traded as Etf on AS exchange.
Thematic Opportunities
Explore Investment Opportunities
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in First Trust Low. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.