First Trust Morningstar Etf Current Valuation
| FSR Etf | CAD 40.48 0.87 2.20% |
Valuation analysis of First Trust Morningstar 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.
Overvalued
Today
Please note that First Trust's price fluctuation is very steady at this time. Calculation of the real value of First Trust Morningstar 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.
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 40.48 | Real 35.92 | Hype 39.61 | Naive 39.64 |
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 Morningstar 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: 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 Morningstar or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with First Trust. The First Trust ETF seeks to replicate, to the extent possible, the performance of a total return U.S 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 Morningstar upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8624 | |||
| Information Ratio | 0.2393 | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.93 |
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 | 0.2249 | |||
| Jensen Alpha | 0.2175 | |||
| Total Risk Alpha | 0.18 | |||
| Sortino Ratio | 0.2088 | |||
| Treynor Ratio | (3.13) |
First Trust February 6, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.2249 | |||
| Market Risk Adjusted Performance | (3.12) | |||
| Mean Deviation | 0.5001 | |||
| Downside Deviation | 0.8624 | |||
| Coefficient Of Variation | 334.28 | |||
| Standard Deviation | 0.7526 | |||
| Variance | 0.5664 | |||
| Information Ratio | 0.2393 | |||
| Jensen Alpha | 0.2175 | |||
| Total Risk Alpha | 0.18 | |||
| Sortino Ratio | 0.2088 | |||
| Treynor Ratio | (3.13) | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.93 | |||
| Downside Variance | 0.7438 | |||
| Semi Variance | (0.08) | |||
| Expected Short fall | (0.97) | |||
| Skewness | 1.21 | |||
| Kurtosis | 2.78 |
First Trust Morningstar Backtested Returns
First Trust appears to be very steady, given 3 months investment horizon. First Trust Morningstar secures Sharpe Ratio (or Efficiency) of 0.34, which denotes the etf had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for First Trust Morningstar, which you can use to evaluate the volatility of the entity. Please utilize First Trust's Coefficient Of Variation of 334.28, standard deviation of 0.7526, and Mean Deviation of 0.5001 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of -0.0687, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning First Trust are expected to decrease at a much lower rate. During the bear market, First Trust is likely to outperform the market.
Auto-correlation | 0.72 |
Good predictability
First Trust Morningstar has good 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 Morningstar price movement. The serial correlation of 0.72 indicates that around 72.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 1.26 |
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 Morningstar has a Current Valuation of 0.0. This indicator is about the same for the FT Portfolios Canada Co average (which is currently at 0.0) family and about the same as U.S. Dividend & Income Equity (which currently averages 0.0) category. This indicator is about the same for all Canada 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 Morningstar 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 16.42 of One Year Return per Beta. Comparative valuation analysis is a catch-all model that can be used if you cannot value First Trust by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for First Trust's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for First Trust
The fund invests 45.75% of asset under management in tradable equity instruments, with the rest of investments concentrated in 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
| Beta | 1.06 | |||
| Total Asset | 3.31 M | |||
| One Year Return | 17.40 % | |||
| Three Year Return | 9.30 % | |||
| Five Year Return | 11.80 % | |||
| Net Asset | 3.31 M | |||
| Last Dividend Paid | 0.016 | |||
| Equity Positions Weight | 45.75 % |
About First Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze First Trust Morningstar'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 Morningstar 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.
When determining whether First Trust Morningstar is a strong investment it is important to analyze First Trust's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact First Trust's future performance. For an informed investment choice regarding First Etf, refer to the following important reports: Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in First Trust Morningstar. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.