First Trust Morningstar Etf Net Income
| FSR Etf | CAD 39.61 0.66 1.69% |
As of the 5th of February, First Trust shows the Mean Deviation of 0.4642, coefficient of variation of 390.29, and Standard Deviation of 0.7169. First Trust Morningstar 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.
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 Morningstar 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.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in First Trust on November 7, 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 | 0.8359 | |||
| Information Ratio | 0.1662 | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.69 |
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 | 0.1882 | |||
| Jensen Alpha | 0.1738 | |||
| Total Risk Alpha | 0.1205 | |||
| Sortino Ratio | 0.1426 | |||
| Treynor Ratio | (115.78) |
First Trust February 5, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.1882 | |||
| Market Risk Adjusted Performance | (115.77) | |||
| Mean Deviation | 0.4642 | |||
| Downside Deviation | 0.8359 | |||
| Coefficient Of Variation | 390.29 | |||
| Standard Deviation | 0.7169 | |||
| Variance | 0.5139 | |||
| Information Ratio | 0.1662 | |||
| Jensen Alpha | 0.1738 | |||
| Total Risk Alpha | 0.1205 | |||
| Sortino Ratio | 0.1426 | |||
| Treynor Ratio | (115.78) | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.6987 | |||
| Semi Variance | (0.04) | |||
| Expected Short fall | (0.91) | |||
| Skewness | 1.24 | |||
| Kurtosis | 3.39 |
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 0.31, which denotes the etf had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-six 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 390.29, mean deviation of 0.4642, and Standard Deviation of 0.7169 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of -0.0015, 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 | 0.79 |
Good predictability
First Trust Morningstar has good predictability. Overlapping area represents the amount of predictability between First Trust time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 0.79 indicates that around 79.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.87 |
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 Morningstar reported net income 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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.