First Trust Exchange Traded Etf Current Valuation
| MDEV Etf | USD 20.78 0.17 0.82% |
Valuation analysis of First Trust Exchange 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 Exchange 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 Exchange Traded. 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 20.78 | Real 20.85 | Hype 20.78 |
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 Exchange Traded 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 Exchange 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. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. External factors like market trends, sector rotation, and investor psychology can cause First Trust's market price to deviate significantly from intrinsic value.
Understanding that First Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether First Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. 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.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in First Trust on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Exchange Traded or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with Themes Cybersecurity, Global X, FT Vest, KraneShares Trust, VanEck ETF, ETF Managers, and Fm Compoundr. The fund will invest at least 80 percent of its net assets in the common stocks and depositary receipts that comprise th... 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 Exchange Traded upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7566 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.63 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.75 |
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 | 0.0313 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0301 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
First Trust February 8, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0313 | |||
| Market Risk Adjusted Performance | 0.0401 | |||
| Mean Deviation | 0.6514 | |||
| Semi Deviation | 0.7104 | |||
| Downside Deviation | 0.7566 | |||
| Coefficient Of Variation | 2641.63 | |||
| Standard Deviation | 0.8778 | |||
| Variance | 0.7706 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0301 | |||
| Maximum Drawdown | 4.63 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 0.5725 | |||
| Semi Variance | 0.5046 | |||
| Expected Short fall | (0.73) | |||
| Skewness | 0.8101 | |||
| Kurtosis | 1.23 |
First Trust Exchange Backtested Returns
At this stage we consider First Etf to be very steady. First Trust Exchange secures Sharpe Ratio (or Efficiency) of 0.0158, which denotes the etf had a 0.0158 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for First Trust Exchange Traded, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Downside Deviation of 0.7566, coefficient of variation of 2641.63, and Mean Deviation of 0.6514 to check if the risk estimate we provide is consistent with the expected return of 0.0139%. The etf shows a Beta (market volatility) of 0.77, which means possible diversification benefits within a given portfolio. 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 | -0.21 |
Weak reverse predictability
First Trust Exchange Traded has weak reverse predictability. Overlapping area represents the amount of predictability between First Trust time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 Exchange price movement. The serial correlation of -0.21 indicates that over 21.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 Exchange Traded has a Current Valuation of 0.0. This indicator is about the same for the First Trust average (which is currently at 0.0) family and about the same as Health (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 Exchange Traded is rated number one ETF in beta as compared to similar ETFs. It also is rated number one ETF in one year return as compared to similar ETFs . 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.Fund Asset Allocation for First Trust
The fund invests 99.66% 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 | 1.28 | |||
| Total Asset | 1.63 M | |||
| One Year Return | (6.00) % | |||
| Three Year Return | (0.10) % | |||
| Net Asset | 1.63 M | |||
| Equity Positions Weight | 99.66 % |
About First Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze First Trust Exchange Traded'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 Exchange Traded 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 Exchange 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. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. External factors like market trends, sector rotation, and investor psychology can cause First Trust's market price to deviate significantly from intrinsic value.
Understanding that First Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether First Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, First Trust's market price signifies the transaction level at which participants voluntarily complete trades.