First Trust Structured Etf Key Fundamental Indicators
| SCIO Etf | USD 20.89 0.01 0.05% |
As of the 10th of February, First Trust shows the Coefficient Of Variation of 569.17, mean deviation of 0.1083, and Standard Deviation of 0.1718. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of First Trust, as well as the relationship between them.
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 Structured 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 Trust Structured's market price often diverges from its book value, the accounting figure shown on First's balance sheet. Smart investors calculate First Trust's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since First Trust's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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. However, First Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in First Trust on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Structured or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with Blackrock ETF, OneAscent Emerging, Cohen Steers, ProShares, Matthews International, Cambiar Aggressive, and BlackRock ETF. Scio Diamond Technology Corporation focuses on the development and commercialization of man-made diamond technology in t... 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 Structured upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1991 | |||
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 1.46 | |||
| Value At Risk | (0.14) | |||
| Potential Upside | 0.2435 |
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 | 0.1042 | |||
| Jensen Alpha | 0.0198 | |||
| Total Risk Alpha | 0.0013 | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | 4.39 |
First Trust February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1042 | |||
| Market Risk Adjusted Performance | 4.4 | |||
| Mean Deviation | 0.1083 | |||
| Downside Deviation | 0.1991 | |||
| Coefficient Of Variation | 569.17 | |||
| Standard Deviation | 0.1718 | |||
| Variance | 0.0295 | |||
| Information Ratio | (0.40) | |||
| Jensen Alpha | 0.0198 | |||
| Total Risk Alpha | 0.0013 | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | 4.39 | |||
| Maximum Drawdown | 1.46 | |||
| Value At Risk | (0.14) | |||
| Potential Upside | 0.2435 | |||
| Downside Variance | 0.0397 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.15) | |||
| Skewness | (0.14) | |||
| Kurtosis | 8.69 |
First Trust Structured Backtested Returns
As of now, First Etf is very steady. First Trust Structured secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the etf had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Trust Structured, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Standard Deviation of 0.1718, mean deviation of 0.1083, and Coefficient Of Variation of 569.17 to check if the risk estimate we provide is consistent with the expected return of 0.0282%. The etf shows a Beta (market volatility) of 0.0046, 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 | 0.82 |
Very good predictability
First Trust Structured has very good predictability. Overlapping area represents the amount of predictability between First Trust time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Structured price movement. The serial correlation of 0.82 indicates that around 82.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, First Trust Structured has a Price To Earning of -0.64 times. This is much lower than that of the Metals & Mining family and significantly lower than that of the Multisector Bond category. The price to earning for all United States etfs is notably higher than that of the company.
First Price To Earning 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 Price To Earning 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 currently under evaluation in price to earning 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 Structured is presently regarded as number one ETF in price to earning as compared to similar ETFs. It also is presently regarded as number one ETF in annual yield as compared to similar ETFs . 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.First Fundamentals
| Price To Earning | (0.64) X | |||
| Revenue | 616.76 K | |||
| EBITDA | (2.15 M) | |||
| Net Income | (3.62 M) | |||
| Cash And Equivalents | 183.52 K | |||
| Total Debt | 99 K | |||
| Debt To Equity | 57.80 % | |||
| Current Ratio | 0.11 X | |||
| Cash Flow From Operations | (1.93 M) | |||
| Market Capitalization | 839.13 K | |||
| Total Asset | 10.24 M | |||
| Working Capital | (1.23 M) | |||
| Current Asset | 484 K | |||
| Current Liabilities | 1.71 M | |||
| Annual Yield | 0 % | |||
| One Year Return | 9.70 % | |||
| Net Asset | 10.24 M |
About First Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze First Trust Structured'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 Structured 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.Scio Diamond Technology Corporation focuses on the development and commercialization of man-made diamond technology in the United States. It provides lab-grown and single-crystal diamonds for industrial and gemstone applications. SCIO DIAMOND operates under Industrial Metals Minerals classification in USA and is traded on BATS Exchange. It employs 9 people.
Pair Trading with First Trust
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if First Trust position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in First Trust will appreciate offsetting losses from the drop in the long position's value.Moving together with First Etf
| 0.69 | AXSIX | Axonic Strategic Income | PairCorr |
| 0.72 | AXSAX | Axonic Strategic Income | PairCorr |
| 0.79 | SMCRX | ALPSSmith Credit Opp | PairCorr |
| 0.76 | SMCVX | ALPSSmith Credit Opp | PairCorr |
| 0.75 | SMCAX | DEUTSCHE MID CAP | PairCorr |
Moving against First Etf
| 0.44 | IRE | Tidal Trust II Upward Rally | PairCorr |
The ability to find closely correlated positions to First Trust could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace First Trust when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back First Trust - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling First Trust Structured to buy it.
The correlation of First Trust is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as First Trust moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if First Trust Structured moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for First Trust can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
First Trust Structured's market price often diverges from its book value, the accounting figure shown on First's balance sheet. Smart investors calculate First Trust's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since First Trust's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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. However, First Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.