First Trust Active Etf Market Value
| AFMC Etf | USD 36.47 0.48 1.33% |
| Symbol | First |
First Trust Active'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.
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. 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.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in First Trust on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Active or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with Intech SP, VictoryShares International, IShares MSCI, IShares International, Two Roads, Hoya Capital, and VanEck Steel. Under normal market conditions, the fund will invest at least 80 percent of its net assets in 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 Active upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8842 | |||
| Information Ratio | 0.1064 | |||
| Maximum Drawdown | 3.9 | |||
| Value At Risk | (1.55) | |||
| 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 | 0.1229 | |||
| Jensen Alpha | 0.1026 | |||
| Total Risk Alpha | 0.0881 | |||
| Sortino Ratio | 0.1158 | |||
| Treynor Ratio | 0.1487 |
First Trust February 2, 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 | 0.1229 | |||
| Market Risk Adjusted Performance | 0.1587 | |||
| Mean Deviation | 0.7524 | |||
| Semi Deviation | 0.6746 | |||
| Downside Deviation | 0.8842 | |||
| Coefficient Of Variation | 608.31 | |||
| Standard Deviation | 0.9622 | |||
| Variance | 0.9258 | |||
| Information Ratio | 0.1064 | |||
| Jensen Alpha | 0.1026 | |||
| Total Risk Alpha | 0.0881 | |||
| Sortino Ratio | 0.1158 | |||
| Treynor Ratio | 0.1487 | |||
| Maximum Drawdown | 3.9 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 0.7817 | |||
| Semi Variance | 0.4551 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 0.0963 | |||
| Kurtosis | (0.25) |
First Trust Active Backtested Returns
At this point, First Trust is very steady. First Trust Active secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for First Trust Active, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Coefficient Of Variation of 608.31, downside deviation of 0.8842, and Mean Deviation of 0.7524 to check if the risk estimate we provide is consistent with the expected return of 0.16%. The etf shows a Beta (market volatility) of 1.0, which means possible diversification benefits within a given portfolio. First Trust returns are very sensitive to returns on the market. As the market goes up or down, First Trust is expected to follow.
Auto-correlation | 0.59 |
Modest predictability
First Trust Active has modest predictability. Overlapping area represents the amount of predictability between First Trust time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Active price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether First Trust Active 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 First Trust Correlation, First Trust Volatility and First Trust Performance module to complement your research on First Trust. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
First Trust technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.