First Trust Active Etf Market Value
| AFSM Etf | USD 35.09 1.07 3.15% |
| Symbol | First |
Investors evaluate First Trust Active 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. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. 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.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in First Trust on November 11, 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 Sonora Resources, REX VolMAXX, IShares AsiaPacific, First Trust, AdvisorShares Dorsey, Advisors Inner, and Xtrackers Emerging. 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 | 0.988 | |||
| Information Ratio | 0.051 | |||
| Maximum Drawdown | 4.41 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.99 |
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 | 0.1109 | |||
| Jensen Alpha | 0.0479 | |||
| Total Risk Alpha | 0.0283 | |||
| Sortino Ratio | 0.0555 | |||
| Treynor Ratio | 0.1237 |
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 9, 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 | 0.1109 | |||
| Market Risk Adjusted Performance | 0.1337 | |||
| Mean Deviation | 0.816 | |||
| Semi Deviation | 0.7783 | |||
| Downside Deviation | 0.988 | |||
| Coefficient Of Variation | 743.38 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.15 | |||
| Information Ratio | 0.051 | |||
| Jensen Alpha | 0.0479 | |||
| Total Risk Alpha | 0.0283 | |||
| Sortino Ratio | 0.0555 | |||
| Treynor Ratio | 0.1237 | |||
| Maximum Drawdown | 4.41 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.99 | |||
| Downside Variance | 0.9762 | |||
| Semi Variance | 0.6057 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 0.3902 | |||
| Kurtosis | 0.5213 |
First Trust Active Backtested Returns
As of now, First Etf is very steady. First Trust Active secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the etf had a 0.13 % 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 Mean Deviation of 0.816, downside deviation of 0.988, and Coefficient Of Variation of 743.38 to check if the risk estimate we provide is consistent with the expected return of 0.14%. The etf shows a Beta (market volatility) of 1.09, which means a somewhat significant risk relative to the market. 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 | 0.74 |
Good predictability
First Trust Active has good predictability. Overlapping area represents the amount of predictability between First Trust time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 0.74 indicates that around 74.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
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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.