First Trust Exchange Traded Etf Market Value
| DFII Etf | 13.16 0.27 2.01% |
| Symbol | First |
First Trust Exchange'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. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since First Trust's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between First Trust's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding First Trust should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. 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.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in First Trust on December 2, 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 Grayscale Bitcoin, and Simplify Equity. First Trust is entity of United States. It is traded as Etf on NYSE ARCA exchange. 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.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 19.7 | |||
| Value At Risk | (5.76) | |||
| Potential Upside | 5.14 |
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 | (0.05) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (0.15) |
First Trust March 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 | (0.05) | |||
| Market Risk Adjusted Performance | (0.14) | |||
| Mean Deviation | 2.45 | |||
| Coefficient Of Variation | (1,268) | |||
| Standard Deviation | 3.57 | |||
| Variance | 12.73 | |||
| Information Ratio | (0.10) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (0.15) | |||
| Maximum Drawdown | 19.7 | |||
| Value At Risk | (5.76) | |||
| Potential Upside | 5.14 | |||
| Skewness | (0.16) | |||
| Kurtosis | 3.59 |
First Trust Exchange Backtested Returns
First Trust Exchange secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the etf had a -0.12 % return per unit of risk over the last 3 months. First Trust Exchange Traded exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm First Trust's Mean Deviation of 2.45, variance of 12.73, and Standard Deviation of 3.57 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 1.95, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, First Trust will likely underperform.
Auto-correlation | 0.05 |
Virtually no predictability
First Trust Exchange Traded has virtually no predictability. Overlapping area represents the amount of predictability between First Trust time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 0.05 indicates that only as little as 5.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 3.8 |
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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.