First Trust Exchange Traded Etf Market Value
| DFII Etf | 12.52 1.96 13.54% |
| 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.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in First Trust on November 9, 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 CoinShares Altcoins, Grayscale Funds, VanEck Solana, ProShares Trust, Hashdex Nasdaq, and Grayscale Ethereum. 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 | (0.26) | |||
| Maximum Drawdown | 12.94 | |||
| Value At Risk | (5.76) | |||
| Potential Upside | 3.48 |
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 | (0.18) | |||
| Jensen Alpha | (0.77) | |||
| Total Risk Alpha | (1.08) | |||
| Treynor Ratio | (5.79) |
First Trust February 7, 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 | (0.18) | |||
| Market Risk Adjusted Performance | (5.78) | |||
| Mean Deviation | 2.4 | |||
| Coefficient Of Variation | (429.68) | |||
| Standard Deviation | 3.21 | |||
| Variance | 10.33 | |||
| Information Ratio | (0.26) | |||
| Jensen Alpha | (0.77) | |||
| Total Risk Alpha | (1.08) | |||
| Treynor Ratio | (5.79) | |||
| Maximum Drawdown | 12.94 | |||
| Value At Risk | (5.76) | |||
| Potential Upside | 3.48 | |||
| Skewness | (0.89) | |||
| Kurtosis | 2.76 |
First Trust Exchange Backtested Returns
First Trust Exchange secures Sharpe Ratio (or Efficiency) of -0.24, which denotes the etf had a -0.24 % return per unit of risk over the last 3 months. First Trust Exchange Traded exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm First Trust's Variance of 10.33, standard deviation of 3.21, and Mean Deviation of 2.4 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.13, 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 | 0.17 |
Very weak predictability
First Trust Exchange Traded has very weak predictability. Overlapping area represents the amount of predictability between First Trust time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 0.17 indicates that over 17.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 2.49 |
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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 Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
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.