First Trust Nyse Etf Market Value
| FBT Etf | USD 209.89 0.15 0.07% |
| Symbol | First |
First Trust NYSE'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.
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.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in First Trust on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust NYSE or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with First Trust, IShares Morningstar, Capital Group, SPDR SSGA, Fidelity Value, Goldman Sachs, and VanEck Oil. The fund will normally invest at least 90 percent of its net assets in the common stocks and depositary receipts that co... 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 NYSE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 2.32 |
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 | 0.0488 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.075 |
First Trust February 25, 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 | 0.0488 | |||
| Market Risk Adjusted Performance | 0.085 | |||
| Mean Deviation | 0.93 | |||
| Semi Deviation | 1.08 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 1712.73 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.65 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.075 | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 2.32 | |||
| Downside Variance | 1.41 | |||
| Semi Variance | 1.17 | |||
| Expected Short fall | (0.97) | |||
| Skewness | 0.4714 | |||
| Kurtosis | 0.6756 |
First Trust NYSE Backtested Returns
First Trust NYSE secures Sharpe Ratio (or Efficiency) of -0.0208, which denotes the etf had a -0.0208 % return per unit of risk over the last 3 months. First Trust NYSE exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm First Trust's Downside Deviation of 1.19, coefficient of variation of 1712.73, and Mean Deviation of 0.93 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.87, 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 | -0.35 |
Poor reverse predictability
First Trust NYSE has poor reverse predictability. Overlapping area represents the amount of predictability between First Trust time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 NYSE price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 16.68 |
Thematic Opportunities
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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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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.