First Trust Morningstar Etf Market Value
| FDL Etf | USD 51.06 0.63 1.25% |
| Symbol | First |
Understanding First Trust Morningstar requires distinguishing between market price and book value, where the latter reflects First's accounting equity. The concept of intrinsic value - what First Trust's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push First Trust's price substantially above or below its 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. In contrast, First Trust's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in First Trust on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Morningstar or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with Capital Group, Dimensional ETF, John Hancock, Fidelity Covington, Vanguard Materials, JPMorgan BetaBuilders, and WisdomTree Japan. The fund will normally invest at least 90 percent of its net assets in the common stocks that comprise the index 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 Morningstar upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5772 | |||
| Information Ratio | 0.2467 | |||
| Maximum Drawdown | 2.77 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.71 |
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 | 0.2979 | |||
| Jensen Alpha | 0.2504 | |||
| Total Risk Alpha | 0.1966 | |||
| Sortino Ratio | 0.3423 | |||
| Treynor Ratio | 0.6692 |
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 12, 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 | 0.2979 | |||
| Market Risk Adjusted Performance | 0.6792 | |||
| Mean Deviation | 0.6483 | |||
| Downside Deviation | 0.5772 | |||
| Coefficient Of Variation | 266.13 | |||
| Standard Deviation | 0.801 | |||
| Variance | 0.6416 | |||
| Information Ratio | 0.2467 | |||
| Jensen Alpha | 0.2504 | |||
| Total Risk Alpha | 0.1966 | |||
| Sortino Ratio | 0.3423 | |||
| Treynor Ratio | 0.6692 | |||
| Maximum Drawdown | 2.77 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.71 | |||
| Downside Variance | 0.3332 | |||
| Semi Variance | (0.1) | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.4768 | |||
| Kurtosis | (0.40) |
First Trust Morningstar Backtested Returns
First Trust appears to be very steady, given 3 months investment horizon. First Trust Morningstar secures Sharpe Ratio (or Efficiency) of 0.35, which denotes the etf had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Trust Morningstar, which you can use to evaluate the volatility of the entity. Please utilize First Trust's Mean Deviation of 0.6483, coefficient of variation of 266.13, and Standard Deviation of 0.801 to check if our risk estimates are consistent with your expectations. The etf shows a Beta (market volatility) of 0.43, which means possible diversification benefits within a given portfolio. 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 | 0.78 |
Good predictability
First Trust Morningstar has good predictability. Overlapping area represents the amount of predictability between First Trust time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Morningstar price movement. The serial correlation of 0.78 indicates that around 78.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 3.36 |
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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.