First Trust Exchange Traded Etf Market Value
| FSIG Etf | USD 19.22 0.01 0.05% |
| 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. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated 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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in First Trust on November 15, 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 Global X, Invesco Variable, FlexShares Ready, Avantis Core, WisdomTree Voya, First Trust, and Principal Spectrum. Under normal market conditions, the fund seeks to invest at least 80 percent of its net assets in investment grade corpo... 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.
| Downside Deviation | 0.1072 | |||
| Information Ratio | (0.70) | |||
| Maximum Drawdown | 0.4181 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.1573 |
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 | 0.0943 | |||
| Jensen Alpha | 0.0081 | |||
| Total Risk Alpha | 0.0015 | |||
| Sortino Ratio | (0.58) | |||
| Treynor Ratio | 0.6355 |
First Trust February 13, 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 | 0.0943 | |||
| Market Risk Adjusted Performance | 0.6455 | |||
| Mean Deviation | 0.0683 | |||
| Downside Deviation | 0.1072 | |||
| Coefficient Of Variation | 458.44 | |||
| Standard Deviation | 0.0875 | |||
| Variance | 0.0077 | |||
| Information Ratio | (0.70) | |||
| Jensen Alpha | 0.0081 | |||
| Total Risk Alpha | 0.0015 | |||
| Sortino Ratio | (0.58) | |||
| Treynor Ratio | 0.6355 | |||
| Maximum Drawdown | 0.4181 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.1573 | |||
| Downside Variance | 0.0115 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.09) | |||
| Skewness | (0.01) | |||
| Kurtosis | 0.2688 |
First Trust Exchange Backtested Returns
At this point, First Trust is very steady. First Trust Exchange secures Sharpe Ratio (or Efficiency) of 0.26, which denotes the etf had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Trust Exchange Traded, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Standard Deviation of 0.0875, mean deviation of 0.0683, and Coefficient Of Variation of 458.44 to check if the risk estimate we provide is consistent with the expected return of 0.0224%. The etf shows a Beta (market volatility) of 0.0143, 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 | 0.78 |
Good predictability
First Trust Exchange Traded has good predictability. Overlapping area represents the amount of predictability between First Trust time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 0.78 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 | 0.0 |
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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 Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
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.