First Trust Managed Etf Technical Analysis
| FMB Etf | USD 51.42 0.07 0.14% |
As of the 3rd of February, First Trust shows the Standard Deviation of 0.1145, coefficient of variation of 527.05, and Mean Deviation of 0.0837. First Trust Managed technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices.
First Trust Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as First, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FirstFirst Trust's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.First Trust Managed'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. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. 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.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in First Trust on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Managed or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with First Trust, WisdomTree SmallCap, IShares Consumer, IShares Cohen, TCW ETF, IShares Financial, and First Trust. Under normal market conditions, the fund seeks to achieve its investment objectives by investing at least 80 percent of ... 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 Managed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1329 | |||
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 0.5875 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.1779 |
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 | 0.0851 | |||
| Jensen Alpha | 0.0103 | |||
| Total Risk Alpha | 0.0046 | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.3784 |
First Trust February 3, 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 | 0.0851 | |||
| Market Risk Adjusted Performance | 0.3884 | |||
| Mean Deviation | 0.0837 | |||
| Downside Deviation | 0.1329 | |||
| Coefficient Of Variation | 527.05 | |||
| Standard Deviation | 0.1145 | |||
| Variance | 0.0131 | |||
| Information Ratio | (0.30) | |||
| Jensen Alpha | 0.0103 | |||
| Total Risk Alpha | 0.0046 | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.3784 | |||
| Maximum Drawdown | 0.5875 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.1779 | |||
| Downside Variance | 0.0177 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.09) | |||
| Skewness | (0.46) | |||
| Kurtosis | 0.9214 |
First Trust Managed Backtested Returns
At this point, First Trust is very steady. First Trust Managed secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the etf had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for First Trust Managed, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Coefficient Of Variation of 527.05, mean deviation of 0.0837, and Standard Deviation of 0.1145 to check if the risk estimate we provide is consistent with the expected return of 0.0242%. The etf shows a Beta (market volatility) of 0.031, 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 | 0.10 |
Insignificant predictability
First Trust Managed has insignificant predictability. Overlapping area represents the amount of predictability between First Trust time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Managed price movement. The serial correlation of 0.1 indicates that less than 10.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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.
First Trust Managed Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for First Trust Managed across different markets.
About First Trust Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of First Trust Managed on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of First Trust Managed based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on First Trust Managed price pattern first instead of the macroeconomic environment surrounding First Trust Managed. By analyzing First Trust's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of First Trust's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to First Trust specific price patterns or momentum indicators. Please read more on our technical analysis page.
First Trust February 3, 2026 Technical Indicators
Most technical analysis of First help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for First from various momentum indicators to cycle indicators. When you analyze First charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0851 | |||
| Market Risk Adjusted Performance | 0.3884 | |||
| Mean Deviation | 0.0837 | |||
| Downside Deviation | 0.1329 | |||
| Coefficient Of Variation | 527.05 | |||
| Standard Deviation | 0.1145 | |||
| Variance | 0.0131 | |||
| Information Ratio | (0.30) | |||
| Jensen Alpha | 0.0103 | |||
| Total Risk Alpha | 0.0046 | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.3784 | |||
| Maximum Drawdown | 0.5875 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.1779 | |||
| Downside Variance | 0.0177 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.09) | |||
| Skewness | (0.46) | |||
| Kurtosis | 0.9214 |
First Trust Managed One Year Return
Based on the recorded statements, First Trust Managed has an One Year Return of 4.6%. This is 49.56% lower than that of the First Trust family and significantly higher than that of the Muni National Interm category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.First Trust February 3, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as First stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.78 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 51.40 | ||
| Day Typical Price | 51.40 | ||
| Price Action Indicator | 0.06 | ||
| Market Facilitation Index | 0.09 |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in First Trust Managed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
First Trust Managed'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. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. 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.