First Trust Vivaldi Etf Technical Analysis
| MARB Etf | USD 20.72 0.00 0.00% |
As of the 31st of January, First Trust shows the Downside Deviation of 0.3286, mean deviation of 0.1908, and Coefficient Of Variation of 857.65. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of First Trust, as well as the relationship between them.
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.Understanding First Trust Vivaldi 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.
Understanding that First Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether First Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. 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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in First Trust on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Vivaldi or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with PeakShares Sector, First Trust, First Trust, Fidelity Covington, IShares ESG, Texas Capital, and WBI BullBear. Under normal market conditions, the fund seeks to achieve its investment objective by establishing long and short positi... 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 Vivaldi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3286 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.4907 |
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 | 0.0742 | |||
| Jensen Alpha | 0.027 | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.3676 |
First Trust January 31, 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 | 0.0742 | |||
| Market Risk Adjusted Performance | 0.3776 | |||
| Mean Deviation | 0.1908 | |||
| Semi Deviation | 0.1567 | |||
| Downside Deviation | 0.3286 | |||
| Coefficient Of Variation | 857.65 | |||
| Standard Deviation | 0.3553 | |||
| Variance | 0.1263 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | 0.027 | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.3676 | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.4907 | |||
| Downside Variance | 0.108 | |||
| Semi Variance | 0.0246 | |||
| Expected Short fall | (0.27) | |||
| Skewness | 1.66 | |||
| Kurtosis | 11.96 |
First Trust Vivaldi Backtested Returns
At this point, First Trust is very steady. First Trust Vivaldi secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Trust Vivaldi, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Downside Deviation of 0.3286, mean deviation of 0.1908, and Coefficient Of Variation of 857.65 to check if the risk estimate we provide is consistent with the expected return of 0.0367%. The etf shows a Beta (market volatility) of 0.0855, 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 | 0.58 |
Modest predictability
First Trust Vivaldi has modest predictability. Overlapping area represents the amount of predictability between First Trust time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Vivaldi price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Vivaldi Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of First Trust Vivaldi volatility. High ATR values indicate high volatility, and low values indicate low volatility.
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 Vivaldi 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 Vivaldi based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on First Trust Vivaldi price pattern first instead of the macroeconomic environment surrounding First Trust Vivaldi. 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 January 31, 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 | 0.0742 | |||
| Market Risk Adjusted Performance | 0.3776 | |||
| Mean Deviation | 0.1908 | |||
| Semi Deviation | 0.1567 | |||
| Downside Deviation | 0.3286 | |||
| Coefficient Of Variation | 857.65 | |||
| Standard Deviation | 0.3553 | |||
| Variance | 0.1263 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | 0.027 | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.3676 | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.4907 | |||
| Downside Variance | 0.108 | |||
| Semi Variance | 0.0246 | |||
| Expected Short fall | (0.27) | |||
| Skewness | 1.66 | |||
| Kurtosis | 11.96 |
First Trust Vivaldi One Year Return
Based on the recorded statements, First Trust Vivaldi has an One Year Return of 7.3%. This is 19.96% lower than that of the First Trust family and significantly higher than that of the Event Driven 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 January 31, 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 | 25.60 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 20.70 | ||
| Day Typical Price | 20.71 | ||
| Price Action Indicator | 0.02 |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in First Trust Vivaldi. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in producer price index. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Understanding First Trust Vivaldi 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.
Understanding that First Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether First Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, First Trust's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.