First Trust Exchange Traded Etf Market Value
| DOGG Etf | 21.57 0.19 0.89% |
| Symbol | First |
Investors evaluate First Trust Exchange using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating First Trust's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause First Trust's market price to deviate significantly from intrinsic value.
It's important to distinguish between First Trust's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding First Trust should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, First Trust's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in First Trust on October 31, 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, Pacer Swan, Relative Sentiment, Fundamental Income, Bridges Capital, Cohen Steers, and John Hancock. 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 | 0.5049 | |||
| Information Ratio | 0.1546 | |||
| Maximum Drawdown | 3.16 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.9794 |
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 | 0.1833 | |||
| Jensen Alpha | 0.1274 | |||
| Total Risk Alpha | 0.1025 | |||
| Sortino Ratio | 0.1868 | |||
| Treynor Ratio | 0.4093 |
First Trust January 29, 2026 Technical Indicators
| Cycle Indicators | ||
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| Overlap Studies | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1833 | |||
| Market Risk Adjusted Performance | 0.4193 | |||
| Mean Deviation | 0.4842 | |||
| Semi Deviation | 0.1682 | |||
| Downside Deviation | 0.5049 | |||
| Coefficient Of Variation | 391.96 | |||
| Standard Deviation | 0.6099 | |||
| Variance | 0.372 | |||
| Information Ratio | 0.1546 | |||
| Jensen Alpha | 0.1274 | |||
| Total Risk Alpha | 0.1025 | |||
| Sortino Ratio | 0.1868 | |||
| Treynor Ratio | 0.4093 | |||
| Maximum Drawdown | 3.16 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.9794 | |||
| Downside Variance | 0.2549 | |||
| Semi Variance | 0.0283 | |||
| Expected Short fall | (0.58) | |||
| Skewness | 0.4082 | |||
| Kurtosis | 0.3823 |
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-nine technical indicators for First Trust Exchange Traded, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Downside Deviation of 0.5049, coefficient of variation of 391.96, and Mean Deviation of 0.4842 to check if the risk estimate we provide is consistent with the expected return of 0.16%. The etf shows a Beta (market volatility) of 0.36, 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 | 0.43 |
Average predictability
First Trust Exchange Traded has average predictability. Overlapping area represents the amount of predictability between First Trust time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Exchange price movement. The serial correlation of 0.43 indicates that just about 43.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Currently Active Assets on Macroaxis
When determining whether First Trust Exchange is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if First Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about First Trust Exchange Traded Etf. Highlighted below are key reports to facilitate an investment decision about First Trust Exchange Traded Etf: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 Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.