First Trust Exchange Traded Etf Market Value
| FDEC Etf | USD 51.67 0.07 0.14% |
| 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. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause First Trust's market price to deviate significantly from intrinsic 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. 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 FT Cboe, FT Cboe, First Trust, FT Cboe, FT Cboe, FT Cboe, and First Trust. Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange Options that r... 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 | 0.4903 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 2.32 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 0.7661 |
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 | 0.0944 | |||
| Jensen Alpha | 0.0285 | |||
| Total Risk Alpha | 0.0199 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.117 |
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 January 29, 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 | 0.0944 | |||
| Market Risk Adjusted Performance | 0.127 | |||
| Mean Deviation | 0.3211 | |||
| Semi Deviation | 0.3647 | |||
| Downside Deviation | 0.4903 | |||
| Coefficient Of Variation | 718.64 | |||
| Standard Deviation | 0.4364 | |||
| Variance | 0.1905 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.0285 | |||
| Total Risk Alpha | 0.0199 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.117 | |||
| Maximum Drawdown | 2.32 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 0.7661 | |||
| Downside Variance | 0.2404 | |||
| Semi Variance | 0.133 | |||
| Expected Short fall | (0.33) | |||
| Skewness | (0.45) | |||
| Kurtosis | 1.05 |
First Trust Exchange Backtested Returns
At this point, First Trust is very steady. First Trust Exchange secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the etf had a 0.14 % 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 Coefficient Of Variation of 718.64, downside deviation of 0.4903, and Mean Deviation of 0.3211 to check if the risk estimate we provide is consistent with the expected return of 0.0607%. 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 | 0.38 |
Below average predictability
First Trust Exchange Traded has below 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 0.38 indicates that just about 38.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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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 Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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.