First Trust Nasdaq Etf Market Value
| FHF Etf | CAD 22.57 0.38 1.66% |
| Symbol | First |
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.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in First Trust on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding First Trust Nasdaq or generate 0.0% return on investment in First Trust over 90 days. First Trust is related to or competes with TD One, Global X, Global X, First Trust, and TD One. The First Trust ETF seeks to replicate, to the extent possible, the performance of the StrataQuant Financials Index , ne... 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 Nasdaq upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.14 | |||
| Information Ratio | 0.0197 | |||
| Maximum Drawdown | 14.56 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.61 |
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 | 0.0491 | |||
| Jensen Alpha | 0.0791 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0129 | |||
| Treynor Ratio | 0.2469 |
First Trust January 28, 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 | 0.0491 | |||
| Market Risk Adjusted Performance | 0.2569 | |||
| Mean Deviation | 1.19 | |||
| Semi Deviation | 1.62 | |||
| Downside Deviation | 3.14 | |||
| Coefficient Of Variation | 1723.41 | |||
| Standard Deviation | 2.07 | |||
| Variance | 4.27 | |||
| Information Ratio | 0.0197 | |||
| Jensen Alpha | 0.0791 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0129 | |||
| Treynor Ratio | 0.2469 | |||
| Maximum Drawdown | 14.56 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.61 | |||
| Downside Variance | 9.88 | |||
| Semi Variance | 2.63 | |||
| Expected Short fall | (2.26) | |||
| Skewness | (0.18) | |||
| Kurtosis | 6.14 |
First Trust Nasdaq Backtested Returns
As of now, First Etf is very steady. First Trust Nasdaq secures Sharpe Ratio (or Efficiency) of 0.0768, which denotes the etf had a 0.0768 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Trust Nasdaq, which you can use to evaluate the volatility of the entity. Please confirm First Trust's Downside Deviation of 3.14, mean deviation of 1.19, and Coefficient Of Variation of 1723.41 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 0.45, 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 | -0.17 |
Insignificant reverse predictability
First Trust Nasdaq has insignificant reverse predictability. Overlapping area represents the amount of predictability between First Trust time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Nasdaq price movement. The serial correlation of -0.17 indicates that over 17.0% of current First Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
When determining whether First Trust Nasdaq is a strong investment it is important to analyze First Trust's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact First Trust's future performance. For an informed investment choice regarding First Etf, refer to the following important reports:
Check out First Trust Correlation, First Trust Volatility and First Trust Alpha and Beta module to complement your research on First Trust. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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.