First Trust Exchange Traded Etf Performance
| FBDC Etf | 4.39 0.03 0.69% |
The etf shows a Beta (market volatility) of 0.0116, 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.
Risk-Adjusted Performance
Very Strong
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in First Trust Exchange Traded are ranked lower than 32 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain fundamental indicators, First Trust exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
First Trust Relative Risk vs. Return Landscape
If you would invest 416.00 in First Trust Exchange Traded on April 26, 2025 and sell it today you would earn a total of 23.00 from holding First Trust Exchange Traded or generate 5.53% return on investment over 90 days. First Trust Exchange Traded is currently generating 0.2859% in daily expected returns and assumes 0.6895% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than First, and 95% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
First Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as First Trust Exchange Traded, and traders can use it to determine the average amount a First Trust's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.4146
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.29 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.41 actual daily | 32 68% of assets perform better |
Based on monthly moving average First Trust is performing at about 32% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of First Trust by adding it to a well-diversified portfolio.
About First Trust Performance
By analyzing First Trust's fundamental ratios, stakeholders can gain valuable insights into First Trust's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if First Trust has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if First Trust has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| First is showing solid risk-adjusted performance over 90 days |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in First Trust Exchange Traded. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
The market value of First Trust Exchange is measured differently than its book value, which is the value of First that is recorded on the company's balance sheet. Investors also form their own opinion of First Trust's value that differs from its market value or its book value, called intrinsic value, which is First Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because First Trust's market value can be influenced by many factors that don't directly affect First Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely 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. 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.