First Trust Exchange Traded Etf Performance
| SAUG Etf | 24.00 0.05 0.21% |
The etf shows a Beta (market volatility) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning First Trust are expected to decrease at a much lower rate. During the bear market, First Trust is likely to outperform the market.
Risk-Adjusted Performance
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Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in First Trust Exchange Traded are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. Despite nearly abnormal basic indicators, First Trust may actually be approaching a critical reversion point that can send shares even higher in August 2025. ...more
First Trust Relative Risk vs. Return Landscape
If you would invest 2,215 in First Trust Exchange Traded on April 26, 2025 and sell it today you would earn a total of 180.00 from holding First Trust Exchange Traded or generate 8.13% return on investment over 90 days. First Trust Exchange Traded is currently generating 0.1283% in daily expected returns and assumes 0.6686% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than First, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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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 = 0.1919
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Estimated Market Risk
| 0.67 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 15 85% of assets perform better |
Based on monthly moving average First Trust is performing at about 15% 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.