First Trust Ultra Etf Technical Analysis
| FUMB Etf | USD 20.11 -0.02 -0.1% |
As of the 22nd of March, First Trust is trading near 20.11 per share. Technical analytics identify Mean Deviation of 0.0421, coefficient of variation of 431.49, and Standard Deviation of 0.0556. The analytical framework assesses directional consistency across time frames. Peer-relative positioning is derived from normalized indicator data.
First Trust Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as First, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FirstFirst Trust's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.Investors evaluate First Trust Ultra using market value and book value, each describing different facets of the business. Intrinsic value attempts to bridge the gap between market sentiment and accounting reality. Combining these views produces a more balanced understanding of First Trust's position. All figures are presented for informational review and are not prescriptive.
Note that First Trust's intrinsic value and market price are different measures derived from different inputs. The analysis weighs earnings quality, competitive position, and capital allocation patterns.
What if' Analysis
Historical what-if analysis for First Trust Ultra is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. The stronger interpretation comes from comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome.
| 12/22/2025 |
| 03/22/2026 |
Had you placed 0.00 in First Trust on December 22, 2025 and held until today, you would earn 0.00 in total gains. The result is a 0.0% cumulative return in First Trust in aggregate measured over 90 days. The dataset is based on available price and volume observations. First Trust is grouped with peers such as BNY Mellon, JP Morgan, First Trust, Direxion Daily, ProShares UltraPro, PIMCO Enhanced, and Rbb Fund based on business similarity. The peer comparison adds context for ETF analysis. Peer groups are typically defined by sector, industry, or business model similarity. Under normal market conditions, the fund seeks to achieve its investment objective by investing at least 80 percent of i... More
First Trust Momentum Range Indicators Dashboard
Upside and downside measures for First Trust frame directional pressure and range behavior. The signals are presented as informational context for recent price movement.
| Downside Deviation | 0.0748 | |||
| Information Ratio | 1.82 | |||
| Maximum Drawdown | 0.2503 | |||
| Value At Risk | -0.05 | |||
| Potential Upside | 0.1003 |
Volatility and Risk Indicators for First Trust Dashboard
Volatility and risk indicators for First Trust describe how returns have dispersed over time. Historical price data forms the basis for each risk measure shown.| Risk Adjusted Performance | 0.0516 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | 0.0097 | |||
| Sortino Ratio | 1.35 | |||
| Treynor Ratio | 1.8 |
While mean reversion in First Trust is a statistically observable tendency, it operates on uncertain timelines. Positions sized too aggressively against the trend can suffer sustained losses before reversion occurs.
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 | 0.0516 | |||
| Market Risk Adjusted Performance | 1.81 | |||
| Mean Deviation | 0.0421 | |||
| Downside Deviation | 0.0748 | |||
| Coefficient Of Variation | 431.49 | |||
| Standard Deviation | 0.0556 | |||
| Variance | 0.0031 | |||
| Information Ratio | 1.82 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | 0.0097 | |||
| Sortino Ratio | 1.35 | |||
| Treynor Ratio | 1.8 | |||
| Maximum Drawdown | 0.2503 | |||
| Value At Risk | -0.05 | |||
| Potential Upside | 0.1003 | |||
| Downside Variance | 0.0056 | |||
| Semi Variance | -0.01 | |||
| Expected Short fall | -0.07 | |||
| Skewness | 0.0207 | |||
| Kurtosis | 0.8505 |
First Trust Ultra Backtested Returns
First Trust continues to exhibit a very low volatility profile over the designated horizon. It maintains a Sharpe Ratio of 0.21, illustrating dispersion-adjusted performance. We identified twenty-nine technical indicators influencing the company's volatility profile. Please examine metrics such as mean deviation of 0.0421, coefficient of variation of 431.49, and standard deviation of 0.0556 to validate volatility assumptions. The etf owns a Market Sensitivity (Beta) of 0.0016, which signifies very low measured sensitivity to broad market movements. First Trust moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Auto-correlation | 0.86 |
Very good predictability
Comparing First Trust's price behavior from 22nd of December 2025 to 5th of February 2026 with the period from 5th of February 2026 to 22nd of March 2026 produces very good predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of First Trust Ultra may be projected. The coefficient of 0.86 links approximately 86.0% of First Trust's present price action to its own historical movements.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
This analysis reflects how First Trust behaves based on price and volume data. The toolkit covers moving averages, momentum oscillators, and trend-based signals. The data is derived from historical price and volume observations.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of First Trust Ultra volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of First Trust evaluates traded price structure, volume, and spread stability relative to NAV behavior. Price movements may be comparatively less responsive to macroeconomic volatility.
Data shown for First Trust Ultra is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardFirst Trust Technical Indicators
Technical indicators tied to First Trust Ultra help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0516 | |||
| Market Risk Adjusted Performance | 1.81 | |||
| Mean Deviation | 0.0421 | |||
| Downside Deviation | 0.0748 | |||
| Coefficient Of Variation | 431.49 | |||
| Standard Deviation | 0.0556 | |||
| Variance | 0.0031 | |||
| Information Ratio | 1.82 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | 0.0097 | |||
| Sortino Ratio | 1.35 | |||
| Treynor Ratio | 1.8 | |||
| Maximum Drawdown | 0.2503 | |||
| Value At Risk | -0.05 | |||
| Potential Upside | 0.1003 | |||
| Downside Variance | 0.0056 | |||
| Semi Variance | -0.01 | |||
| Expected Short fall | -0.07 | |||
| Skewness | 0.0207 | |||
| Kurtosis | 0.8505 |
First Trust Ultra One Year Return
First Trust's One Year Return stands at 2.8%. This is 69.3% lower than that of the First Trust family and about the same as Muni National Short (which currently averages 0.0) category. The one year return for all United States etfs is notably lower than that of the ETF.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 22, 2026 Daily Trend Indicators
Technical indicators tied to First Trust Ultra help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -0.50 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 20.11 | ||
| Day Typical Price | 20.11 | ||
| Price Action Indicator | -0.01 | ||
| Market Facilitation Index | 0.04 |
More Resources for First Etf Analysis
A structured review of First Trust Ultra begins with its financial statements and overall trends. These ratios help explain how earnings, efficiency, and value creation are connected. Values are derived from First Trust's disclosed financial information.Investing Opportunities frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The portfolio structure determines how individual positions contribute to the whole. All metrics are derived from available inputs and shown for reference. This suggests a position in First Trust Ultra. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. First Trust information on this page supports broader research rather than acting as a stand-alone signal. For First Trust, the analytical tools below add portfolio-level context that single-security review alone cannot provide. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Investors evaluate First Trust Ultra using market value and book value, each describing different facets of the business. Intrinsic value attempts to bridge the gap between market sentiment and accounting reality. Combining these views produces a more balanced understanding of First Trust's position. All figures are presented for informational review and are not prescriptive.
Note that First Trust's intrinsic value and market price are different measures derived from different inputs. The analysis weighs earnings quality, competitive position, and capital allocation patterns.