First Trust Small Etf Technical Analysis
| FYX Etf | USD 115.77 -2.20 -1.86% |
As of the 21st of March, First Trust trades at 115.77 per share. Key technical indicators include Downside Deviation of 1.03, coefficient of variation of 10631.24, and Mean Deviation of 0.8107. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
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.First Trust Small's market price can diverge from book value, the accounting figure shown on First's balance sheet. First Trust P/B of 1.9 shows the market assigns a modest premium over accounting equity. The intrinsic value concept focuses on underlying worth, which can diverge from market price and book value.
The concept of value for First Trust differs from its quoted price, since each reflects a different lens. For First Trust, key inputs include a P/E ratio of 19.91, and a P/B ratio of 1.9. Where First Trust trades at any moment depends on the balance of buying and selling pressure. This content does not constitute investment advice or a recommendation.
What if' Analysis
Running a what-if backtest on First Trust Small gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Valuation should still be reviewed through market value, enterprise value, revenue scale, and balance-sheet quality. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 12/21/2025 |
| 03/21/2026 |
With 0.00 allocated to First Trust on December 21, 2025 and held through today, you would produce 0.00 in aggregate gains. That corresponds to a 0.0% return on investment in First Trust for the period over 90 days. The dataset reflects price and volume inputs from market records. Comparable ETF peers for First Trust include First Trust, First Trust, First Trust, T Rowe, First Trust, First Trust, and Avantis International. The comparison helps frame competitive context. Peer classification reflects similarities in sector, size, or operational focus. This dataset reflects observed data and is not advisory in nature. The fund will normally invest at least 90 percent of its net assets in the common stocks that comprise the index More
First Trust Upside and Downside Indicators Dashboard
First Trust upside and downside signals reflect how the ETF price has behaved relative to recent trading ranges. The indicators track momentum balance across recent observation windows. All observations are drawn from recorded market transactions and price feeds.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0936 | |||
| Maximum Drawdown | 4.99 | |||
| Value At Risk | -1.86 | |||
| Potential Upside | 1.57 |
Volatility and Risk Indicators for First Trust Summary
Volatility and risk indicators for First Trust describe how returns have dispersed over time. The measures summarize variability without implying direction. All figures reflect recorded trading activity across periods.| Risk Adjusted Performance | 0.0099 | |||
| Jensen Alpha | 0.1116 | |||
| Total Risk Alpha | 0.1285 | |||
| Sortino Ratio | 0.0951 | |||
| Treynor Ratio | -0.0001 |
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.
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 | 0.0099 | |||
| Market Risk Adjusted Performance | 0.0099 | |||
| Mean Deviation | 0.8107 | |||
| Semi Deviation | 1.01 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 10631.24 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.1 | |||
| Information Ratio | 0.0936 | |||
| Jensen Alpha | 0.1116 | |||
| Total Risk Alpha | 0.1285 | |||
| Sortino Ratio | 0.0951 | |||
| Treynor Ratio | -0.0001 | |||
| Maximum Drawdown | 4.99 | |||
| Value At Risk | -1.86 | |||
| Potential Upside | 1.57 | |||
| Downside Variance | 1.07 | |||
| Semi Variance | 1.02 | |||
| Expected Short fall | -0.85 | |||
| Skewness | 0.2312 | |||
| Kurtosis | 0.3651 |
First Trust Small Backtested Returns
First Trust appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It maintains a Sharpe Ratio of close to zero, illustrating dispersion-adjusted performance. We identified twenty-nine technical indicators influencing the company's volatility profile. Please review metrics such as Downside Deviation of 1.03, coefficient of variation of 10631.24, and mean deviation of 0.8107 to confirm whether our risk estimates align with your expectations. The etf has a beta of 1.14, which means a somewhat significant risk relative to the market. First Trust returns are very sensitive to returns on the market. As the market goes up or down, First Trust is expected to follow.
Auto-correlation | -0.55 |
Good reverse predictability
Serial correlation analysis for First Trust Small reveals good reverse predictability across the intervals from 21st of December 2025 to 4th of February 2026 and from 4th of February 2026 to 21st of March 2026. The degree of alignment between past and current intervals shapes expectations about First Trust Small's price persistence. At -0.55, about 55.0% of current First Trust price movement aligns with historical price trajectory. Given that First Trust Small has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 7.45 |
This technical analysis module for First Trust is structured around price and volume data. This approach uses standard technical indicators across price data. It is based on recorded price and volume patterns over time.
Technical Analysis
This analysis covers twenty-five 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 Small 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. Trend persistence provides context for directional stability. Market sensitivity appears generally aligned with broader economic conditions.
Unless otherwise specified, data for First Trust Small is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardFirst Trust Technical Indicators
Technical indicators tied to First Trust Small help investors translate chart behavior into a more structured framework for entry, exit, and risk control. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0099 | |||
| Market Risk Adjusted Performance | 0.0099 | |||
| Mean Deviation | 0.8107 | |||
| Semi Deviation | 1.01 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 10631.24 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.1 | |||
| Information Ratio | 0.0936 | |||
| Jensen Alpha | 0.1116 | |||
| Total Risk Alpha | 0.1285 | |||
| Sortino Ratio | 0.0951 | |||
| Treynor Ratio | -0.0001 | |||
| Maximum Drawdown | 4.99 | |||
| Value At Risk | -1.86 | |||
| Potential Upside | 1.57 | |||
| Downside Variance | 1.07 | |||
| Semi Variance | 1.02 | |||
| Expected Short fall | -0.85 | |||
| Skewness | 0.2312 | |||
| Kurtosis | 0.3651 |
First Trust Small One Year Return
Based on the recorded statements, First Trust Small has an One Year Return of 27.3%. This is 199.34% higher than that of the First Trust family and about the same as Small Blend (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 21, 2026 Daily Trend Indicators
Technical indicators tied to First Trust Small help investors translate chart behavior into a more structured framework for entry, exit, and risk control. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Accumulation Distribution | 1,025 | ||
| Daily Balance Of Power | -0.88 | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 116.24 | ||
| Day Typical Price | 116.08 | ||
| Price Action Indicator | -1.57 |
More Resources for First Etf Analysis
Understanding First Trust Small starts with reviewing its financial statements and long-term patterns. Key ratios describe profitability, efficiency, and growth. The dataset reflects First Trust's financial reporting across available periods.Use Investing Opportunities to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The allocation includes a position in First Trust Small. It is distributed across the allocation. The weighting is determined by the allocation framework in use. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in private. First Trust currently shows P/E of 19.91. First Trust analysis should be paired with portfolio risk and diversification tools before adjusting allocations. First Trust peer comparison and risk tools below help frame relative strengths and weaknesses. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
First Trust Small's market price can diverge from book value, the accounting figure shown on First's balance sheet. First Trust P/B of 1.9 shows the market assigns a modest premium over accounting equity. The intrinsic value concept focuses on underlying worth, which can diverge from market price and book value.
The concept of value for First Trust differs from its quoted price, since each reflects a different lens. For First Trust, key inputs include a P/E ratio of 19.91, and a P/B ratio of 1.9. Where First Trust trades at any moment depends on the balance of buying and selling pressure. This content does not constitute investment advice or a recommendation.