First Trust Intl Etf Volatility

Volatility Strategy

Main indicators related to First Trust's market risk premium analysis include:

Moving together with First Etf

Moving against First Etf

Sensitivity To Market

3 Months Beta |Analyze First Trust Intl Demand TrendCheck current 90 days First Trust correlation with market (Dow Jones Industrial)

Downside Risk

Standard Deviation

0.7

Using First Put Option to Manage Risk Based on 2026-04-17 Contracts

First Trust's PUT expiring on 2026-04-17

Etf Volatility Analysis

Projected Return Density Against Market

Considering the 90-day investment horizon First Trust has a beta of 0.4566 . This usually indicates as returns on the market go up, First Trust's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding First Trust Intl is expected to be smaller as well. First Trust Intl has an alpha of 0.091, implying that it can generate a 0.091 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta). First Trust's volatility is measured either by using standard deviation or beta. Standard deviation reflects how much First Trust's price typically deviates from the mean over a given period.

What Drives First Trust's Price Volatility?

Several factors can influence First Trust's market volatility:

Industry Dynamics

Sector-level events can directly affect First Trust's price stability. Regulatory changes, supply disruptions, or shifts in demand within First Trust's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like First Trust.

Political and Economic Environment

Macroeconomic conditions and policy decisions shape the backdrop for First Trust's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward First Trust. During periods of economic expansion, First Trust's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.

First Trust's Company-Specific Factors

Volatility can also stem from events unique to First Trust. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in First Trust's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on First Trust's share price.

Etf Risk Measures

Etf Return Volatility

First Trust historical daily return volatility represents how much of First Trust etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.6962% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8012% on return distribution over a 90-day investment horizon.

Related Correlations Analysis

A broader risk-indicator set for First Trust Intl can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.

A pair strategy built around First Trust Intl is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against First Trust as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. First Trust's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, First Trust's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to First Trust Intl.

Investing Opportunities provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. The allocation includes a position in First Trust Intl within the allocation view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.This analysis of First Trust works best as a complementary layer when evaluating how the security fits in a broader portfolio. The supplemental views below help investors decide how First Trust complements or overlaps with existing portfolio holdings. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.

Market capitalization and book value offer complementary views of First Trust Intl - the first driven by investor sentiment, the second by accounting standards. The intrinsic value concept focuses on underlying worth, which can diverge from market price and book value. Valuation work aligns these measures into a single context.

The concept of value for First Trust differs from its quoted price, since each reflects a different lens. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage. The actual First Trust transaction price is determined by real-time order flow on the exchange.