First Trust Large Etf Volatility
| FTC Etf | USD 158.64 -1.45 -0.91% |
First Trust Large retains a low volatility profile during the current observation window. First Trust Large posts a Sharpe Ratio (Efficiency) of -0.0415, showing that returns did not compensate for risk over the last 3 months. There are 27 technical indicators affecting the current volatility pattern.
Sharpe Ratio = -0.0415
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FTC |
First Trust Large posted a Market Risk Adjusted Performance of 0.01%, a Risk of 1.14, and a Risk Adjusted Performance of 0.01% for the reported period. First Trust is not utilizing its full return potential based on monthly moving average. A well-constructed well-diversified portfolio can reduce volatility and improve total return.
Key indicators related to First Trust's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Short-term traders focus on First Trust's daily volatility and intraday price ranges, while long-term investors are more concerned with First Trust's annual return volatility and its impact on compound wealth accumulation over time.
First Trust Volatility Strategy
First Trust Large price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 1.14% with a beta coefficient of 1.08, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0415, evaluates return per unit of total risk. An alpha value of 0.0107 reflects performance relative to systematic market exposure. Expected return estimates near -0.0474% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Liquidity shifts in components can alter dispersion.
Main indicators related to First Trust's market risk premium analysis include:
Beta 1.08 | Alpha 0.0107 | Risk 1.14 | Sharpe Ratio -0.04 | Expected Return -0.05 |
First Trust Sensitivity To Market
First Trust'sWith a beta of 1.08, First Trust Large shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 1.14%.First Trust Large return variability over the selected time horizon is summarized by standard deviation (1.11%) and semi-deviation (1.13%). Options markets imply a forward-looking volatility estimate near 46.0%. This indicates expectations for moderate future movement relative to historical averages. This ETF block uses premium/discount math to explain how market price can differ from NAV. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze First Trust Large Demand TrendCheck current 90 days First Trust correlation with market (Dow Jones Industrial)First Trust Downside Risk
The standard deviation of First measures the day-to-day variability of its price relative to the historical mean. A high standard deviation indicates a volatile instrument; a low one indicates stability.
Standard Deviation | 1.14 |
Upside risk in First Trust is represented by standard deviation, which includes all price movements. Downside risk is better captured by downside deviation or semi-deviation of First Trust's daily returns. First Trust Large posted a Downside Deviation of 1.19, a Downside Variance of 1.42, and a Maximum Drawdown of 5.62 for the reported period.
Using First Put Option to Manage Risk Based on 2026-04-17 Contracts
First Trust Large posted an Option Implied Volatility of 0.46 and an Option Max Pain Price of -1 for the reported period. Hedging a First Trust position using put options allows investors to cap their maximum loss. The put buyer on First Etf has the contractual right to sell First Trust at the strike price before expiry.
First Trust's PUT expiring on 2026-04-17
Profit |
| First Trust Price At Expiration |
First Trust Large Etf Volatility Analysis
Price volatility in First Trust measures the variation in First Trust's etf price over time. High volatility means greater uncertainty about First Trust's short-term price direction. Low volatility means the etf is more likely to trade within a narrow range.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. First Trust Large Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
First Trust Projected Return Density Against Market
Considering the 90-day investment horizon the etf has the beta coefficient of 1.0822 . This usually indicates First Trust Large market returns are highly-sensitive to returns on the market. As the market goes up or down, First Trust is expected to follow.Systematic exposure aligns First Trust with overall etf market volatility, while unsystematic drivers reflect company or sector-specific developments. First Trust Large posted a Downside Deviation of 1.19, a Mean Deviation of 0.86, and an Option Implied Volatility of 0.46 for the reported period.
Predicted Return Density |
| Returns |
What Drives a First Trust Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.First Trust Etf Risk Measures
Considering the 90-day investment horizon the coefficient of variation of First Trust is -2409.37. The daily returns are distributed with a variance of 1.31 and standard deviation of 1.14. The mean deviation of First Trust Large is currently at 0.9. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 1.08 | |
σ | Overall volatility | 1.14 | |
Ir | Information ratio | 0.01 |
First Trust 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 has volatility of 1.1429% on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial accepts 0.7724% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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First Trust Constituents Risk-Adjusted Indicators
There is a big difference between First Etf performing well and First Trust ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze First Trust's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FEX | 0.56 | 0.07 | 0.09 | 0.07 | 0.68 | 1.18 | 3.84 | |||
| FTA | 0.54 | 0.11 | 0.18 | 0.16 | 0.44 | 1.63 | 2.98 | |||
| FNX | 0.73 | 0.05 | 0.05 | 0.03 | 0.92 | 1.52 | 4.95 | |||
| FXL | 1.10 | -0.05 | 0.00 | -0.05 | 0.00 | 1.82 | 8.11 | |||
| QDPL | 0.51 | -0.01 | 0.00 | -0.03 | 0.00 | 1.04 | 3.52 | |||
| PDP | 1.17 | 0.11 | 0.07 | 0.08 | 1.45 | 1.93 | 7.18 | |||
| FYX | 0.78 | 0.09 | 0.09 | 0.06 | 0.87 | 1.78 | 4.96 | |||
| VTWG | 1.03 | 0.00 | 0.00 | -0.01 | 0.00 | 1.60 | 6.91 | |||
| NTSX | 0.52 | -0.02 | 0.00 | -0.04 | 0.00 | 1.06 | 3.26 | |||
| EQTY | 0.61 | 0.01 | 0.01 | 0.00 | 0.82 | 1.24 | 3.96 |
About First Trust Volatility Analysis
Volatility for First Trust reflects price dispersion, spread stability, and underlying basket liquidity conditions. Dispersion metrics refine allocation models across asset classes.
Unless otherwise specified, financial data for First Trust Large is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
First Trust Investment Opportunity
Measured over the selected horizon, First Trust Large carries roughly 1.48 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use First Trust Large to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a moderate downward daily trend and can be a good diversifier. Check odds of First Trust to be traded at $155.47 in 90 days.Poor diversification
Across the chosen horizon, FTC and DJI show a correlation of 0.65 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
First Trust Additional Risk Indicators
Risk analysis around First Trust Large becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0079 | |||
| Market Risk Adjusted Performance | 0.0072 | |||
| Mean Deviation | 0.8593 | |||
| Semi Deviation | 1.13 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 15822.83 | |||
| Standard Deviation | 1.11 |
First Trust Suggested Diversification Pairs
Pair trading with First Trust can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Ford vs. First Trust | ||
| Microsoft vs. First Trust | ||
| GM vs. First Trust | ||
| Visa vs. First Trust | ||
| Salesforce vs. First Trust | ||
| Alphabet vs. First Trust | ||
| Bank of America vs. First Trust | ||
| SentinelOne vs. First Trust |
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 Large.
More Resources for First Etf Analysis
A structured review of First Trust Large often starts with core financial statements and trend context. Key ratios help frame profitability, efficiency, and growth context for First Trust Large Etf. Highlighted below are reports that provide context for First Trust Large Etf:First Trust has P/E of 24.41. Investing Opportunities can help frame allocation decisions. The allocation includes a position in First Trust Large inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. Analysis related to First Trust should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Investors evaluate First Trust Large using market value and book value, each describing different facets of the business. With a P/B ratio of 4.04, the market values First Trust well above its book equity. Intrinsic value is an estimate of what First Trust's fundamentals imply, and it may differ from market and book figures. Analytical frameworks help compare those viewpoints.
Value and price for First Trust are related but not identical, and they can diverge across cycles. For First Trust, key inputs include a P/E ratio of 24.41, and a P/B ratio of 4.04. By contrast, market price reflects the level where buyers and sellers transact.