First Trust Risk Analysis And Volatility

Our philosophy towards predicting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for The First Trust Combined Series which you can use to evaluate future volatility of the entity. Please confirm First Trust to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

First Trust Technical Analysis

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First Trust Projected Return Density Against Market

Assuming 30 trading days horizon, First Trust has beta of 0.0 suggesting the returns on DOW and First Trust do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of First Trust is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of The First Trust Combined Series is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.85
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

First Trust Return Volatility

the fund assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.7413% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

First Trust Investment Opportunity

DOW has a standard deviation of returns of 0.74 and is 9.223372036854776E16 times more volatile than The First Trust Combined Series. of all equities and portfolios are less risky than First Trust. Compared to the overall equity markets, volatility of historical daily returns of The First Trust Combined Series is lower than 0 () of all global equities and portfolios over the last 30 days.

First Trust Current Risk Indicators

First Trust Suggested Diversification Pairs

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