Wisdomtree Trust Etf Market Value
| WDEF Etf | 28.54 0.59 2.11% |
| Symbol | WisdomTree |
The market value of WisdomTree Trust is measured differently than its book value, which is the value of WisdomTree that is recorded on the company's balance sheet. Investors also form their own opinion of WisdomTree Trust's value that differs from its market value or its book value, called intrinsic value, which is WisdomTree Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because WisdomTree Trust's market value can be influenced by many factors that don't directly affect WisdomTree Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between WisdomTree Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
WisdomTree Trust 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to WisdomTree Trust's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of WisdomTree Trust.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in WisdomTree Trust on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding WisdomTree Trust or generate 0.0% return on investment in WisdomTree Trust over 90 days. WisdomTree Trust is related to or competes with Ultimus Managers, American Beacon, First Trust, Direxion Daily, EA Series, Global X, and ETRACS Quarterly. WisdomTree Trust is entity of United States More
WisdomTree Trust Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure WisdomTree Trust's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess WisdomTree Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 2.0 |
WisdomTree Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WisdomTree Trust's standard deviation. In reality, there are many statistical measures that can use WisdomTree Trust historical prices to predict the future WisdomTree Trust's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.91) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of WisdomTree Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
WisdomTree Trust Backtested Returns
WisdomTree Trust is out of control given 3 months investment horizon. WisdomTree Trust shows Sharpe Ratio of 0.22, which attests that the etf had a 0.22 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-three different technical indicators, which can help you to evaluate if expected returns of 47.39% are justified by taking the suggested risk. Use WisdomTree Trust Mean Deviation of 1.34, standard deviation of 1.7, and Market Risk Adjusted Performance of (0.90) to evaluate company specific risk that cannot be diversified away. The entity maintains a market beta of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WisdomTree Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Trust is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
WisdomTree Trust has no correlation between past and present. Overlapping area represents the amount of predictability between WisdomTree Trust time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of WisdomTree Trust price movement. The serial correlation of 0.0 indicates that just 0.0% of current WisdomTree Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
WisdomTree Trust lagged returns against current returns
Autocorrelation, which is WisdomTree Trust etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting WisdomTree Trust's etf expected returns. We can calculate the autocorrelation of WisdomTree Trust returns to help us make a trade decision. For example, suppose you find that WisdomTree Trust has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
WisdomTree Trust regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If WisdomTree Trust etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WisdomTree Trust etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WisdomTree Trust etf over time.
Current vs Lagged Prices |
| Timeline |
WisdomTree Trust Lagged Returns
When evaluating WisdomTree Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WisdomTree Trust etf have on its future price. WisdomTree Trust autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, WisdomTree Trust autocorrelation shows the relationship between WisdomTree Trust etf current value and its past values and can show if there is a momentum factor associated with investing in WisdomTree Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in WisdomTree Etf
WisdomTree Trust financial ratios help investors to determine whether WisdomTree Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in WisdomTree with respect to the benefits of owning WisdomTree Trust security.