Wisdomtree Intl Alpha and Beta Analysis

Wisdomtree Intl Dividend Dynamic Currency Hedged -- USA Etf  

USD 26.09  0.53  2.07%

This module allows you to check different measures of market premium for Wisdomtree Intl Dividend Dynamic Currency Hedged as well as systematic risk associated with investing in Wisdomtree Intl over a specified time horizon. Additionally see Wisdomtree Intl Backtesting, Portfolio Optimization, Wisdomtree Intl Correlation, Wisdomtree Intl Hype Analysis, Wisdomtree Intl Volatility, Wisdomtree Intl History and analyze Wisdomtree Intl Performance
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Wisdomtree Intl Market Premiums

α (average alpha)=0.1    β (beta)=0.49    
30 days against DJI
Risk Adjusted Performance  0.1713Jensen Alpha  0.1293Total Risk Alpha  (0.081646)Sortino Ratio  0.0Treynor Ratio  0.5188

Wisdomtree Intl expected buy-and-hold returns

   

Wisdomtree Intl Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Wisdomtree Intl Return and Market Media

The median price of Wisdomtree Intl for the period between Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 25.21 with a coefficient of variation of 1.41. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 25.27, and mean deviation of 0.32. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline