WisdomTree Dyn Alpha and Beta Analysis

WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr -- USA Etf  

USD 24.48  0.17  0.69%

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

WisdomTree Dyn Market Premiums

α0.02β0.07
30 days against DJI
Risk Adjusted Performance  

0.0561

Jensen Alpha  

0.0158

Total Risk Alpha  

0.0323

Sortino Ratio  

0.038

Treynor Ratio  

0.19

WisdomTree Dyn expected buy-and-hold returns

WisdomTree Dyn Market Price Analysis

WisdomTree Dyn Return and Market Media

The median price of WisdomTree Dyn for the period between Sun, Feb 25, 2018 and Thu, Apr 26, 2018 is 0.0 with a coefficient of variation of 148.08. The daily time series for the period is distributed with a sample standard deviation of 11.59, arithmetic mean of 7.82, and mean deviation of 10.67. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - DHDG

WisdomTree Dyn Ccy Investor Sentiment
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Additionally see WisdomTree Dyn Backtesting, Portfolio Optimization, WisdomTree Dyn Correlation, WisdomTree Dyn Hype Analysis, WisdomTree Dyn Volatility, WisdomTree Dyn History and analyze WisdomTree Dyn Performance. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.