WisdomTree Dyn Ccy Backtested Returns
Our philosophy towards determining volatility of a etf is to use all available market data together with company specific technical indicators
that cannot be diversified away. We have found twenty-one technical indicators
for WisdomTree Dyn Ccy which you can use to evaluate future volatility of the etf. Please check out WisdomTree Dyn Ccy Market Risk Adjusted Performance
of 7.63 and Mean Deviation of 0.4158 to validate if risk estimate we provide are consistent with the epected return of 0.0%. The entity maintains market beta of -0.0185 which attests that as returns on market increase, returns on owning WisdomTree Dyn are expected to decrease at a much smaller rate. During bear market, WisdomTree Dyn is likely to outperform the market.. Although it is extremely important to respect WisdomTree Dyn Ccy historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining WisdomTree Dyn Ccy technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
|15 days auto-correlation|| 0.00 |
No correlation between past and present
WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr has no correlation between past and present. Overlapping area represents the amount of predictability between WisdomTree Dyn time series from February 17, 2018 to March 4, 2018 and March 4, 2018 to March 19, 2018. 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 Dyn Ccy price movement. The serial correlation of 0.0 indicates that just 0.0% of current WisdomTree Dyn price fluctuation can be explain by its past prices.
|Average Price|| 25.0|
|Lagged Average Price|| 25.0|
WisdomTree Dyn Lagged Returns