WisdomTree Dyn Backtesting

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

USD 25.00  0.040001  0.16%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr and determine expected loss or profit from investing in WisdomTree Dyn over given investment horizon. Additionally see WisdomTree Dyn Hype Analysis, WisdomTree Dyn Correlation, Portfolio Optimization, WisdomTree Dyn Volatility as well as analyze WisdomTree Dyn Alpha and Beta and WisdomTree Dyn Performance
 Time Horizon     30 Days    Login   to change

WisdomTree Dyn 'What if' Analysis

February 17, 2018
No Change 0.00  0.0%
In 31 days
March 19, 2018
If you would invest  0.00  in WisdomTree Dyn on February 17, 2018 and sell it all today you would earn a total of 0.00 from holding WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr or generate 0.0% return on investment in WisdomTree Dyn over 30 days. WisdomTree Dyn is related to or competes with FlexShares Mstar, Amplify Transformational, PowerShares Dynamic, First Trust, Franklin FTSE, and Global X. WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr is USA based ETF administrated by State Street Bank and Trust Company

WisdomTree Dyn Upside/Downside Indicators


WisdomTree Dyn Market Premium Indicators

WisdomTree Dyn Ccy lagged returns against current returns

 Current and Lagged Values 

WisdomTree Dyn regressed lagged prices vs. current prices

 Current vs Lagged Prices 

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.
Advice Volatility Trend Exposure Correlations
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

 Regressed Prices 

WisdomTree Dyn Performance vs DOW

The median price of WisdomTree Dyn for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 24.57999992 with a coefficient of variation of 77.39. The daily time series for the period is distributed with a sample standard deviation of 12.17, arithmetic mean of 15.73, and mean deviation of 11.44. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)