WisdomTree Dyn Backtesting

DHDG -- USA Etf  

USD 25.15  0.0044  0.0175%

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
SymbolX
Backtest

WisdomTree Dyn 'What if' Analysis

May 21, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 20, 2018
0.00
If you would invest  0.00  in WisdomTree Dyn on May 21, 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 BlackRock Asset, BlackRock Asset, iShares Russell, WisdomTree Japan, BlackRock Asset, BlackRock Asset, and ISHARES EUR. The investment seeks to track the price and yield performance, of the WisdomTree Dynamic Currency Hedged International Q...

WisdomTree Dyn Upside/Downside Indicators

  

WisdomTree Dyn Market Premium Indicators

WisdomTree Dyn Ccy Backtested Returns

Macroaxis considers WisdomTree Dyn to be not too risky. WisdomTree Dyn Ccy shows Sharpe Ratio of -0.0943 which attests that WisdomTree Dyn Ccy had -0.0943% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. WisdomTree Dyn Ccy exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out WisdomTree Dyn Ccy to validate risk estimate we provide. The entity maintains market beta of 0.0 which attests that the returns on MARKET and WisdomTree Dyn are completely uncorrelated. Even though it is essential to pay attention to WisdomTree Dyn Ccy historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. WisdomTree Dyn Ccy exposes twenty-eight different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.36) 

Poor reverse predictability

WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr has poor reverse predictability. Overlapping area represents the amount of predictability between WisdomTree Dyn time series from May 21, 2018 to June 5, 2018 and June 5, 2018 to June 20, 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 -0.36 indicates that just about 36.0% of current WisdomTree Dyn price fluctuation can be explain by its past prices. Given that WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of WisdomTree Dyn for similar time interval.
Correlation Coefficient -0.36
Spearman Rank Test 0.13
Price Variance 0.02
Lagged Price Variance 0.02

WisdomTree Dyn Ccy lagged returns against current returns

 Current and Lagged Values 
      Timeline 

WisdomTree Dyn regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

WisdomTree Dyn Lagged Returns

 Regressed Prices 
      Timeline 

Did you try this?

Run Fundamental Analysis Now
   

Fundamental Analysis

View fundamental data based on most recent published financial statements
All  Next Launch Fundamental Analysis

Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for WisdomTree Dyn and BlackRock Asset Mana. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
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. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.