Wisdomtree Intl Backtesting

Wisdomtree Intl Dividend Dynamic Currency Hedged -- USA Etf  

USD 25.56  0.15  0.58%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Wisdomtree Intl Dividend Dynamic Currency Hedged and determine expected loss or profit from investing in Wisdomtree Intl over given investment horizon. Additionally see Wisdomtree Intl Hype Analysis, Wisdomtree Intl Correlation, Portfolio Optimization, Wisdomtree Intl Volatility as well as analyze Wisdomtree Intl Alpha and Beta and Wisdomtree Intl Performance
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Wisdomtree Intl 'What if' Analysis

December 17, 2017
0.00
No Change 0.00  0.0%
In 31 days
January 16, 2018
0.00
If you would invest  0.00  in Wisdomtree Intl on December 17, 2017 and sell it all today you would earn a total of 0.00 from holding Wisdomtree Intl Dividend Dynamic Currency Hedged or generate 0.0% return on investment in Wisdomtree Intl over 30 days. Wisdomtree Intl is related to or competes with iShares VII, BlackRock Asset, BlackRock Asset, iShares Public, iShares Public, and iShares II. The investment seeks to track the price and yield performance, of the WisdomTree Dynamic Currency Hedged International Q...

Wisdomtree Intl Upside/Downside Indicators

  

Wisdomtree Intl Market Premium Indicators

Wisdomtree Intl Divi lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Wisdomtree Intl regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Wisdomtree Intl Divi Backtested Returns

We consider Wisdomtree Intl not too risky. Wisdomtree Intl Divi shows Sharpe Ratio of 0.3297 which attests that Wisdomtree Intl Divi had 0.3297% of return per unit of risk over the last 1 month. 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-eight technical indicators for Wisdomtree Intl Divi which you can use to evaluate future volatility of the etf. Please check out Wisdomtree Intl Divi Market Risk Adjusted Performance of 0.3521 and Mean Deviation of 0.2893 to validate if risk estimate we provide are consistent with the epected return of 0.1623%. The entity maintains market beta of 0.4633 which attests that as returns on market increase, Wisdomtree Intl returns are expected to increase less than the market. However during bear market, the loss on holding Wisdomtree Intl will be expected to be smaller as well.. Although it is extremely important to respect Wisdomtree Intl Divi 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 Intl Divi technical indicators you can presently evaluate if the expected return of 0.1623% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.79 

Good predictability

Wisdomtree Intl Dividend Dynamic Currency Hedged has good predictability. Overlapping area represents the amount of predictability between Wisdomtree Intl time series from December 17, 2017 to January 1, 2018 and January 1, 2018 to January 16, 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 Intl Divi price movement. The serial correlation of 0.79 indicates that around 79.0% of current Wisdomtree Intl price fluctuation can be explain by its past prices.
Correlation Coefficient 0.79
Spearman Rank Test 0.78
Price Variance 0.05
Lagged Price Variance 0.01

Wisdomtree Intl Lagged Returns

 Regressed Prices 
      Timeline 

Wisdomtree Intl Performance vs DOW

The median price of Wisdomtree Intl for the period between Sun, Dec 17, 2017 and Tue, Jan 16, 2018 is 24.98 with a coefficient of variation of 1.25. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 25.11, and mean deviation of 0.26. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline