Wisdomtree Stock Alpha and Beta Analysis
| WT Stock | 9.30 0.24 2.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WisdomTree. It also helps investors analyze the systematic and unsystematic risks associated with investing in WisdomTree over a specified time horizon. Remember, high WisdomTree's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to WisdomTree's market risk premium analysis include:
Beta 0.8 | Alpha 0.37 | Risk 1.72 | Sharpe Ratio 0.23 | Expected Return 0.4 |
WisdomTree Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
WisdomTree |
WisdomTree Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WisdomTree market risk premium is the additional return an investor will receive from holding WisdomTree long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in WisdomTree. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate WisdomTree's performance over market.| α | 0.37 | β | 0.80 |
WisdomTree expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of WisdomTree's Buy-and-hold return. Our buy-and-hold chart shows how WisdomTree performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.WisdomTree Market Price Analysis
Market price analysis indicators help investors to evaluate how WisdomTree stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading WisdomTree shares will generate the highest return on investment. By understating and applying WisdomTree stock market price indicators, traders can identify WisdomTree position entry and exit signals to maximize returns.
WisdomTree Return and Market Media
The median price of WisdomTree for the period between Thu, Feb 15, 2024 and Wed, May 15, 2024 is 8.82 with a coefficient of variation of 7.94. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 8.59, and mean deviation of 0.55. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| WisdomTree dividend paid on 28th of February 2024 | 02/28/2024 |
1 | WisdomTree Announces Launch of 1-3 Year Laddered Treasury and 7-10 Year Laddered Treasury Funds | 03/14/2024 |
2 | U.S Has its Eleventh Spot Bitcoin ETF After Hashdex Fund Conversion | 03/27/2024 |
3 | Aspiriant, LLC Top Holdings and 13F Report | 04/24/2024 |
4 | WisdomTree, Inc. May Find a Bottom Soon, Heres Why You Should Buy the Stock Now | 04/29/2024 |
5 | Play These India ETFs to Bet on Modis Likely Election Win | 04/30/2024 |
6 | Net Asset Value | 05/01/2024 |
7 | WisdomTree Sends Letter to Stockholders Urging Full Support of the Current Board to Continue the Companys Strong Momentum | 05/06/2024 |
8 | Good Reasons Behind Markets Recent Rise Jeremy Siegel | 05/07/2024 |
9 | Stocks and bonds wobble as global economy throws off mixed signals | 05/08/2024 |
10 | National Geographic Documentary Films, Along With Oscar- and Emmy-Winning Producers Little Monster Films and Lightbox, in Association With Seal Colombia Announc... | 05/09/2024 |
11 | Elmwood Wealth Management, Inc. Top Holdings and 13F Report | 05/14/2024 |
About WisdomTree Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including WisdomTree or other stocks. Alpha measures the amount that position in WisdomTree has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0221 | 0.0248 | 0.0201 | 0.0191 | Price To Sales Ratio | 2.89 | 2.59 | 2.87 | 4.23 |
WisdomTree Upcoming Company Events
As portrayed in its financial statements, the presentation of WisdomTree's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, WisdomTree's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of WisdomTree's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of WisdomTree. Please utilize our Beneish M Score to check the likelihood of WisdomTree's management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with WisdomTree
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out WisdomTree Backtesting, WisdomTree Valuation, WisdomTree Correlation, WisdomTree Hype Analysis, WisdomTree Volatility, WisdomTree History and analyze WisdomTree Performance. For more information on how to buy WisdomTree Stock please use our How to Invest in WisdomTree guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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When running WisdomTree's price analysis, check to measure WisdomTree's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy WisdomTree is operating at the current time. Most of WisdomTree's value examination focuses on studying past and present price action to predict the probability of WisdomTree's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WisdomTree's price. Additionally, you may evaluate how the addition of WisdomTree to your portfolios can decrease your overall portfolio volatility.
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