Wisdomtree Multifactor Etf Net Income
| USMF Etf | USD 52.02 0.42 0.81% |
As of the 27th of January, WisdomTree Multifactor maintains the Market Risk Adjusted Performance of 0.0241, mean deviation of 0.498, and Downside Deviation of 0.6827. Relative to fundamental indicators, the technical analysis model lets you check existing technical drivers of WisdomTree Multifactor, as well as the relationship between them. Please check out WisdomTree Multifactor jensen alpha and downside variance to decide if WisdomTree Multifactor is priced fairly, providing market reflects its latest price of 52.02 per share.
WisdomTree Multifactor's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing WisdomTree Multifactor's valuation are provided below:WisdomTree Multifactor does not presently have any fundamental gauges for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. WisdomTree | Build AI portfolio with WisdomTree Etf |
The market value of WisdomTree Multifactor is measured differently than its book value, which is the value of WisdomTree that is recorded on the company's balance sheet. Investors also form their own opinion of WisdomTree Multifactor's value that differs from its market value or its book value, called intrinsic value, which is WisdomTree Multifactor's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because WisdomTree Multifactor's market value can be influenced by many factors that don't directly affect WisdomTree Multifactor's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between WisdomTree Multifactor's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Multifactor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Multifactor's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
WisdomTree Multifactor 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to WisdomTree Multifactor's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of WisdomTree Multifactor.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in WisdomTree Multifactor on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding WisdomTree Multifactor or generate 0.0% return on investment in WisdomTree Multifactor over 90 days. WisdomTree Multifactor is related to or competes with IShares MSCI, IShares MSCI, IShares Currency, Nuveen ESG, JPMorgan Diversified, IShares MSCI, and FlexShares Global. Under normal circumstances, at least 80 percent of the funds total assets will be invested in component securities of th... More
WisdomTree Multifactor Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure WisdomTree Multifactor's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess WisdomTree Multifactor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6827 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 2.96 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.8584 |
WisdomTree Multifactor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Multifactor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WisdomTree Multifactor's standard deviation. In reality, there are many statistical measures that can use WisdomTree Multifactor historical prices to predict the future WisdomTree Multifactor's volatility.| Risk Adjusted Performance | 0.0211 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0141 |
WisdomTree Multifactor January 27, 2026 Technical Indicators
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| Price Transform | ||
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| Risk Adjusted Performance | 0.0211 | |||
| Market Risk Adjusted Performance | 0.0241 | |||
| Mean Deviation | 0.498 | |||
| Semi Deviation | 0.6551 | |||
| Downside Deviation | 0.6827 | |||
| Coefficient Of Variation | 3216.46 | |||
| Standard Deviation | 0.6278 | |||
| Variance | 0.3942 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0141 | |||
| Maximum Drawdown | 2.96 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.8584 | |||
| Downside Variance | 0.4661 | |||
| Semi Variance | 0.4292 | |||
| Expected Short fall | (0.46) | |||
| Skewness | (0.02) | |||
| Kurtosis | 0.0345 |
WisdomTree Multifactor Backtested Returns
At this point, WisdomTree Multifactor is very steady. WisdomTree Multifactor shows Sharpe Ratio of 0.091, which attests that the etf had a 0.091 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for WisdomTree Multifactor, which you can use to evaluate the volatility of the etf. Please check out WisdomTree Multifactor's Mean Deviation of 0.498, market risk adjusted performance of 0.0241, and Downside Deviation of 0.6827 to validate if the risk estimate we provide is consistent with the expected return of 0.0563%. The entity maintains a market beta of 0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree Multifactor's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Multifactor is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
WisdomTree Multifactor has very weak predictability. Overlapping area represents the amount of predictability between WisdomTree Multifactor time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 2026. 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 Multifactor price movement. The serial correlation of 0.16 indicates that over 16.0% of current WisdomTree Multifactor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, WisdomTree Multifactor reported net income of 0.0. This indicator is about the same for the WisdomTree average (which is currently at 0.0) family and about the same as Mid-Cap Blend (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
WisdomTree Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining WisdomTree Multifactor's current stock value. Our valuation model uses many indicators to compare WisdomTree Multifactor value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across WisdomTree Multifactor competition to find correlations between indicators driving WisdomTree Multifactor's intrinsic value. More Info.WisdomTree Multifactor is rated first in beta as compared to similar ETFs. It is rated first in one year return as compared to similar ETFs reporting about 3.29 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value WisdomTree Multifactor by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for WisdomTree Multifactor
The fund invests 100.0% of asset under management in tradable equity instruments, with the rest of investments concentrated in .Asset allocation divides WisdomTree Multifactor's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
WisdomTree Fundamentals
| Number Of Employees | 546 | |||
| Beta | 0.79 | |||
| Total Asset | 205.78 M | |||
| One Year Return | 2.60 % | |||
| Three Year Return | 11.50 % | |||
| Five Year Return | 8.50 % | |||
| Net Asset | 205.78 M | |||
| Last Dividend Paid | 0.2 | |||
| Equity Positions Weight | 100.00 % |
About WisdomTree Multifactor Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze WisdomTree Multifactor's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of WisdomTree Multifactor using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of WisdomTree Multifactor based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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When determining whether WisdomTree Multifactor is a strong investment it is important to analyze WisdomTree Multifactor's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact WisdomTree Multifactor's future performance. For an informed investment choice regarding WisdomTree Etf, refer to the following important reports:Check out WisdomTree Multifactor Piotroski F Score and WisdomTree Multifactor Altman Z Score analysis. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
The market value of WisdomTree Multifactor is measured differently than its book value, which is the value of WisdomTree that is recorded on the company's balance sheet. Investors also form their own opinion of WisdomTree Multifactor's value that differs from its market value or its book value, called intrinsic value, which is WisdomTree Multifactor's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because WisdomTree Multifactor's market value can be influenced by many factors that don't directly affect WisdomTree Multifactor's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between WisdomTree Multifactor's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Multifactor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Multifactor's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.