WisdomTree Broad (UK) Market Value
| AIGC Etf | 13.52 0.07 0.52% |
| Symbol | WisdomTree |
WisdomTree Broad '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 Broad'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 Broad.
| 10/23/2025 |
| 01/21/2026 |
If you would invest 0.00 in WisdomTree Broad on October 23, 2025 and sell it all today you would earn a total of 0.00 from holding WisdomTree Broad Commodities or generate 0.0% return on investment in WisdomTree Broad over 90 days. WisdomTree Broad is related to or competes with WisdomTree Zinc, WisdomTree Brent, WisdomTree Aluminium, WisdomTree Enhanced, WisdomTree Gold, WisdomTree WTI, and WisdomTree Issuer. WisdomTree Broad is entity of United Kingdom More
WisdomTree Broad 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 Broad'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 Broad Commodities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7218 | |||
| Information Ratio | 0.0751 | |||
| Maximum Drawdown | 3.43 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.43 |
WisdomTree Broad Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Broad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WisdomTree Broad's standard deviation. In reality, there are many statistical measures that can use WisdomTree Broad historical prices to predict the future WisdomTree Broad's volatility.| Risk Adjusted Performance | 0.1196 | |||
| Jensen Alpha | 0.1117 | |||
| Total Risk Alpha | 0.0532 | |||
| Sortino Ratio | 0.089 | |||
| Treynor Ratio | 0.4932 |
WisdomTree Broad Com Backtested Returns
Currently, WisdomTree Broad Commodities is very steady. WisdomTree Broad Com shows Sharpe Ratio of 0.16, which attests that the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for WisdomTree Broad Com, which you can use to evaluate the volatility of the etf. Please check out WisdomTree Broad's Market Risk Adjusted Performance of 0.5032, mean deviation of 0.7081, and Downside Deviation of 0.7218 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The entity maintains a market beta of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WisdomTree Broad's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Broad is expected to be smaller as well.
Auto-correlation | 0.46 |
Average predictability
WisdomTree Broad Commodities has average predictability. Overlapping area represents the amount of predictability between WisdomTree Broad time series from 23rd of October 2025 to 7th of December 2025 and 7th of December 2025 to 21st 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 Broad Com price movement. The serial correlation of 0.46 indicates that about 46.0% of current WisdomTree Broad price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
WisdomTree Broad Com lagged returns against current returns
Autocorrelation, which is WisdomTree Broad etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting WisdomTree Broad's etf expected returns. We can calculate the autocorrelation of WisdomTree Broad returns to help us make a trade decision. For example, suppose you find that WisdomTree Broad has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
WisdomTree Broad regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If WisdomTree Broad etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WisdomTree Broad etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WisdomTree Broad etf over time.
Current vs Lagged Prices |
| Timeline |
WisdomTree Broad Lagged Returns
When evaluating WisdomTree Broad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WisdomTree Broad etf have on its future price. WisdomTree Broad autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, WisdomTree Broad autocorrelation shows the relationship between WisdomTree Broad etf current value and its past values and can show if there is a momentum factor associated with investing in WisdomTree Broad Commodities.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in WisdomTree Etf
WisdomTree Broad financial ratios help investors to determine whether WisdomTree Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in WisdomTree with respect to the benefits of owning WisdomTree Broad security.