Wisdomtree International Multifactor Etf Market Value
| DWMF Etf | USD 35.70 0.06 0.17% |
| Symbol | WisdomTree |
WisdomTree International's market price often diverges from its book value, the accounting figure shown on WisdomTree's balance sheet. Smart investors calculate WisdomTree International's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since WisdomTree International's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between WisdomTree International's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding WisdomTree International should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, WisdomTree International'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 International '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 International'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 International.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in WisdomTree International on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding WisdomTree International Multifactor or generate 0.0% return on investment in WisdomTree International over 90 days. WisdomTree International is related to or competes with First Trust, Invesco Nasdaq, Cambria ETF, Day HaganNed, Federated Hermes, John Hancock, and Cohen Steers. The fund, an exchange traded fund , is actively managed using a model-based approach More
WisdomTree International 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 International'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 International Multifactor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4061 | |||
| Information Ratio | 0.1567 | |||
| Maximum Drawdown | 2.13 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.9575 |
WisdomTree International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WisdomTree International's standard deviation. In reality, there are many statistical measures that can use WisdomTree International historical prices to predict the future WisdomTree International's volatility.| Risk Adjusted Performance | 0.2489 | |||
| Jensen Alpha | 0.1266 | |||
| Total Risk Alpha | 0.1068 | |||
| Sortino Ratio | 0.1986 | |||
| Treynor Ratio | 0.3777 |
WisdomTree International March 1, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2489 | |||
| Market Risk Adjusted Performance | 0.3877 | |||
| Mean Deviation | 0.4011 | |||
| Downside Deviation | 0.4061 | |||
| Coefficient Of Variation | 301.66 | |||
| Standard Deviation | 0.5145 | |||
| Variance | 0.2647 | |||
| Information Ratio | 0.1567 | |||
| Jensen Alpha | 0.1266 | |||
| Total Risk Alpha | 0.1068 | |||
| Sortino Ratio | 0.1986 | |||
| Treynor Ratio | 0.3777 | |||
| Maximum Drawdown | 2.13 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.9575 | |||
| Downside Variance | 0.1649 | |||
| Semi Variance | (0.05) | |||
| Expected Short fall | (0.51) | |||
| Skewness | 0.2952 | |||
| Kurtosis | 0.39 |
WisdomTree International Backtested Returns
At this point, WisdomTree International is very steady. WisdomTree International shows Sharpe Ratio of 0.33, which attests that the etf had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for WisdomTree International, which you can use to evaluate the volatility of the etf. Please check out WisdomTree International's Mean Deviation of 0.4011, coefficient of variation of 301.66, and Market Risk Adjusted Performance of 0.3877 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. The entity maintains a market beta of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree International's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree International is expected to be smaller as well.
Auto-correlation | 0.93 |
Excellent predictability
WisdomTree International Multifactor has excellent predictability. Overlapping area represents the amount of predictability between WisdomTree International time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 International price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current WisdomTree International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
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Check out WisdomTree International Correlation, WisdomTree International Volatility and WisdomTree International Performance module to complement your research on WisdomTree International. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
WisdomTree International technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.