Wisdomtree Stock Market Value
| WT Stock | 9.62 0.01 0.10% |
| Symbol | WisdomTree |
WisdomTree Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of WisdomTree. If investors know WisdomTree will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about WisdomTree listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.59) | Dividend Share 0.12 | Earnings Share 0.31 | Revenue Per Share | Quarterly Revenue Growth 0.252 |
The market value of WisdomTree 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's value that differs from its market value or its book value, called intrinsic value, which is WisdomTree'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's market value can be influenced by many factors that don't directly affect WisdomTree'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's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree'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 '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's stock 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.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in WisdomTree on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding WisdomTree or generate 0.0% return on investment in WisdomTree over 30 days. WisdomTree is related to or competes with Invesco Advantage, Invesco Municipal, Invesco California, Victory Capital, Invesco Trust, Invesco Quality, and Invesco Municipal. WisdomTree is entity of United States. It is traded as Stock on NYSE exchange. More
WisdomTree 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's stock 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.4 | |||
| Value At Risk | (3.74) | |||
| Potential Upside | 2.34 |
WisdomTree Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WisdomTree's standard deviation. In reality, there are many statistical measures that can use WisdomTree historical prices to predict the future WisdomTree's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of WisdomTree's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
WisdomTree Backtested Returns
WisdomTree shows Sharpe Ratio of -0.0465, which attests that the company had a -0.0465% return per unit of risk over the last 3 months. WisdomTree exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out WisdomTree's Standard Deviation of 2.01, mean deviation of 1.51, and Market Risk Adjusted Performance of (0.13) to validate the risk estimate we provide. The firm maintains a market beta of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree is expected to be smaller as well. At this point, WisdomTree has a negative expected return of -0.0969%. Please make sure to check out WisdomTree's kurtosis, as well as the relationship between the rate of daily change and market facilitation index , to decide if WisdomTree performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.02 |
Virtually no predictability
WisdomTree has virtually no predictability. Overlapping area represents the amount of predictability between WisdomTree time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 2025. 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 price movement. The serial correlation of 0.02 indicates that only 2.0% of current WisdomTree price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
WisdomTree lagged returns against current returns
Autocorrelation, which is WisdomTree stock'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's stock expected returns. We can calculate the autocorrelation of WisdomTree returns to help us make a trade decision. For example, suppose you find that WisdomTree has exhibited high autocorrelation historically, and you observe that the stock 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WisdomTree stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WisdomTree stock over time.
Current vs Lagged Prices |
| Timeline |
WisdomTree Lagged Returns
When evaluating WisdomTree's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WisdomTree stock have on its future price. WisdomTree 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 autocorrelation shows the relationship between WisdomTree stock current value and its past values and can show if there is a momentum factor associated with investing in WisdomTree.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for WisdomTree Stock Analysis
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.