Wisdomtree Managed Futures Etf Technical Analysis
| WTMF Etf | USD 38.91 0.42 1.09% |
As of the 9th of February, WisdomTree Managed maintains the Downside Deviation of 0.7861, market risk adjusted performance of 0.0669, and Mean Deviation of 0.4888. Relative to fundamental indicators, the technical analysis model lets you check existing technical drivers of WisdomTree Managed Futures, as well as the relationship between them. Please check out WisdomTree Managed jensen alpha and downside variance to decide if WisdomTree Managed is priced fairly, providing market reflects its latest price of 38.91 per share.
WisdomTree Managed Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as WisdomTree, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to WisdomTreeWisdomTree | Build AI portfolio with WisdomTree Etf |
WisdomTree Managed's market price often diverges from its book value, the accounting figure shown on WisdomTree's balance sheet. Smart investors calculate WisdomTree Managed'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 Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between WisdomTree Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Managed'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 Managed '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 Managed'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 Managed.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in WisdomTree Managed on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding WisdomTree Managed Futures or generate 0.0% return on investment in WisdomTree Managed over 90 days. WisdomTree Managed is related to or competes with Elevation Series, Exchange Traded, Innovator MSCI, VanEck Inflation, SEI Exchange, First Trust, and SPDR MSCI. The fund normally invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purpos... More
WisdomTree Managed 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 Managed'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 Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7861 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9296 |
WisdomTree Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WisdomTree Managed's standard deviation. In reality, there are many statistical measures that can use WisdomTree Managed historical prices to predict the future WisdomTree Managed's volatility.| Risk Adjusted Performance | 0.0432 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0569 |
WisdomTree Managed February 9, 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 | 0.0432 | |||
| Market Risk Adjusted Performance | 0.0669 | |||
| Mean Deviation | 0.4888 | |||
| Semi Deviation | 0.694 | |||
| Downside Deviation | 0.7861 | |||
| Coefficient Of Variation | 1796.38 | |||
| Standard Deviation | 0.6941 | |||
| Variance | 0.4817 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0569 | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9296 | |||
| Downside Variance | 0.6179 | |||
| Semi Variance | 0.4816 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.68) | |||
| Kurtosis | 3.74 |
WisdomTree Managed Backtested Returns
At this point, WisdomTree Managed is very steady. WisdomTree Managed shows Sharpe Ratio of 0.0529, which attests that the etf had a 0.0529 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for WisdomTree Managed, which you can use to evaluate the volatility of the etf. Please check out WisdomTree Managed's Mean Deviation of 0.4888, market risk adjusted performance of 0.0669, and Downside Deviation of 0.7861 to validate if the risk estimate we provide is consistent with the expected return of 0.0362%. The entity maintains a market beta of 0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Managed is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
WisdomTree Managed Futures has very weak predictability. Overlapping area represents the amount of predictability between WisdomTree Managed time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th of February 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 Managed price movement. The serial correlation of 0.18 indicates that over 18.0% of current WisdomTree Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
WisdomTree Managed 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.
WisdomTree Managed Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of WisdomTree Managed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About WisdomTree Managed Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of WisdomTree Managed Futures on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of WisdomTree Managed Futures based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on WisdomTree Managed price pattern first instead of the macroeconomic environment surrounding WisdomTree Managed. By analyzing WisdomTree Managed's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of WisdomTree Managed's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to WisdomTree Managed specific price patterns or momentum indicators. Please read more on our technical analysis page.
WisdomTree Managed February 9, 2026 Technical Indicators
Most technical analysis of WisdomTree help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for WisdomTree from various momentum indicators to cycle indicators. When you analyze WisdomTree charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0432 | |||
| Market Risk Adjusted Performance | 0.0669 | |||
| Mean Deviation | 0.4888 | |||
| Semi Deviation | 0.694 | |||
| Downside Deviation | 0.7861 | |||
| Coefficient Of Variation | 1796.38 | |||
| Standard Deviation | 0.6941 | |||
| Variance | 0.4817 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0569 | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9296 | |||
| Downside Variance | 0.6179 | |||
| Semi Variance | 0.4816 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.68) | |||
| Kurtosis | 3.74 |
WisdomTree Managed One Year Return
Based on the recorded statements, WisdomTree Managed Futures has an One Year Return of 13.3%. This is much higher than that of the WisdomTree family and significantly higher than that of the Systematic Trend category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.WisdomTree Managed February 9, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as WisdomTree stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.02 | ||
| Daily Balance Of Power | 0.60 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 38.56 | ||
| Day Typical Price | 38.68 | ||
| Price Action Indicator | 0.56 | ||
| Market Facilitation Index | 0.70 |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in WisdomTree Managed Futures. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in industry. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
WisdomTree Managed's market price often diverges from its book value, the accounting figure shown on WisdomTree's balance sheet. Smart investors calculate WisdomTree Managed'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 Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between WisdomTree Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Managed'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.