Wisdomtree Managed Futures Etf Price on October 7, 2024
| WTMF Etf | USD 35.83 0.17 0.48% |
Below is the normalized historical share price chart for WisdomTree Managed Futures extending back to January 05, 2011. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of WisdomTree Managed stands at 35.83, as last reported on the 28th of November, with the highest price reaching 36.09 and the lowest price hitting 35.67 during the day.
If you're considering investing in WisdomTree Etf, it is important to understand the factors that can impact its price. At this point, WisdomTree Managed is very steady. WisdomTree Managed shows Sharpe Ratio of 0.048, which attests that the etf had a 0.048% 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 0.527, market risk adjusted performance of 0.0628, and Downside Deviation of 0.7511 to validate if the risk estimate we provide is consistent with the expected return of 0.0429%.
WisdomTree Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 6.44 | 200 Day MA 36.1594 | 1 y Volatility 7.21 | 50 Day MA 35.46 | Inception Date 2011-01-05 |
WisdomTree |
Sharpe Ratio = 0.048
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| Negative Returns | WTMF |
Estimated Market Risk
| 0.9 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average WisdomTree Managed is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of WisdomTree Managed by adding it to a well-diversified portfolio.
Average Mkt Cap Mil 23.2 K |
WisdomTree Managed Valuation on October 7, 2024
It is possible to determine the worth of WisdomTree Managed on a given historical date. On October 7, 2024 WisdomTree was worth 34.24 at the beginning of the trading date compared to the closed value of 34.08. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of WisdomTree Managed etf. Still, in general, we apply an absolute valuation method to find WisdomTree Managed's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of WisdomTree Managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against WisdomTree Managed's related companies.
| Open | High | Low | Close | Volume | |
| 34.20 | 34.26 | 34.12 | 34.25 | 20,930 | |
10/07/2024 | 34.24 | 34.30 | 34.06 | 34.08 | 22,980 |
| 34.31 | 34.41 | 34.30 | 34.31 | 15,030 |
| Backtest WisdomTree Managed | | | WisdomTree Managed History | | | WisdomTree Managed Valuation | Previous | Next |
WisdomTree Managed Trading Date Momentum on October 7, 2024
| On October 08 2024 WisdomTree Managed Futures was traded for 34.31 at the closing time. The top price for the day was 34.41 and the lowest listed price was 34.30 . The trading volume for the day was 15 K. The trading history from October 8, 2024 was a factor to the next trading day price rise. The trading price change against the next closing price was 0.67% . The trading price change against the current closing price is 2.67% . |
WisdomTree Managed Fundamentals Correlations and Trends
By evaluating WisdomTree Managed's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among WisdomTree Managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. WisdomTree financial account trend analysis is a perfect complement when working with valuation or volatility modules.About WisdomTree Managed Etf history
WisdomTree Managed investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for WisdomTree is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in WisdomTree Managed will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing WisdomTree Managed stock prices may prove useful in developing a viable investing in WisdomTree Managed
The fund normally invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in managed futures. Wisdomtree Managed is traded on NYSEARCA Exchange in the United States.
WisdomTree Managed Etf Technical Analysis
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.
Price Boundaries
WisdomTree Managed Period Price Range
Low | November 28, 2024
| High |
0.00 | 0.00 |
WisdomTree Managed Futures cannot be verified against its exchange. Please verify the symbol is currently traded on NYSE ARCA Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
WisdomTree Managed November 28, 2024 Market Strength
Market strength indicators help investors to evaluate how WisdomTree Managed etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading WisdomTree Managed shares will generate the highest return on investment. By undertsting and applying WisdomTree Managed etf market strength indicators, traders can identify WisdomTree Managed Futures entry and exit signals to maximize returns
WisdomTree Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for WisdomTree Managed's price direction in advance. Along with the technical and fundamental analysis of WisdomTree Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of WisdomTree to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0266 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.0528 |
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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 population. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
The market value of WisdomTree Managed 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 Managed's value that differs from its market value or its book value, called intrinsic value, which is WisdomTree Managed'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 Managed's market value can be influenced by many factors that don't directly affect WisdomTree Managed'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 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.