Wisdomtree Multifactor Etf Performance
| USMF Etf | USD 51.49 0.27 0.52% |
The entity maintains a market beta of 0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree Multifactor's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Multifactor is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Multifactor are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak primary indicators, WisdomTree Multifactor may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| In Threey Sharp Ratio | 0.53 |
WisdomTree |
WisdomTree Multifactor Relative Risk vs. Return Landscape
If you would invest 4,824 in WisdomTree Multifactor on September 16, 2024 and sell it today you would earn a total of 325.00 from holding WisdomTree Multifactor or generate 6.74% return on investment over 90 days. WisdomTree Multifactor is currently generating 0.1024% in daily expected returns and assumes 0.6477% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than WisdomTree, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
WisdomTree Multifactor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Multifactor's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Multifactor, and traders can use it to determine the average amount a WisdomTree Multifactor's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1581
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | USMF | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average WisdomTree Multifactor is performing at about 12% 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 Multifactor by adding it to a well-diversified portfolio.
WisdomTree Multifactor Fundamentals Growth
WisdomTree Etf prices reflect investors' perceptions of the future prospects and financial health of WisdomTree Multifactor, and WisdomTree Multifactor fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on WisdomTree Etf performance.
| Total Asset | 205.78 M | |||
About WisdomTree Multifactor Performance
By analyzing WisdomTree Multifactor's fundamental ratios, stakeholders can gain valuable insights into WisdomTree Multifactor's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if WisdomTree Multifactor has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if WisdomTree Multifactor has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Under normal circumstances, at least 80 percent of the funds total assets will be invested in component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. Wisdomtree is traded on BATS Exchange in the United States.| The fund keeps all of its net assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in WisdomTree Multifactor. 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 Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
The market value of WisdomTree Multifactor 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 Multifactor's value that differs from its market value or its book value, called intrinsic value, which is WisdomTree Multifactor'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 Multifactor's market value can be influenced by many factors that don't directly affect WisdomTree Multifactor'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 Multifactor's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Multifactor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Multifactor'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.