WisdomTree's market value is the price at which a share of WisdomTree trades on a public exchange. It measures the collective expectations of WisdomTree SP 500 investors about its performance. WisdomTree is selling for under 121.79 as of the 24th of July 2025; that is 1.23 percent increase since the beginning of the trading day. The etf's lowest day price was 121.42. With this module, you can estimate the performance of a buy and hold strategy of WisdomTree SP 500 and determine expected loss or profit from investing in WisdomTree over a given investment horizon. Check out WisdomTree Correlation, WisdomTree Volatility and WisdomTree Alpha and Beta module to complement your research on WisdomTree. For more information on how to buy WisdomTree Etf please use our How to Invest in WisdomTree guide.
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 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.
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 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 SP 500 upside and downside potential and time the market with a certain degree of confidence.
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.
WisdomTree appears to be not too volatile, given 3 months investment horizon. WisdomTree SP 500 shows Sharpe Ratio of 0.3, which attests that the etf had a 0.3 % return per unit of risk over the last 3 months. By examining WisdomTree's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please utilize WisdomTree's Mean Deviation of 1.68, downside deviation of 1.88, and Market Risk Adjusted Performance of 0.9751 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.81, 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.
Auto-correlation
0.78
Good predictability
WisdomTree SP 500 has good predictability. Overlapping area represents the amount of predictability between WisdomTree time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 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 SP 500 price movement. The serial correlation of 0.78 indicates that around 78.0% of current WisdomTree price fluctuation can be explain by its past prices.
Correlation Coefficient
0.78
Spearman Rank Test
0.65
Residual Average
0.0
Price Variance
34.7
WisdomTree SP 500 lagged returns against current returns
Autocorrelation, which is WisdomTree etf'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 etf 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 etf 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 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WisdomTree etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WisdomTree etf 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 etf 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 etf current value and its past values and can show if there is a momentum factor associated with investing in WisdomTree SP 500.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
WisdomTree financial ratios help investors to determine whether WisdomTree Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in WisdomTree with respect to the benefits of owning WisdomTree security.