What is the term for when a model acts on the thing being modeled and thus changes the concept?
There are three terms from social science that apply to your situation:


Reflexivity - refers to circular relationships between cause and effect.  In particular, you could use the definition of the term adopted by George Soros to refer to reverse causal loop between share prices (i.e. present value of fundamentals) and business fundamentals.  In a way, the share price is a "model" of the fundamental business processes.  Usually, people assume that causality is one-way, from fundamentals to share price.
Performativity - As used by Donald MacKenzie (e.g. here), many economic models are not "cameras" -- taking pictures of economic reality -- but in fact are "engines" -- an integral part of the construction of economic reality. He has a book of that title: An Engine, Not a Camera.
Self-fulfilling Prophecy - a prediction that directly or indirectly causes itself to become true, by the very terms of the prophecy itself, due to positive feedback between belief and behavior. This is the broadest term, and least specific to the situation you describe.


Of the three terms, I suggest that MacKenzie's "performativity" is the best fit to your situation.  He claims, among other things, that the validity of the economic models (e.g. Black-Scholes option pricing) has been improved by its very use by market participants, and therefore how it reflects in options pricing and trading patterns.