ProShares Ultra Alpha and Beta Analysis Overview

BOIL -- USA Etf  

USD 25.96  0.05  0.19%

This module allows you to check different measures of market premium for ProShares Ultra Bloomberg Natural Gas as well as systematic risk associated with investing in ProShares Ultra over a specified time horizon. Check also ProShares Ultra Backtesting, Portfolio Optimization, ProShares Ultra Correlation, ProShares Ultra Hype Analysis, ProShares Ultra Volatility, ProShares Ultra History and analyze ProShares Ultra Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

ProShares Ultra Market Premiums

α0.67β0.89
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

ProShares Ultra expected buy-and-hold returns

ProShares Ultra Market Price Analysis

ProShares Ultra Return and Market Media

The median price of ProShares Ultra for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 29.3 with a coefficient of variation of 5.54. The daily time series for the period is distributed with a sample standard deviation of 1.59, arithmetic mean of 28.65, and mean deviation of 1.38. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BOIL

ProShares Ultra Bloo Investor Sentiment
Most of Macroaxis users are currently bullish on ProShares Ultra Bloomberg Natural Gas. What is your perspective on investing in ProShares Ultra Bloomberg Natural Gas? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Check also ProShares Ultra Backtesting, Portfolio Optimization, ProShares Ultra Correlation, ProShares Ultra Hype Analysis, ProShares Ultra Volatility, ProShares Ultra History and analyze ProShares Ultra Performance. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.