ProShares Ultra Alpha and Beta Analysis

ProShares Ultra Bloomberg Natural Gas -- USA Etf  

USD 6.68  0.12  1.76%

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

α (average alpha)=1.51    β (beta)=2.89    
30 days against DJI
Risk Adjusted Performance  0.0767Jensen Alpha  0.5975Total Risk Alpha  (1.92)Sortino Ratio  0.1583Treynor Ratio  0.6197

ProShares Ultra expected buy-and-hold returns

   

ProShares Ultra Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

ProShares Ultra Return and Market Media

The median price of ProShares Ultra for the period between Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 5.85 with a coefficient of variation of 8.99. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 5.96, and mean deviation of 0.47. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline