ProShares UltraShort Alpha and Beta Analysis Overview

KOLD -- USA Etf  

USD 36.99  0.001  0.0027%

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

ProShares UltraShort Market Premiums

α0.86β0.12
30 days against DJI
Risk Adjusted Performance  

0.20

Jensen Alpha  

0.80

Total Risk Alpha  

0.79

Sortino Ratio  

0.0

Treynor Ratio  

0.7624

ProShares UltraShort expected buy-and-hold returns

ProShares UltraShort Market Price Analysis

ProShares UltraShort Return and Market Media

The median price of ProShares UltraShort for the period between Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 41.65 with a coefficient of variation of 6.82. The daily time series for the period is distributed with a sample standard deviation of 2.77, arithmetic mean of 40.68, and mean deviation of 2.41. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
BoJ to Adopt a More Flexible Stance ETFs in Focus07/31/2018

Current Sentiment - KOLD

ProShares UltraShort Investor Sentiment
Most of Macroaxis users are now bullish on ProShares UltraShort Bloomberg Natrl Gas. What is your perspective on investing in ProShares UltraShort Bloomberg Natrl Gas? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please see also ProShares UltraShort Backtesting, Portfolio Optimization, ProShares UltraShort Correlation, ProShares UltraShort Hype Analysis, ProShares UltraShort Volatility, ProShares UltraShort History and analyze ProShares UltraShort Performance. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.