ProShares UltraShort Alpha and Beta Analysis

ProShares UltraShort Bloomberg Natrl Gas -- USA Etf  

USD 36.54  1.26  3.33%

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

α (average alpha)=2.79    β (beta)=4.85    
30 days against DJI
Risk Adjusted Performance  (0.077658)Jensen Alpha  (0.59)Total Risk Alpha  (4.53)Sortino Ratio  0.0Treynor Ratio  0.6135

ProShares UltraShort expected buy-and-hold returns

   

ProShares UltraShort 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 UltraShort Return and Market Media

The median price of ProShares UltraShort for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 43.51 with a coefficient of variation of 11.21. The daily time series for the period is distributed with a sample standard deviation of 4.87, arithmetic mean of 43.4, and mean deviation of 4.29. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline