ProShares UltraPro Alpha and Beta Analysis Overview

OILD -- USA Etf  

USD 21.34  0.39  1.79%

This module allows you to check different measures of market premium for ProShares UltraPro 3x Shrt Crude Oil ETF as well as systematic risk associated with investing in ProShares UltraPro over a specified time horizon. Additionally take a look at ProShares UltraPro Backtesting, Portfolio Optimization, ProShares UltraPro Correlation, ProShares UltraPro Hype Analysis, ProShares UltraPro Volatility, ProShares UltraPro History and analyze ProShares UltraPro Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

ProShares UltraPro Market Premiums

α1.06β1.14
30 days against DJI
Risk Adjusted Performance  

0.06

Jensen Alpha  

0.58

Total Risk Alpha  

2.00

Sortino Ratio  

0.0

Treynor Ratio  

0.4904

ProShares UltraPro expected buy-and-hold returns

ProShares UltraPro Market Price Analysis

ProShares UltraPro Return and Market Media

The median price of ProShares UltraPro for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 21.97 with a coefficient of variation of 14.35. The daily time series for the period is distributed with a sample standard deviation of 3.3, arithmetic mean of 23.01, and mean deviation of 2.92. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
7 Food ETFs to Buy for Your Shopping List06/27/2018

Current Sentiment - OILD

ProShares UltraPro 3x Investor Sentiment
Macroaxis portfolio users are evenly split in their perspective on investing in ProShares UltraPro 3x Shrt Crude Oil ETF. What is your perspective on investing in ProShares UltraPro 3x Shrt Crude Oil ETF? Are you bullish or bearish?
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Additionally take a look at ProShares UltraPro Backtesting, Portfolio Optimization, ProShares UltraPro Correlation, ProShares UltraPro Hype Analysis, ProShares UltraPro Volatility, ProShares UltraPro History and analyze ProShares UltraPro Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.