ProShares UltraPro Alpha and Beta Analysis

ProShares UltraPro 3x Short Crude Oil -- USA Etf  

USD 12.55  0.08  0.63%

This module allows you to check different measures of market premium for ProShares UltraPro 3x Short Crude Oil 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
Investment Horizon     30 Days    Login   to change
Run Premiums

ProShares UltraPro Market Premiums

α (average alpha)=0.080346    β (beta)=2.31    
30 days against DJI
Risk Adjusted Performance  (0.044008)Jensen Alpha  (0.89)Total Risk Alpha  (2.63)Sortino Ratio  0.0Treynor Ratio  (0.27)

ProShares UltraPro expected buy-and-hold returns


ProShares UltraPro 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 UltraPro Return and Market Media

The median price of ProShares UltraPro for the period between Thu, Nov 16, 2017 and Sat, Dec 16, 2017 is 12.61 with a coefficient of variation of 4.94. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 12.74, and mean deviation of 0.49. The Etf received some media coverage during the period.
Price Growth (%)  
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