ProShares UltraPro Alpha and Beta Analysis

ProShares UltraPro 3x Shrt Crude Oil ETF -- USA Etf  

USD 30.65  2.64  7.93%

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
Run Premiums

ProShares UltraPro Market Premiums

α (average alpha)=10.95    β (beta)=17.52    
30 days against DJI
Risk Adjusted Performance  0.2347Jensen Alpha  12.24Total Risk Alpha  13.34Sortino Ratio  2.56Treynor Ratio  10.17

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 Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 9.41 with a coefficient of variation of 49.88. The daily time series for the period is distributed with a sample standard deviation of 5.14, arithmetic mean of 10.32, and mean deviation of 2.09. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)