ProShares Alpha and Beta Analysis Overview

OILK -- USA Etf  

USD 26.62  0.26  0.99%

This module allows you to check different measures of market premium for ProShares K 1 Free Crude Oil Strategy as well as systematic risk associated with investing in ProShares over a specified time horizon. Additionally take a look at ProShares Backtesting, Portfolio Optimization, ProShares Correlation, ProShares Hype Analysis, ProShares Volatility, ProShares History and analyze ProShares Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

ProShares Market Premiums

α0.35β0.17
30 days against DJI
Risk Adjusted Performance  

0.0642

Jensen Alpha  

0.2056

Total Risk Alpha  

0.14

Sortino Ratio  

0.0644

Treynor Ratio  

4.75

ProShares expected buy-and-hold returns

ProShares Market Price Analysis

ProShares Return and Market Media

The median price of ProShares for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 25.95 with a coefficient of variation of 1.46. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 25.89, and mean deviation of 0.32. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
How to Spark Excitement in Lifeless ESG ETFs09/17/2018

Current Sentiment - OILK

ProShares K 1 Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in ProShares K 1 Free Crude Oil Strategy. What is your perspective on investing in ProShares K 1 Free Crude Oil Strategy? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally take a look at ProShares Backtesting, Portfolio Optimization, ProShares Correlation, ProShares Hype Analysis, ProShares Volatility, ProShares History and analyze ProShares Performance. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
Search macroaxis.com