ProShares UltraShort Alpha and Beta Analysis Overview

SCO -- USA Etf  

USD 16.67  0.06  0.36%

This module allows you to check different measures of market premium for ProShares UltraShort Bloomberg Crude Oil as well as systematic risk associated with investing in ProShares UltraShort over a specified time horizon. Also please take a look at 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

α0.2β0.17
30 days against DJI
Risk Adjusted Performance  

0.045002

Jensen Alpha  

0.38

Total Risk Alpha  

1.43

Sortino Ratio  

0.0

Treynor Ratio  

0.6197

ProShares UltraShort expected buy-and-hold returns

ProShares UltraShort Market Price Analysis

ProShares UltraShort Return and Market Media

The median price of ProShares UltraShort for the period between Sat, Jun 23, 2018 and Mon, Jul 23, 2018 is 16.32 with a coefficient of variation of 6.87. The daily time series for the period is distributed with a sample standard deviation of 1.12, arithmetic mean of 16.31, and mean deviation of 0.9. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SCO

ProShares UltraShort Investor Sentiment
Greater number of Macroaxis users are at this time bullish on ProShares UltraShort Bloomberg Crude Oil. What is your perspective on investing in ProShares UltraShort Bloomberg Crude Oil? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at ProShares UltraShort Backtesting, Portfolio Optimization, ProShares UltraShort Correlation, ProShares UltraShort Hype Analysis, ProShares UltraShort Volatility, ProShares UltraShort History and analyze ProShares UltraShort Performance. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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