ProShares UltraShort Alpha and Beta Analysis

ProShares UltraShort SmallCap600 -- USA Etf  

USD 14.00  0.40  2.78%

This module allows you to check different measures of market premium for ProShares UltraShort SmallCap600 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

α0.13β0.0638
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.20

Total Risk Alpha  

0.076793

Sortino Ratio  

0.0

Treynor Ratio  

0.8048

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 Wed, Feb 21, 2018 and Sun, Apr 22, 2018 is 15.075 with a coefficient of variation of 3.47. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 15.01, and mean deviation of 0.43. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
ProShares Ultra SmallCap600 Rises 1.75 percent for Apr 1204/12/2018

Current Sentiment - SDD

ProShares UltraShort Investor Sentiment
Greater number of Macroaxis users are at this time bullish on ProShares UltraShort SmallCap600. What is your perspective on investing in ProShares UltraShort SmallCap600? 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 Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.