ProShares UltraShort Alpha and Beta Analysis Overview

SDD -- USA Etf  

USD 11.92  0.0043  0.0361%

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

α0.17β0.73
30 days against DJI
Risk Adjusted Performance  

0.043015

Jensen Alpha  

0.23

Total Risk Alpha  

0.46

Sortino Ratio  

0.0

Treynor Ratio  

0.25

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 Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 12.21 with a coefficient of variation of 2.05. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 12.25, and mean deviation of 0.21. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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 Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.
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