ProShares UltraShort Alpha and Beta Analysis Overview

SDP -- USA Etf  

USD 23.35  0.05  0.21%

This module allows you to check different measures of market premium for ProShares UltraShort Utilities 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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

ProShares UltraShort Market Premiums

α0.007β0.40
30 days against DJI
Risk Adjusted Performance  

0.0659

Jensen Alpha  

0.1004

Total Risk Alpha  

0.32

Sortino Ratio  

0.00155

Treynor Ratio  

0.4256

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 Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 22.75 with a coefficient of variation of 1.62. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 22.84, and mean deviation of 0.32. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SDP

ProShares UltraShort Investor Sentiment

Greater number of Macroaxis users are at this time bullish on ProShares UltraShort Utilities. What is your perspective on investing in ProShares UltraShort Utilities? 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 File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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