ProShares UltraShort Alpha and Beta Analysis

ProShares UltraShort SP500 -- USA Etf  

USD 39.89  0.68  1.73%

This module allows you to check different measures of market premium for ProShares UltraShort SP500 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

α0.050189β0.0949
30 days against DJI
Risk Adjusted Performance  

0.0466

Jensen Alpha  

0.044

Total Risk Alpha  

0.1339

Sortino Ratio  

0.0473

Treynor Ratio  

0.37

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, Feb 22, 2018 and Mon, Apr 23, 2018 is 39.68 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 1.46, arithmetic mean of 39.71, and mean deviation of 1.17. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Opinion Investors, it time to get serious about a game plan03/05/2018

Current Sentiment - SDS

ProShares UltraShort Investor Sentiment
Greater number of Macroaxis users are at this time bullish on ProShares UltraShort SP500. What is your perspective on investing in ProShares UltraShort SP500? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Generate Optimal Portfolios

Align your risk and 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
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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.