ProShares UltraShort Alpha and Beta Analysis Overview

SDS -- USA Etf  

USD 36.50  0.10  0.27%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

ProShares UltraShort Market Premiums

α0.39β0.34
30 days against DJI
Risk Adjusted Performance  

0.2813

Jensen Alpha  

0.2686

Total Risk Alpha  

0.7965

Sortino Ratio  

0.3515

Treynor Ratio  

0.39

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 Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 33.38 with a coefficient of variation of 4.79. The daily time series for the period is distributed with a sample standard deviation of 1.64, arithmetic mean of 34.36, and mean deviation of 1.47. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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
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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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
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