ProShares UltraShort Historical Price Analysis Overview

KOLD -- USA Etf  

USD 42.35  3.31  8.48%

Macroaxis considers ProShares UltraShort not too volatile given 1 month investment horizon. ProShares UltraShort maintains Sharpe Ratio (i.e. Efficiency) of 0.1229 which implies ProShares UltraShort had 0.1229% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ProShares UltraShort which you can use to evaluate future volatility of the etf. Please employ ProShares UltraShort Coefficient Of Variation of 1104.31, Semi Deviation of 2.71 and Risk Adjusted Performance of 0.0444 to confirm if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Performance History


Highest PriceSeptember 14, 201843.12
Lowest PricAugust 31, 201837.96
The price series of ProShares UltraShort for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 has a statistical range of 6.55 with a coefficient of variation of 4.99. The daily prices for the period are spread out with arithmetic mean of 39.79. The median price for the last 30 days is 39.74
OpenHighLowCloseVolume
09/19/2018 38.80  39.17  38.54  39.04  42,517 
09/18/2018 41.65  41.71  38.67  39.10  83,658 
09/17/2018 42.61  42.61  41.82  42.35  41,272 
09/14/2018 42.58  43.25  42.58  43.12  49,753 
09/13/2018 40.92  41.86  40.65  41.78  35,735 
09/12/2018 40.23  41.32  40.17  41.28  28,642 
09/11/2018 41.93  41.99  40.74  40.98  11,605 
09/10/2018 42.74  42.74  41.30  41.48  28,695 
09/07/2018 42.30  42.32  41.90  41.96  10,159 
09/06/2018 41.49  42.13  41.49  41.82  26,075 
09/05/2018 40.54  41.48  40.45  41.30  11,723 
09/04/2018 39.85  40.80  39.25  40.67  23,886 
08/31/2018 37.83  38.04  37.64  37.96  11,637 
08/30/2018 38.84  39.60  38.78  38.78  33,041 
08/29/2018 39.50  40.10  39.12  39.17  22,238 
08/28/2018 39.43  40.11  39.43  39.74  30,667 
08/27/2018 38.76  39.18  38.65  39.10  28,459 
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