ProShares UltraShort Risk Analysis

Our philosophy towards forecasting volatility of a etf is to use all available market data together with company 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 check ProShares UltraShort to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

Projected Return Density Against Market

Given the investment horizon of 30 days, ProShares UltraShort has beta of 0.0 indicating unless we do not have required data, the returns on DOW and ProShares UltraShort are completely uncorrelated. Furthermore, ProShares UltraShort Bloomberg Natrl GasIt does not look like ProShares UltraShort alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
= 0.00 
βBeta against DOW= 0.00 
σ
Overall volatility
= 0.00 
 IrInformation ratio = 0.00 

Actual Return Volatility

ProShares UltraShort Bloomberg Natrl Gas inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2355% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

ProShares UltraShort Investment Opportunity
DOW has a standard deviation of returns of 0.24 and is 9.223372036854776E16 times more volatile than ProShares UltraShort Bloomberg Natrl Gas. 0% of all equities and portfolios are less risky than ProShares UltraShort. Compared to the overall equity markets, volatility of historical daily returns of ProShares UltraShort Bloomberg Natrl Gas is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

ProShares UltraShort Current Risk Indicators