Proshares Hedge Replication Etf Alpha and Beta Analysis

HDG Etf  USD 48.88  0.05  0.10%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ProShares Hedge Replication. It also helps investors analyze the systematic and unsystematic risks associated with investing in ProShares Hedge over a specified time horizon. Remember, high ProShares Hedge's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to ProShares Hedge's market risk premium analysis include:
Beta
0.46
Alpha
(0.05)
Risk
0.45
Sharpe Ratio
0.0781
Expected Return
0.0349
Please note that although ProShares Hedge alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, ProShares Hedge did 0.05  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of ProShares Hedge Replication etf's relative risk over its benchmark. ProShares Hedge Repl has a beta of 0.46  . As returns on the market increase, ProShares Hedge returns are expected to increase less than the market. However, during the bear market, the loss on holding ProShares Hedge will be expected to be smaller as well. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out ProShares Hedge Backtesting, Portfolio Optimization, ProShares Hedge Correlation, ProShares Hedge Hype Analysis, ProShares Hedge Volatility, ProShares Hedge History and analyze ProShares Hedge Performance.

ProShares Hedge Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ProShares Hedge market risk premium is the additional return an investor will receive from holding ProShares Hedge long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in ProShares Hedge. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate ProShares Hedge's performance over market.
α-0.05   β0.46

ProShares Hedge expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of ProShares Hedge's Buy-and-hold return. Our buy-and-hold chart shows how ProShares Hedge performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

ProShares Hedge Market Price Analysis

Market price analysis indicators help investors to evaluate how ProShares Hedge etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ProShares Hedge shares will generate the highest return on investment. By understating and applying ProShares Hedge etf market price indicators, traders can identify ProShares Hedge position entry and exit signals to maximize returns.

ProShares Hedge Return and Market Media

 Price Growth (%)  
       Timeline  

About ProShares Hedge Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including ProShares or other etfs. Alpha measures the amount that position in ProShares Hedge Repl has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards ProShares Hedge in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, ProShares Hedge's short interest history, or implied volatility extrapolated from ProShares Hedge options trading.

Build Portfolio with ProShares Hedge

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with 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
When determining whether ProShares Hedge Repl is a strong investment it is important to analyze ProShares Hedge's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact ProShares Hedge's future performance. For an informed investment choice regarding ProShares Etf, refer to the following important reports:
Check out ProShares Hedge Backtesting, Portfolio Optimization, ProShares Hedge Correlation, ProShares Hedge Hype Analysis, ProShares Hedge Volatility, ProShares Hedge History and analyze ProShares Hedge Performance.
Note that the ProShares Hedge Repl information on this page should be used as a complementary analysis to other ProShares Hedge's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for ProShares Etf analysis

When running ProShares Hedge's price analysis, check to measure ProShares Hedge's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ProShares Hedge is operating at the current time. Most of ProShares Hedge's value examination focuses on studying past and present price action to predict the probability of ProShares Hedge's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ProShares Hedge's price. Additionally, you may evaluate how the addition of ProShares Hedge to your portfolios can decrease your overall portfolio volatility.
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ProShares Hedge technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
A focus of ProShares Hedge technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ProShares Hedge trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...