Proshares Vix Short Term Etf Performance
| VIXY Etf | USD 43.98 0.09 0.20% |
The etf holds a Beta of -4.25, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ProShares VIX are expected to decrease by larger amounts. On the other hand, during market turmoil, ProShares VIX is expected to outperform it.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in ProShares VIX Short Term are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, ProShares VIX is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
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2 | How to Take Advantage of moves in - Stock Traders Daily | 09/23/2024 |
| In Threey Sharp Ratio | -1.07 |
ProShares |
ProShares VIX Relative Risk vs. Return Landscape
If you would invest 4,488 in ProShares VIX Short Term on August 15, 2024 and sell it today you would lose (90.00) from holding ProShares VIX Short Term or give up 2.01% of portfolio value over 90 days. ProShares VIX Short Term is currently generating 0.0644% in daily expected returns and assumes 4.518% risk (volatility on return distribution) over the 90 days horizon. In different words, 40% of etfs are less volatile than ProShares, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
ProShares VIX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares VIX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ProShares VIX Short Term, and traders can use it to determine the average amount a ProShares VIX's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0142
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | VIXY | Huge Risk |
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Estimated Market Risk
| 4.52 actual daily | 40 60% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average ProShares VIX is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ProShares VIX by adding it to a well-diversified portfolio.
ProShares VIX Fundamentals Growth
ProShares Etf prices reflect investors' perceptions of the future prospects and financial health of ProShares VIX, and ProShares VIX fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ProShares Etf performance.
| Total Asset | 444.09 M | |||
About ProShares VIX Performance
Evaluating ProShares VIX's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if ProShares VIX has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ProShares VIX has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the SP 500 over 30 days in the future. Trust VIX is traded on BATS Exchange in the United States.| ProShares VIX Short had very high historical volatility over the last 90 days | |
| This fund created-48.0 ten year return of -48.0% | |
| ProShares VIX keeps all of the net assets in exotic instruments |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in ProShares VIX Short Term. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in interest. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
The market value of ProShares VIX Short is measured differently than its book value, which is the value of ProShares that is recorded on the company's balance sheet. Investors also form their own opinion of ProShares VIX's value that differs from its market value or its book value, called intrinsic value, which is ProShares VIX's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares VIX's market value can be influenced by many factors that don't directly affect ProShares VIX's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares VIX's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares VIX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares VIX's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.