Proshares Short Sp500 Etf Alpha and Beta Analysis
| SH Etf | USD 42.57 0.15 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ProShares Short SP500. It also helps investors analyze the systematic and unsystematic risks associated with investing in ProShares Short over a specified time horizon. Remember, high ProShares Short'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 Short's market risk premium analysis include:
Beta 0.0513 | Alpha (0.07) | Risk 0.78 | Sharpe Ratio (0.06) | Expected Return (0.05) |
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.
ProShares |
ProShares Short Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ProShares Short market risk premium is the additional return an investor will receive from holding ProShares Short 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 Short. 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 Short's performance over market.| α | -0.07 | β | 0.05 |
ProShares Short 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 Short's Buy-and-hold return. Our buy-and-hold chart shows how ProShares Short performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ProShares Short Market Price Analysis
Market price analysis indicators help investors to evaluate how ProShares Short 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 Short shares will generate the highest return on investment. By understating and applying ProShares Short etf market price indicators, traders can identify ProShares Short position entry and exit signals to maximize returns.
ProShares Short Return and Market Media
The median price of ProShares Short for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 43.6 with a coefficient of variation of 2.05. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 43.62, and mean deviation of 0.71. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | HSI Ends Up 202 Pts EVs, CN Developers Surge - AASTOCKS.com | 08/30/2024 |
2 | Foreign Investors Sell US3.1B Worth of Taiwanese Stocks Tdy, Largest Record Single Day Capital Outflow Since 2000 Report - AASTOCKS.com | 09/04/2024 |
3 | CN Swap Facility Said Not to Broaden Money Base - AASTOCKS.com | 09/23/2024 |
4 | SAFE CN Aug Intl Balance of Payments Surplus in Goods and Services Trade Reaches US58.9B - AASTOCKS.com | 09/27/2024 |
5 | CN Cyber Watchdog Initiates Rectification on Illegal Development of Internet News Info Services - AASTOCKS.com | 10/02/2024 |
6 | NIPPON EXPRESS HOLDINGS completa la adquisicin de acciones de SH HoldCo GmbH | 10/16/2024 |
About ProShares Short 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 Short SP500 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 Short 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 Short's short interest history, or implied volatility extrapolated from ProShares Short options trading.
Build Portfolio with ProShares Short
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
Check out ProShares Short Backtesting, Portfolio Optimization, ProShares Short Correlation, ProShares Short Hype Analysis, ProShares Short Volatility, ProShares Short History and analyze ProShares Short Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
ProShares Short 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.