ProShares Trust (Mexico) Alpha and Beta Analysis

UWM Etf  MXN 1,000.00  0.00  0.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ProShares Trust . It also helps investors analyze the systematic and unsystematic risks associated with investing in ProShares Trust over a specified time horizon. Remember, high ProShares Trust'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 Trust's market risk premium analysis include:
Beta
0.0537
Alpha
0.77
Risk
4.99
Sharpe Ratio
0.17
Expected Return
0.84
Please note that although ProShares Trust 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., Dow Jones Industrial index.) So in this particular case, ProShares Trust did 0.77  better 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 Trust etf's relative risk over its benchmark. ProShares Trust has a beta of 0.05  . As returns on the market increase, ProShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Trust is 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 Trust Backtesting, Portfolio Optimization, ProShares Trust Correlation, ProShares Trust Hype Analysis, ProShares Trust Volatility, ProShares Trust History and analyze ProShares Trust Performance.
For more information on how to buy ProShares Etf please use our How to Invest in ProShares Trust guide.

ProShares Trust Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ProShares Trust market risk premium is the additional return an investor will receive from holding ProShares Trust 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 Trust. 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 Trust's performance over market.
α0.77   β0.05

ProShares Trust 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 Trust's Buy-and-hold return. Our buy-and-hold chart shows how ProShares Trust performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

ProShares Trust Market Price Analysis

Market price analysis indicators help investors to evaluate how ProShares Trust 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 Trust shares will generate the highest return on investment. By understating and applying ProShares Trust etf market price indicators, traders can identify ProShares Trust position entry and exit signals to maximize returns.

ProShares Trust Return and Market Media

The median price of ProShares Trust for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 801.38 with a coefficient of variation of 17.97. The daily time series for the period is distributed with a sample standard deviation of 148.8, arithmetic mean of 827.94, and mean deviation of 124.36. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About ProShares Trust 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 Trust 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 Trust 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 Trust's short interest history, or implied volatility extrapolated from ProShares Trust options trading.

Build Portfolio with ProShares Trust

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.

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Align your risk with return expectations

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

Additional Information and Resources on Investing in ProShares Etf

When determining whether ProShares Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ProShares Trust's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Proshares Trust Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Proshares Trust Etf:
Check out ProShares Trust Backtesting, Portfolio Optimization, ProShares Trust Correlation, ProShares Trust Hype Analysis, ProShares Trust Volatility, ProShares Trust History and analyze ProShares Trust Performance.
For more information on how to buy ProShares Etf please use our How to Invest in ProShares Trust guide.
You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
ProShares Trust 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 Trust technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ProShares Trust 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...