Proshares Supply Chain Etf Performance
| SUPL Etf | USD 36.60 0.34 0.92% |
The etf holds a Beta of 0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ProShares Supply's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Supply is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ProShares Supply Chain has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Etf's basic indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the ETF venture institutional investors. ...more
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ProShares |
ProShares Supply Relative Risk vs. Return Landscape
If you would invest 3,958 in ProShares Supply Chain on December 13, 2024 and sell it today you would lose (298.00) from holding ProShares Supply Chain or give up 7.53% of portfolio value over 90 days. ProShares Supply Chain is currently does not generate positive expected returns and assumes 0.9741% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% 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 Supply Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Supply's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ProShares Supply Chain, and traders can use it to determine the average amount a ProShares Supply'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 = -0.129
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SUPL |
Estimated Market Risk
| 0.97 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ProShares Supply is not performing at its full potential. However, 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 Supply by adding ProShares Supply to a well-diversified portfolio.
ProShares Supply Fundamentals Growth
ProShares Etf prices reflect investors' perceptions of the future prospects and financial health of ProShares Supply, and ProShares Supply 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 | 1.59 M | |||
About ProShares Supply Performance
By examining ProShares Supply's fundamental ratios, stakeholders can obtain critical insights into ProShares Supply's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that ProShares Supply is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund invests in financial instruments that ProShare Advisors believes should track the performance of the index. Proshares Trust is traded on NYSEARCA Exchange in the United States.| ProShares Supply generated a negative expected return over the last 90 days | |
| The fund maintains 98.6% of its assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in ProShares Supply Chain. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in american community survey. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
The market value of ProShares Supply Chain 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 Supply's value that differs from its market value or its book value, called intrinsic value, which is ProShares Supply'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 Supply's market value can be influenced by many factors that don't directly affect ProShares Supply'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 Supply's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Supply is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Supply'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.