Proshares Global Listed Etf Alpha and Beta Analysis
| PEX Etf | USD 28.92 0.01 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ProShares Global Listed. It also helps investors analyze the systematic and unsystematic risks associated with investing in ProShares Global over a specified time horizon. Remember, high ProShares Global'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 Global's market risk premium analysis include:
Beta 0.66 | Alpha (0.02) | Risk 0.72 | Sharpe Ratio 0.11 | Expected Return 0.0784 |
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 Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ProShares Global market risk premium is the additional return an investor will receive from holding ProShares Global 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 Global. 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 Global's performance over market.| α | -0.02 | β | 0.66 |
ProShares Global 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 Global's Buy-and-hold return. Our buy-and-hold chart shows how ProShares Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ProShares Global Market Price Analysis
Market price analysis indicators help investors to evaluate how ProShares Global 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 Global shares will generate the highest return on investment. By understating and applying ProShares Global etf market price indicators, traders can identify ProShares Global position entry and exit signals to maximize returns.
ProShares Global Return and Market Media
The median price of ProShares Global for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 28.18 with a coefficient of variation of 1.47. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 28.14, and mean deviation of 0.3. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Peel Mining Full Year 2024 Earnings AU0.005 loss per share | 09/27/2024 |
2 | Disposition of 189500 shares by Deutsche Bank Ag of ProShares Global at 7.77 subject to Rule 16b-3 | 09/30/2024 |
3 | KraneShares launches US equity ETF modelled on private equity buyouts - ETF Strategy | 10/09/2024 |
4 | Disposition of tradable shares by Van Nostrand Robert L of ProShares Global subject to Rule 16b-3 | 10/11/2024 |
5 | Aduro Clean Technologies and GF Building Flow Solutions Americas Sign MOU to Advance Circular Solutions for Crosslinked Polyethylene Waste | 11/12/2024 |
About ProShares Global 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 Global Listed 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 Global 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 Global's short interest history, or implied volatility extrapolated from ProShares Global options trading.
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Check out ProShares Global Backtesting, Portfolio Optimization, ProShares Global Correlation, ProShares Global Hype Analysis, ProShares Global Volatility, ProShares Global History and analyze ProShares Global Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
ProShares Global 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.