Proshares Ultra 7 10 Etf Alpha and Beta Analysis
| UST Etf | USD 43.27 0.13 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ProShares Ultra 7 10. It also helps investors analyze the systematic and unsystematic risks associated with investing in UST Inc over a specified time horizon. Remember, high UST Inc'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 UST Inc's market risk premium analysis include:
Beta (0.15) | Alpha (0.10) | Risk 0.75 | Sharpe Ratio (0.16) | Expected Return (0.12) |
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.
UST |
UST Inc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. UST Inc market risk premium is the additional return an investor will receive from holding UST Inc 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 UST Inc. 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 UST Inc's performance over market.| α | -0.1 | β | -0.15 |
UST Inc 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 UST Inc's Buy-and-hold return. Our buy-and-hold chart shows how UST Inc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.UST Inc Market Price Analysis
Market price analysis indicators help investors to evaluate how UST Inc etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UST Inc shares will generate the highest return on investment. By understating and applying UST Inc etf market price indicators, traders can identify UST Inc position entry and exit signals to maximize returns.
UST Inc Return and Market Media
The median price of UST Inc for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 43.42 with a coefficient of variation of 3.84. The daily time series for the period is distributed with a sample standard deviation of 1.69, arithmetic mean of 44.02, and mean deviation of 1.44. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | UST D3CODE Hackathon Goes Global Six Countries--US, UK, Spain, Mexico, Malaysia, and India--Compete for a Global Finale | 09/16/2024 |
2 | End-of-Month Liquidity in the Treasury Market - Liberty Street Economics - | 09/24/2024 |
3 | How To Set Realistic AI Expectations And Goals For Your Business | 09/30/2024 |
4 | Kian-Backed SPATCO Energy Solutions Deepens Electrical and Environmental Capabilities with Acquisitions of Hobby Electric and UST Services Corporation | 10/10/2024 |
5 | Why Tokenomics Models Fail Lessons From Crypto Crashes | 10/22/2024 |
6 | Disposition of 28925 shares by Silcock Raymond of UST Inc at 69.5 subject to Rule 16b-3 | 11/01/2024 |
7 | U.S. Treasury Yields Rise as Investors Await Key Inflation Data | 11/13/2024 |
8 | Uniqus Consultech Onboards UST as an Investor, as Part of its Previously Announced Series B Round | 11/19/2024 |
9 | CyberProof Acquires Interpres Security to Bolster its Cybersecurity Portfolio | 12/03/2024 |
About UST Inc 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 UST or other etfs. Alpha measures the amount that position in ProShares Ultra 7 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 UST Inc 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, UST Inc's short interest history, or implied volatility extrapolated from UST Inc options trading.
Build Portfolio with UST Inc
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Align your risk with return expectations
Check out UST Inc Backtesting, Portfolio Optimization, UST Inc Correlation, UST Inc Hype Analysis, UST Inc Volatility, UST Inc History and analyze UST Inc Performance. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
UST Inc 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.