Proshares Russell 2000 Etf Alpha and Beta Analysis
| SMDV Etf | USD 74.89 0.13 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ProShares Russell 2000. It also helps investors analyze the systematic and unsystematic risks associated with investing in ProShares Russell over a specified time horizon. Remember, high ProShares Russell'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 Russell's market risk premium analysis include:
Beta 1.4 | Alpha (0.03) | Risk 1.35 | Sharpe Ratio 0.11 | Expected Return 0.15 |
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 Russell Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ProShares Russell market risk premium is the additional return an investor will receive from holding ProShares Russell 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 Russell. 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 Russell's performance over market.| α | -0.03 | β | 1.40 |
ProShares Russell 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 Russell's Buy-and-hold return. Our buy-and-hold chart shows how ProShares Russell performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ProShares Russell Market Price Analysis
Market price analysis indicators help investors to evaluate how ProShares Russell 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 Russell shares will generate the highest return on investment. By understating and applying ProShares Russell etf market price indicators, traders can identify ProShares Russell position entry and exit signals to maximize returns.
ProShares Russell Return and Market Media
The median price of ProShares Russell for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 68.9 with a coefficient of variation of 3.64. The daily time series for the period is distributed with a sample standard deviation of 2.54, arithmetic mean of 69.76, and mean deviation of 2.05. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Technical Data - Stock Traders Daily | 09/23/2024 |
2 | ProShares Russell 2000 Dividend Growers ETF Reaches New 12-Month High Whats Next | 10/24/2024 |
3 | Is ProShares Russell 2000 Dividend Growers ETF a Strong ETF Right Now | 11/25/2024 |
About ProShares Russell 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 Russell 2000 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 Russell 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 Russell's short interest history, or implied volatility extrapolated from ProShares Russell options trading.
Build Portfolio with ProShares Russell
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Check out ProShares Russell Backtesting, Portfolio Optimization, ProShares Russell Correlation, ProShares Russell Hype Analysis, ProShares Russell Volatility, ProShares Russell History and analyze ProShares Russell Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
ProShares Russell 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.