Proshares Short Vix Etf Performance
| SVXY Etf | USD 49.76 0.73 1.49% |
The etf holds a Beta of 1.14, which implies a somewhat significant risk relative to the market. ProShares Short returns are very sensitive to returns on the market. As the market goes up or down, ProShares Short is expected to follow.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ProShares Short VIX has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, ProShares Short is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | On The My Stocks Page - Stock Traders Daily | 02/10/2025 |
| In Threey Sharp Ratio | 0.71 |
ProShares |
ProShares Short Relative Risk vs. Return Landscape
If you would invest 5,346 in ProShares Short VIX on December 1, 2024 and sell it today you would lose (370.00) from holding ProShares Short VIX or give up 6.92% of portfolio value over 90 days. ProShares Short VIX is currently does not generate positive expected returns and assumes 2.2163% risk (volatility on return distribution) over the 90 days horizon. In different words, 19% 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 Short Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Short's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ProShares Short VIX, and traders can use it to determine the average amount a ProShares Short'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 = -0.0429
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SVXY |
Estimated Market Risk
| 2.22 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ProShares Short 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 Short by adding ProShares Short to a well-diversified portfolio.
ProShares Short Fundamentals Growth
ProShares Etf prices reflect investors' perceptions of the future prospects and financial health of ProShares Short, and ProShares Short 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 | 322.01 M | |||
About ProShares Short Performance
Evaluating ProShares Short's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if ProShares Short has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ProShares Short has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the SP 500 over 30 days in the future. Short VIX is traded on BATS Exchange in the United States.| ProShares Short VIX generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: On The My Stocks Page - Stock Traders Daily | |
| The fund created-3.0 ten year return of -3.0% | |
| ProShares Short VIX maintains all of the assets in different exotic instruments |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in ProShares Short VIX. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in interest. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
The market value of ProShares Short VIX 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 Short's value that differs from its market value or its book value, called intrinsic value, which is ProShares Short'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 Short's market value can be influenced by many factors that don't directly affect ProShares Short'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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Short'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.