Proshares Supply Chain Etf Alpha and Beta Analysis
| SUPL Etf | USD 41.77 0.12 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ProShares Supply Chain. It also helps investors analyze the systematic and unsystematic risks associated with investing in ProShares Supply over a specified time horizon. Remember, high ProShares Supply'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 Supply's market risk premium analysis include:
Beta 0.76 | Alpha (0.04) | Risk 0.88 | Sharpe Ratio 0.0547 | Expected Return 0.0483 |
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 Supply Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ProShares Supply market risk premium is the additional return an investor will receive from holding ProShares Supply 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 Supply. 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 Supply's performance over market.| α | -0.04 | β | 0.76 |
ProShares Supply 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 Supply's Buy-and-hold return. Our buy-and-hold chart shows how ProShares Supply performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ProShares Supply Market Price Analysis
Market price analysis indicators help investors to evaluate how ProShares Supply 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 Supply shares will generate the highest return on investment. By understating and applying ProShares Supply etf market price indicators, traders can identify ProShares Supply position entry and exit signals to maximize returns.
ProShares Supply Return and Market Media
The median price of ProShares Supply for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 40.73 with a coefficient of variation of 1.58. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 40.85, and mean deviation of 0.54. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Spot Bitcoin ETFs Now Hold Over 5 percent of Total BTC Supply - BeInCrypto | 11/18/2024 |
About ProShares Supply 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 Supply Chain 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 Supply 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 Supply's short interest history, or implied volatility extrapolated from ProShares Supply options trading.
Build Portfolio with ProShares Supply
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out ProShares Supply Backtesting, Portfolio Optimization, ProShares Supply Correlation, ProShares Supply Hype Analysis, ProShares Supply Volatility, ProShares Supply History and analyze ProShares Supply Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
ProShares Supply 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.