Betapro Sp Tsx Etf Technical Analysis
| HFD Etf | CAD 17.53 0.20 1.15% |
As of the 31st of January, BetaPro SP shows the Coefficient Of Variation of 843.15, risk adjusted performance of 0.096, and Mean Deviation of 11.75. BetaPro SP TSX technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
BetaPro SP Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as BetaPro, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to BetaProBetaPro |
BetaPro SP 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to BetaPro SP's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of BetaPro SP.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in BetaPro SP on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding BetaPro SP TSX or generate 0.0% return on investment in BetaPro SP over 90 days. BetaPro SP is related to or competes with Purpose International, First Trust, and First Trust. The investment seeks to replicate, before fees and expenses, twice the inverse of the daily performance of the SPTSX Cap... More
BetaPro SP Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure BetaPro SP's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess BetaPro SP TSX upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.1173 | |||
| Maximum Drawdown | 397.03 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.52 |
BetaPro SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BetaPro SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BetaPro SP's standard deviation. In reality, there are many statistical measures that can use BetaPro SP historical prices to predict the future BetaPro SP's volatility.| Risk Adjusted Performance | 0.096 | |||
| Jensen Alpha | 5.56 | |||
| Total Risk Alpha | 2.31 | |||
| Sortino Ratio | 3.85 | |||
| Treynor Ratio | 1.64 |
BetaPro SP January 31, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.096 | |||
| Market Risk Adjusted Performance | 1.65 | |||
| Mean Deviation | 11.75 | |||
| Downside Deviation | 1.48 | |||
| Coefficient Of Variation | 843.15 | |||
| Standard Deviation | 48.49 | |||
| Variance | 2351.76 | |||
| Information Ratio | 0.1173 | |||
| Jensen Alpha | 5.56 | |||
| Total Risk Alpha | 2.31 | |||
| Sortino Ratio | 3.85 | |||
| Treynor Ratio | 1.64 | |||
| Maximum Drawdown | 397.03 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.52 | |||
| Downside Variance | 2.18 | |||
| Semi Variance | (3.94) | |||
| Expected Short fall | (16.79) | |||
| Skewness | 8.11 | |||
| Kurtosis | 65.89 |
BetaPro SP TSX Backtested Returns
BetaPro SP is out of control given 3 months investment horizon. BetaPro SP TSX secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the etf had a 0.12 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 6.17% are justified by taking the suggested risk. Use BetaPro SP Risk Adjusted Performance of 0.096, mean deviation of 11.75, and Coefficient Of Variation of 843.15 to evaluate company specific risk that cannot be diversified away. The etf shows a Beta (market volatility) of 3.51, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BetaPro SP will likely underperform.
Auto-correlation | 0.04 |
Virtually no predictability
BetaPro SP TSX has virtually no predictability. Overlapping area represents the amount of predictability between BetaPro SP time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BetaPro SP TSX price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current BetaPro SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
BetaPro SP 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.
BetaPro SP TSX Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of BetaPro SP TSX volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About BetaPro SP Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of BetaPro SP TSX on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of BetaPro SP TSX based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on BetaPro SP TSX price pattern first instead of the macroeconomic environment surrounding BetaPro SP TSX. By analyzing BetaPro SP's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of BetaPro SP's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to BetaPro SP specific price patterns or momentum indicators. Please read more on our technical analysis page.
BetaPro SP January 31, 2026 Technical Indicators
Most technical analysis of BetaPro help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for BetaPro from various momentum indicators to cycle indicators. When you analyze BetaPro charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.096 | |||
| Market Risk Adjusted Performance | 1.65 | |||
| Mean Deviation | 11.75 | |||
| Downside Deviation | 1.48 | |||
| Coefficient Of Variation | 843.15 | |||
| Standard Deviation | 48.49 | |||
| Variance | 2351.76 | |||
| Information Ratio | 0.1173 | |||
| Jensen Alpha | 5.56 | |||
| Total Risk Alpha | 2.31 | |||
| Sortino Ratio | 3.85 | |||
| Treynor Ratio | 1.64 | |||
| Maximum Drawdown | 397.03 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.52 | |||
| Downside Variance | 2.18 | |||
| Semi Variance | (3.94) | |||
| Expected Short fall | (16.79) | |||
| Skewness | 8.11 | |||
| Kurtosis | 65.89 |
BetaPro SP January 31, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as BetaPro stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.01 | ||
| Daily Balance Of Power | 2.00 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 17.51 | ||
| Day Typical Price | 17.52 | ||
| Price Action Indicator | 0.12 | ||
| Market Facilitation Index | 0.10 |
Other Information on Investing in BetaPro Etf
BetaPro SP financial ratios help investors to determine whether BetaPro Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BetaPro with respect to the benefits of owning BetaPro SP security.