ProShares Ultra 7 10 ETF Volatility
| UST ETF | USD 42.34 0.00 0.00% |
Sharpe Ratio = -0.0814
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ProShares Ultra 7 10's financial profile includes a Market Risk Adjusted Performance of -0.2%, a Risk of 0.66, and a Risk Adjusted Performance of -0.1%. The ETF is currently underperforming relative to its full potential based on monthly moving averages.
Key indicators related to UST Inc's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for UST Inc (3 Months):
Beta 0.27 | Alpha -0.06 | Risk 0.66 | Sharpe Ratio -0.08 | Expected Return -0.05 |
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| 0.53 | RAAY | Reckoner Yield Enhanced | PairCorr |
| 0.52 | XTAP | Innovator Equity Accelerated | PairCorr |
| 0.51 | QTAP | Innovator Growth 100 Accelerated | PairCorr |
| 0.48 | BRRR | CoinShares Bitcoin ETF | PairCorr |
Sensitivity To Market
UST Inc beta coefficient measures the volatility of UST Inc ETF relative to the systematic risk of the broad market benchmark. A beta of 0.27 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.66%. ProShares Ultra 7 10 has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 0.65%, which summarize how widely returns have moved. ETF volatility includes tracking difference effects, fees, and trading friction on top of index movement. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |ProShares Ultra 7 Demand TrendCurrent 90-day UST Inc correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far UST Inc returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability.
Standard Deviation | 0.66 |
For UST Inc, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of UST Inc's returns. ProShares Ultra 7 10's financial profile includes a Maximum Drawdown of 3.12.
ETF Volatility Analysis
Volatility describes the degree to which UST Inc ETF price fluctuates in either direction. It captures how much UST Inc's price fluctuates, which is relevant to allocation calibration.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of ProShares Ultra 7's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Over a 90-day investment horizon, UST Inc has a beta of 0.2741. This usually implies as returns on the market go up, UST Inc's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding ProShares Ultra 7 10 tends to be smaller as well.UST Inc remains sensitive to broader ETF market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. ProShares Ultra 7 10's financial profile includes a Mean Deviation of 0.51 and a Standard Deviation of 0.65.
Predicted Return Distribution |
| Density |
What Drives UST Inc's Price Volatility?
Holdings and Allocation
Changes in underlying holdings, sector weights, and rebalancing activity within the Trading--Leveraged Debt category can influence UST Inc's price dispersion even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for UST Inc.UST Inc's Fund-Specific Factors
Flows in and out of the fund, tracking error, and premium-to-NAV shifts are common drivers of short-term price movement in UST Inc's shares.ETF Risk Measures
Over a 90-day investment horizon, the coefficient of variation of UST Inc is -1228.88. The daily returns are distributed with a variance of 0.44 and standard deviation of 0.66. The mean deviation of ProShares Ultra 7 10 is currently at 0.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.95
α | Alpha over Dow Jones | -0.0572 | |
β | Beta against Dow Jones | 0.27 | |
σ | Overall volatility | 0.66 | |
Ir | Information ratio | -0.1096 |
ETF Return Volatility
UST Inc historical daily return volatility represents how much of UST Inc ETF's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund reported 0.6641% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9314% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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UST Inc Competition Risk-Adjusted Indicators
Strong recent returns in UST Inc ETF do not always mean UST Inc ETF is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.71 | -0.17 | 0.00 | -0.12 | 0.00 | 2.61 | 15.22 | |||
| MSFT | 1.30 | 0.06 | 0.04 | 0.12 | 1.51 | 3.11 | 8.57 | |||
| UBER | 1.65 | 0.02 | 0.01 | 0.04 | 2.00 | 3.61 | 11.61 | |||
| F | 1.54 | -0.21 | 0.00 | -0.14 | 0.00 | 4.11 | 9.26 | |||
| T | 1.19 | -0.13 | 0.00 | 0.47 | 0.00 | 2.36 | 7.74 | |||
| A | 1.45 | -0.24 | 0.00 | -0.24 | 0.00 | 2.67 | 8.08 | |||
| CRM | 2.05 | -0.08 | 0.00 | 2.79 | 0.00 | 4.07 | 13.46 | |||
| JPM | 1.10 | -0.07 | 0.00 | -0.04 | 0.00 | 2.16 | 8.17 | |||
| MRK | 1.12 | -0.12 | 0.00 | -0.22 | 0.00 | 2.73 | 7.67 | |||
| XOM | 1.45 | 0.06 | 0.01 | -0.07 | 2.08 | 2.73 | 8.59 |
Risk Metrics, Assumptions & Methodology
Drawdown analysis for UST Inc measures the largest peak-to-trough declines and their duration within the fund's price history. Comparing drawdown depth across market phases shows whether downside risk is regime-dependent.
Reported values for ProShares Ultra 7 10 are derived from fund disclosures and market reference feeds and standardized for analysis. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Michael Smolkin, Member of Macroaxis Board of Directors
Volatility Profile Summary
Recent data suggests that ProShares Ultra 7 10 is less volatile than Dow Jones Industrial by approximately 1.41x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 5% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.ProShares Ultra 7 10 exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gains reliability when combined with broader risk controls and volatility-adjusted analysis. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View UST Inc probability analysis.
Moderate diversification
Across the chosen horizon, UST Inc and Dow Jones show a correlation of 0.32 and fall into the Moderate diversification bucket. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
Risk analysis around ProShares Ultra 7 10 gains depth when secondary indicators confirm, refine, or challenge the basic volatility picture. Cross-security comparison within similar growth and valuation profiles provides additional context for interpreting relative risk positioning.
| Risk Adjusted Performance | -0.07 | |||
| Market Risk Adjusted Performance | -0.18 | |||
| Mean Deviation | 0.5094 | |||
| Coefficient Of Variation | -1,539 | |||
| Standard Deviation | 0.6475 | |||
| Variance | 0.4192 | |||
| Information Ratio | -0.11 |
UST Inc Suggested Diversification Pairs
A paired position built around ProShares Ultra 7 10 reduces directional market exposure while expressing a relative-value view. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against UST Inc as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. UST Inc's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, UST Inc's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to ProShares Ultra 7 10.