ProShares Big Data Etf Volatility
| DAT Etf | USD 35.25 -1.03 -2.84% |
ProShares Big Data continues to exhibit a minimal volatility profile over the designated horizon. ProShares Big Data continues to report a Sharpe Ratio (Efficiency) of -0.23, indicating negative risk-adjusted returns over the last 3 months. The present risk profile is informed by 23 technical indicators.
Sharpe Ratio = -0.2289
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| Negative Returns | DAT |
Latest disclosures for ProShares Big Data show a Market Risk Adjusted Performance of -0.3%, a Risk of 1.92, and a Risk Adjusted Performance of -0.1%. Based on monthly moving average ProShares Big 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.
Key indicators related to ProShares Big's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
ProShares Big Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of ProShares daily returns, and it is calculated using variance and standard deviation.
ProShares | Build portfolio with ProShares Etf |
Volatility Strategy
ProShares Big Data price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 1.92% with a beta coefficient of 1.25, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.23, evaluates return per unit of total risk. An alpha value of -0.25 reflects performance relative to systematic market exposure. Expected return estimates near -0.44% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Arbitrage activity often helps align price and NAV.
Main indicators related to ProShares Big's market risk premium analysis include:
Beta 1.25 | Alpha -0.25 | Risk 1.92 | Sharpe Ratio -0.23 | Expected Return -0.44 |
Moving together with ProShares Etf
| 0.78 | VGT | Vanguard Information | PairCorr |
| 0.76 | XLK | Technology Select Sector | PairCorr |
| 0.84 | IYW | iShares Technology ETF | PairCorr |
| 0.94 | CIBR | First Trust NASDAQ | PairCorr |
| 0.78 | FTEC | Fidelity MSCI Information | PairCorr |
| 0.99 | IGV | iShares Expanded Tech | PairCorr |
| 0.94 | FDN | First Trust Dow | PairCorr |
| 0.82 | IGM | iShares Expanded Tech | PairCorr |
| 0.93 | HUM | Humana Inc | PairCorr |
| 0.87 | DIS | Walt Disney | PairCorr |
| 0.98 | MSFT | Microsoft | PairCorr |
| 0.71 | JPM | JPMorgan Chase | PairCorr |
Moving against ProShares Etf
| 0.9 | FNGD | MicroSectors FANG Index | PairCorr |
| 0.78 | KGLD | Kurv Gold Enhanced | PairCorr |
| 0.71 | SOXX | iShares Semiconductor ETF | PairCorr |
| 0.67 | SMH | VanEck Semiconductor ETF | PairCorr |
| 0.64 | LUX | Tema Global | PairCorr |
| 0.58 | SHLD | Global X Defense | PairCorr |
| 0.44 | FB | ProShares Trust ProShares Low Volatility | PairCorr |
Sensitivity To Market
ProShares Big beta coefficient measures the volatility of ProShares etf relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing ProShares returns against market returns. A beta of 1.25 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 1.92%.ProShares Big Data has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 1.89%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 31.0%. This reflects comparatively contained forward-looking volatility expectations. For ETFs, trading volume and bid-ask spread often matter as much as the index itself. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze ProShares Big Data Demand TrendCheck current 90 days ProShares Big correlation with market (Dow Jones Industrial)Downside Risk
ProShares standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 1.92 |
It is essential to understand the difference between upside risk (as represented by ProShares Big's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of ProShares Big's daily returns or price. Latest disclosures for ProShares Big Data show a Maximum Drawdown of 10.21.
Using ProShares Put Option to Manage Risk Based on 2026-06-18 Contracts
Latest disclosures for ProShares Big Data show an Option Implied Volatility of 0.31 and an Option Max Pain Price of 47. Put options written on ProShares Big grant holders of the option the right to sell a specified amount of ProShares Big at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of ProShares Etf cannot fall below.
ProShares Big's PUT expiring on 2026-06-18
Profit |
| ProShares Big Price At Expiration |
Etf Volatility Analysis
Volatility refers to the frequency at which ProShares Big etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with ProShares Big's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. ProShares Big Data Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Considering the 90-day investment horizon ProShares Big has a beta of 1.2534 suggesting as the benchmark fluctuates upward, the ETF is expected to outperform it on average. However, if the benchmark returns are projected to be negative, ProShares Big will likely underperform.ProShares Big is exposed to both systematic and unsystematic risk. Systematic risk reflects broader etf market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Latest disclosures for ProShares Big Data show a Mean Deviation of 1.44, an Option Implied Volatility of 0.31, and a Standard Deviation of 1.89.
Predicted Return Density |
| Returns |
What Drives ProShares Big's Price Volatility?
Several factors can influence ProShares Big's market volatility:Industry Dynamics
Sector-level events can directly affect ProShares Big's price stability. Regulatory changes, supply disruptions, or shifts in demand within ProShares Big's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like ProShares Big.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for ProShares Big's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward ProShares Big. During periods of economic expansion, ProShares Big's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.ProShares Big's Company-Specific Factors
Volatility can also stem from events unique to ProShares Big. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in ProShares Big's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on ProShares Big's share price.Etf Risk Measures
Considering the 90-day investment horizon the coefficient of variation of ProShares Big is -436.95. The daily returns are distributed with a variance of 3.7 and standard deviation of 1.92. The mean deviation of ProShares Big Data is currently at 1.45. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.252 | |
β | Beta against Dow Jones | 1.25 | |
σ | Overall volatility | 1.92 | |
Ir | Information ratio | -0.1466 |
Etf Return Volatility
ProShares Big historical daily return volatility represents how much of ProShares Big etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund reported 1.9225% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8248% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
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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ProShares Big Constituents Risk-Adjusted Indicators
There is a big difference between ProShares Etf performing well and ProShares Big ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze ProShares Big's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| UGE | 1.41 | 0.14 | 0.11 | 0.23 | 1.64 | 2.97 | 9.35 | |||
| PQAP | 0.15 | 0.01 | 0.56 | -0.32 | 0.04 | 0.32 | 1.01 | |||
| OND | 1.06 | -0.21 | 0.00 | -0.30 | 0.00 | 1.57 | 6.31 | |||
| EZJ | 2.03 | 0.20 | 0.00 | -0.02 | 0.00 | 4.44 | 15.78 | |||
| SCDS | 0.81 | -0.02 | 0.00 | 0.08 | 0.00 | 1.51 | 5.46 | |||
| ESMV | 0.40 | -0.03 | 0.00 | 0.37 | 0.00 | 0.80 | 2.90 | |||
| MCDS | 0.66 | -0.02 | 0.10 | -0.01 | 0.95 | 1.30 | 4.58 | |||
| MNRS | 3.73 | -0.16 | 0.00 | 1.14 | 0.00 | 8.58 | 22.86 | |||
| AGIQ | 1.03 | -0.05 | 0.00 | -0.15 | 0.00 | 1.72 | 6.29 | |||
| ANEW | 0.77 | -0.07 | 0.00 | -0.18 | 0.00 | 1.10 | 5.62 |
Risk Metrics, Assumptions & Methodology
Volatility for ProShares Big reflects price dispersion, spread stability, and underlying basket liquidity conditions. Higher dispersion implies wider price swings across observed periods.
Unless otherwise specified, data for ProShares Big Data is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardProShares Big Investment Opportunity
Recent data suggests that ProShares Big Data is meaningfully more volatile than Dow Jones Industrial, by roughly a 2.34x factor. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use ProShares Big Data to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of ProShares Big to be traded at $33.84 in 90 days.Average diversification
Across the chosen horizon, DAT and DJI show a correlation of 0.16 and fall into the Average diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
ProShares Big Additional Risk Indicators
A broader risk-indicator set for ProShares Big Data can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.15 | |||
| Market Risk Adjusted Performance | -0.29 | |||
| Mean Deviation | 1.44 | |||
| Coefficient Of Variation | -517.17 | |||
| Standard Deviation | 1.89 | |||
| Variance | 3.57 | |||
| Information Ratio | -0.15 |
ProShares Big Suggested Diversification Pairs
Pair trading with ProShares Big can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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 ProShares Big 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. ProShares Big'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, ProShares Big'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 Big Data.
More Resources for ProShares Etf Analysis
A full view of ProShares Big Data is built from its financial statements and trend data. These measures show how earnings and operations are structured. The information reflects ProShares Big's most recent reporting inputs.Use Investing Opportunities to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The overall portfolio profile is shaped by the distribution of its holdings. This captures an allocation to ProShares Big Data. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. All content is derived from available inputs and carries no advisory implication. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. This analysis of ProShares Big works best as a complementary layer when evaluating how the security fits in a broader portfolio. The supplemental views below help investors decide how ProShares Big complements or overlaps with existing portfolio holdings. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
ProShares Big's market capitalization and book value each provide useful but distinct information about the business. Intrinsic value for ProShares Big synthesizes operating data into a single estimate that complements price and book value.
ProShares Big intrinsic value attempts to capture underlying worth, separate from current trading levels. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage.