ProShares Inflation Expectations Etf Volatility
| RINF Etf | USD 32.17 0.01 0.03% |
ProShares Inflation Expectations remains associated with a minimal volatility profile over the chosen period. The current Sharpe Ratio (Efficiency) for ProShares Inflation Expectations is -0.0028, demonstrating unfavorable reward-to-risk behavior over the last 3 months. There are 29 technical indicators affecting the current volatility pattern.
Sharpe Ratio = -0.0028
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| Negative Returns | RINF |
ProShares Inflation Expectations's financial profile includes a Market Risk Adjusted Performance of -0.3%, a Risk of 0.25, and a Risk Adjusted Performance of -0.02%. Monthly moving average data shows ProShares Inflation is underperforming relative to its full potential. A well-diversified portfolio allocation can mitigate market risk and improve expected return.
Key indicators related to ProShares Inflation's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, ProShares Inflation's implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for ProShares Inflation is significantly above realized volatility, options premiums may be elevated relative to historical norms.
ProShares | Build AI portfolio with ProShares Etf |
Volatility Strategy
ProShares Inflation Expectations return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 0.25% with a beta coefficient of 0.0233, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0028, evaluates return per unit of total risk. An alpha value of -0.006708 reflects performance relative to systematic market exposure. Expected return estimates near -7.0E-4% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Liquidity shifts in components can alter dispersion.
Main indicators related to ProShares Inflation's market risk premium analysis include:
Beta 0.0233 | Alpha -0.01 | Risk 0.25 | Sharpe Ratio -0.0028 | Expected Return -0.0007 |
Moving together with ProShares Etf
Moving against ProShares Etf
| 0.59 | MCD | McDonalds | PairCorr |
| 0.56 | SSFI | Strategy Shares | PairCorr |
| 0.52 | VXZ | iPath Series B Low Volatility | PairCorr |
| 0.51 | VIXM | ProShares VIX Mid Low Volatility | PairCorr |
| 0.47 | VXX | iPath Series B Buyout Trend | PairCorr |
| 0.47 | VIXY | ProShares VIX Short Buyout Trend | PairCorr |
| 0.4 | UCON | First Trust TCW | PairCorr |
Sensitivity To Market
ProShares Inflation'sProShares Inflation Expectations market-relative volatility is reflected in its beta of 0.0233. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 0.25%.ProShares Inflation Expectations has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 0.24%. Options markets imply a forward-looking volatility estimate near 41.0%. This indicates expectations for moderate future movement relative to historical averages. This ETF block uses premium/discount math to explain how market price can differ from NAV. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
| α | -0.0067 | β | 0.02 | Check current 90 days ProShares Inflation correlation with market (Dow Jones Industrial)
Downside Risk
The standard deviation of ProShares prices measures volatility as the average daily spread from the mean over your selected horizon. High standard deviation implies high volatility; low standard deviation implies price stability.
Standard Deviation | 0.25 |
For a complete risk picture of ProShares Inflation, investors should examine both standard deviation (upside risk proxy) and downside deviation or semi-deviation of ProShares Inflation's returns (downside risk proxy). ProShares Inflation Expectations's financial profile includes a Downside Deviation of 0.28, a Downside Variance of 0.08, and a Maximum Drawdown of 0.97.
Using ProShares Put Option to Manage Risk Based on 2026-05-15 Contracts
ProShares Inflation Expectations's financial profile includes an Option Implied Volatility of 0.41 and an Option Max Pain Price of -1. Investors in ProShares Inflation can use put options as insurance against adverse price movements. A put on ProShares Etf grants the holder the right to sell ProShares Inflation at the agreed strike price before expiry.
ProShares Inflation's PUT expiring on 2026-05-15
Profit |
| ProShares Inflation Price At Expiration |
Etf Volatility Analysis
Understanding ProShares Inflation volatility allows investors to better quantify the risk of holding ProShares Inflation's etf. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for ProShares Inflation.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. ProShares Inflation 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.
ProShares Inflation Projected Return Density Against Market
Given the investment horizon of 90 days ProShares Inflation has a beta of 0.0233 indicating as returns on the market go up, ProShares Inflation's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding ProShares Inflation Expectations is expected to be smaller as well.Both systematic and unsystematic risks influence ProShares Inflation. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. ProShares Inflation Expectations's financial profile includes a Downside Deviation of 0.28, a Mean Deviation of 0.19, and an Option Implied Volatility of 0.41.
Predicted Return Density |
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What Drives a ProShares Inflation Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of ProShares Inflation is -35259.99. The daily returns are distributed with a variance of 0.06 and standard deviation of 0.25. The mean deviation of ProShares Inflation Expectations is currently at 0.2. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0067 | |
β | Beta against Dow Jones | 0.02 | |
σ | Overall volatility | 0.25 | |
Ir | Information ratio | 0.16 |
Etf Return Volatility
ProShares Inflation historical daily return volatility represents how much of ProShares Inflation etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The Exchange Traded Fund inherits 0.2527% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7982% volatility on return distribution over a 90-day 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 Inflation Competition Risk-Adjusted Indicators
There is a big difference between ProShares Etf performing well and ProShares Inflation 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 Inflation'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.42 | -0.03 | 0.00 | -0.09 | 0.00 | 2.30 | 13.69 | |||
| MSFT | 1.28 | -0.25 | 0.00 | -0.77 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.58 | -0.31 | 0.00 | -0.96 | 0.00 | 2.70 | 11.09 | |||
| F | 1.34 | -0.04 | 0.00 | -0.09 | 0.00 | 3.61 | 10.01 | |||
| T | 1.13 | 0.13 | 0.14 | -0.58 | 1.21 | 3.87 | 8.53 | |||
| A | 1.29 | -0.34 | 0.00 | -0.37 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.74 | -0.36 | 0.00 | -0.66 | 0.00 | 3.41 | 9.78 | |||
| JPM | 1.24 | -0.08 | 0.00 | -0.10 | 0.00 | 2.34 | 8.17 | |||
| MRK | 1.18 | 0.27 | 0.19 | 0.49 | 1.27 | 2.54 | 7.29 | |||
| XOM | 1.34 | 0.43 | 0.32 | 14.65 | 1.12 | 2.90 | 6.83 |
Risk Metrics, Assumptions & Methodology
Volatility for ProShares Inflation reflects price dispersion, spread stability, and underlying basket liquidity conditions. Volatility contraction can precede expansion under certain regimes.
For ProShares Inflation Expectations, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardProShares Inflation Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 3.2 times the return volatility of ProShares Inflation Expectations. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use ProShares Inflation Expectations to enhance the returns of your portfolios. This price-change note interprets the latest move in the context of short-horizon trading behavior. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of ProShares Inflation to be traded at $33.78 in 90 days.Weak diversification
Across the chosen horizon, RINF and DJI show a correlation of 0.32 and fall into the Weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
ProShares Inflation Additional Risk Indicators
Risk analysis around ProShares Inflation Expectations becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -0.33 | |||
| Mean Deviation | 0.1885 | |||
| Semi Deviation | 0.2525 | |||
| Downside Deviation | 0.2797 | |||
| Coefficient Of Variation | 11204.63 | |||
| Standard Deviation | 0.2441 |
ProShares Inflation Suggested Diversification Pairs
Pair trading with ProShares Inflation can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Inflation 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 Inflation'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 Inflation'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 Inflation Expectations.
More Resources for ProShares Etf Analysis
A comprehensive view of ProShares Inflation starts with financial statements and ratio context. Financial ratios provide context for profitability, efficiency, and growth trends. Outlined below are key reports that provide context for ProShares Inflation Expectations Etf:Review Your Equity Center to understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in ProShares Inflation Expectations within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. Analysis related to ProShares Inflation should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Understanding ProShares Inflation includes distinguishing between market value and book value, where book value reflects ProShares's accounting equity. The intrinsic value concept focuses on underlying worth, which can diverge from market price and book value. Valuation work aligns these measures into a single context.
The concept of value for ProShares Inflation differs from its quoted price, since each reflects a different lens. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage. Trading price represents the transaction level agreed by market participants.