ProShares SAMPP Technology Etf Volatility
| TDV Etf | USD 86.42 0.38 0.44% |
Over the designated horizon, ProShares SAMPP Technology maintains a minimal volatility profile. ProShares SAMPP Technology registers a Sharpe Ratio (Efficiency) of -0.0054, suggesting weak return efficiency over the last 3 months. We detected 24 technical indicators affecting the current volatility setup.
Sharpe Ratio = -0.0054
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ProShares SAMPP Technology posted a Market Risk Adjusted Performance of -0.01%, a Risk of 1.06, and a Total Risk Alpha of 0.10 for the reported period. Monthly moving average analysis shows ProShares SAMPP is not yet reaching its full return potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk.
Key indicators related to ProShares SAMPP's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
ProShares SAMPP's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of ProShares SAMPP's typical price swings and is a primary input in options pricing models.
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Volatility Strategy
ProShares SAMPP Technology return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 1.06% with a beta coefficient of 1.01, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0054, evaluates return per unit of total risk. An alpha value of 0.071 reflects performance relative to systematic market exposure. Expected return estimates near -0.0058% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Spread width may contribute to realized volatility.
Main indicators related to ProShares SAMPP's market risk premium analysis include:
Beta 1.01 | Alpha 0.071 | Risk 1.06 | Sharpe Ratio -0.01 | Expected Return -0.01 |
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Sensitivity To Market
ProShares SAMPP Technology exhibits a beta of 1.01, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 1.06%.Volatility metrics for ProShares SAMPP Technology describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. ETF variability can increase when the underlying basket is less liquid, making spreads wider and NAV alignment slower. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze ProShares SAMPP Demand TrendCheck current 90 days ProShares SAMPP correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of ProShares measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 1.06 |
Standard deviation captures both upside and downside movement in ProShares SAMPP. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of ProShares SAMPP's returns. ProShares SAMPP Technology posted a Maximum Drawdown of 4.84 for the reported period.
Etf Volatility Analysis
ProShares SAMPP etf volatility is a measure of the speed and extent of ProShares SAMPP's price movements. High volatility generally means the etf price moves dramatically up or down in a short period of time. Low volatility means ProShares SAMPP's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. ProShares SAMPP 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 SAMPP has a beta of 1.0086 . This usually implies ProShares SAMPP Technology market returns are correlated to returns on the market. As the market goes up or down, ProShares SAMPP is expected to follow.Investors in ProShares SAMPP face systematic risk from overall etf market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. ProShares SAMPP Technology posted a Mean Deviation of 0.78 and a Standard Deviation of 1.06 for the reported period.
Predicted Return Density |
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What Drives ProShares SAMPP's Price Volatility?
Several factors can influence ProShares SAMPP's market volatility:Industry Dynamics
Sector-level events can directly affect ProShares SAMPP's price stability. Regulatory changes, supply disruptions, or shifts in demand within ProShares SAMPP'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 SAMPP.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for ProShares SAMPP's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward ProShares SAMPP. During periods of economic expansion, ProShares SAMPP's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.ProShares SAMPP's Company-Specific Factors
Volatility can also stem from events unique to ProShares SAMPP. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in ProShares SAMPP's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on ProShares SAMPP's share price.Etf Risk Measures
Considering the 90-day investment horizon the coefficient of variation of ProShares SAMPP is -18420.0. The daily returns are distributed with a variance of 1.13 and standard deviation of 1.06. The mean deviation of ProShares SAMPP Technology is currently at 0.78. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.07 | |
β | Beta against Dow Jones | 1.01 | |
σ | Overall volatility | 1.06 | |
Ir | Information ratio | 0.07 |
Etf Return Volatility
ProShares SAMPP return volatility captures the typical daily swing in etf returns relative to the mean over the selected period. The fund has volatility of 1.0629% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8206% 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 SAMPP Constituents Risk-Adjusted Indicators
Evaluating ProShares Etf requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DUBS | 0.60 | 0.06 | 0.09 | 0.00 | 0.86 | 1.24 | 3.97 | |||
| NANC | 0.66 | 0.00 | 0.00 | -0.09 | 0.00 | 1.10 | 3.47 | |||
| FXG | 0.69 | 0.06 | 0.13 | 0.13 | 0.85 | 1.14 | 3.88 | |||
| FLCG | 0.76 | -0.04 | 0.00 | -0.14 | 0.00 | 1.13 | 4.37 | |||
| GAUG | 0.27 | 0.02 | 0.20 | -0.01 | 0.37 | 0.46 | 1.71 | |||
| RTH | 0.59 | 0.03 | 0.00 | -0.04 | 0.00 | 1.32 | 2.89 | |||
| CHIQ | 1.02 | 0.00 | 0.00 | -0.08 | 0.00 | 2.30 | 7.68 | |||
| ZECP | 0.47 | 0.04 | 0.00 | -0.03 | 0.00 | 0.88 | 3.10 | |||
| VALQ | 0.56 | 0.05 | 0.10 | -0.01 | 0.75 | 1.12 | 3.35 | |||
| SWAN | 0.38 | 0.01 | 0.00 | -0.05 | 0.00 | 0.71 | 2.51 |
Risk Metrics, Assumptions & Methodology
Volatility for ProShares SAMPP reflects price dispersion, spread stability, and underlying basket liquidity conditions. Observed drawdowns appear relatively moderate compared with broader market swings.
For ProShares SAMPP Technology, 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 SAMPP Investment Opportunity
ProShares SAMPP Technology currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 1.29. Used properly, this comparison helps investors decide whether the extra volatility is strategic or simply uncompensated risk.You can use ProShares SAMPP Technology to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a normal upward fluctuation. Check odds of ProShares SAMPP to be traded at $90.74 in 90 days.Very poor diversification
TDV currently posts a 0.88 correlation with DJI, indicating a Very poor diversification relationship for the active sample. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
ProShares SAMPP Additional Risk Indicators
A broader risk-indicator set for ProShares SAMPP Technology can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.0018 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.7833 | |||
| Coefficient Of Variation | -18,420 | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.13 | |||
| Information Ratio | 0.0661 |
ProShares SAMPP Suggested Diversification Pairs
Using ProShares SAMPP in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around ProShares SAMPP, market-wide risk remains. What pair trading can address is ProShares SAMPP's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
More Resources for ProShares Etf Analysis
Reviewing ProShares SAMPP commonly begins with financial statements and performance trends. Ratios and trend metrics help frame ProShares SAMPP's operating context across reporting periods. Key reports that frame ProShares SAMPP Technology Etf are listed below:World Market Map provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. This suggests a position in ProShares SAMPP Technology in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as various price indices. This analysis of ProShares SAMPP works best as a complementary layer when evaluating how the security fits in a broader portfolio. For ProShares SAMPP, the analytical tools below add portfolio-level context that single-security review alone cannot provide. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
ProShares SAMPP's market price can diverge from book value, the accounting figure shown on ProShares's balance sheet. Value and price for ProShares SAMPP are related but not identical, and they can diverge across cycles. Trading price represents the transaction level agreed by market participants.
Note that ProShares SAMPP's intrinsic value and market price are different measures derived from different inputs. Evaluation typically reviews profitability, growth, balance sheet strength, industry position, and market signals. By contrast, ProShares SAMPP market price reflects the level where buyers and sellers transact.