ProShares UltraPro SAMPP500 Etf Volatility
| UPRO Etf | USD 102.47 -4.45 -4.16% |
ProShares UltraPro SAMPP500 exhibits a minimal volatility profile over the current measurement period. On a risk-adjusted basis, ProShares UltraPro SAMPP500 records a Sharpe Ratio (Efficiency) of -0.0584, indicating deteriorating return efficiency over the last 3 months. We identified 23 technical indicators influencing current risk dynamics.
Sharpe Ratio = -0.0584
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| Negative Returns | UPRO |
ProShares UltraPro SAMPP500 reported a Market Risk Adjusted Performance of -0.05%, a Risk of 2.21, and a Risk Adjusted Performance of -0.04%. ProShares UltraPro is below full potential per monthly moving average. Adding it to a well-diversified portfolio can optimize the risk-return balance.
Key indicators related to ProShares UltraPro's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for ProShares UltraPro positions requires understanding whether ProShares UltraPro's elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for ProShares UltraPro tends to persist longer than sentiment-driven spikes.
ProShares | Build portfolio with ProShares Etf |
Volatility Strategy
ProShares UltraPro SAMPP500 return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 2.21% with a beta coefficient of 2.42, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0584, evaluates return per unit of total risk. An alpha value of 0.0688 reflects performance relative to systematic market exposure. Expected return estimates near -0.13% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. ETF volatility may reflect both basket movement and premium/discount to NAV.
Main indicators related to ProShares UltraPro's market risk premium analysis include:
Beta 2.42 | Alpha 0.0688 | Risk 2.21 | Sharpe Ratio -0.06 | Expected Return -0.13 |
Moving together with ProShares Etf
| 1.0 | SSO | ProShares Ultra SAMPP500 | PairCorr |
| 1.0 | SPXL | Direxion Daily SAMPP500 | PairCorr |
| 0.87 | QLD | ProShares Ultra QQQ | PairCorr |
| 0.82 | TECL | Direxion Daily Technology | PairCorr |
| 0.8 | UYG | ProShares Ultra | PairCorr |
| 0.74 | MDBX | Tradr 2X Long | PairCorr |
| 0.69 | BA | Boeing | PairCorr |
Moving against ProShares Etf
| 0.78 | GUSH | Direxion Daily SAMPP | PairCorr |
| 0.77 | NRGU | Bank of Montreal | PairCorr |
| 0.52 | JNJ | Johnson Johnson | PairCorr |
| 0.45 | PAYR | Federated Hermes Enhanced | PairCorr |
Sensitivity To Market
ProShares UltraPro demonstrates a beta of 2.42, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 2.21%.ProShares UltraPro SAMPP500 volatility can be described using downside deviation (0.0%), which captures negative-return intensity over the selected horizon. ETF volatility often reflects both the underlying basket and the trading layer. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available. Spread stability can also shape short-term movement.
3 Months Beta |Analyze ProShares UltraPro Demand TrendCheck current 90 days ProShares UltraPro correlation with market (Dow Jones Industrial)Downside Risk
ProShares standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 2.21 |
Standard deviation of ProShares UltraPro captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of ProShares UltraPro's return distribution. ProShares UltraPro SAMPP500 reported a Maximum Drawdown of 10.39.
Etf Volatility Analysis
Volatility is a core concept when evaluating ProShares UltraPro as part of a diversified portfolio. The etf's historical price swings give investors a sense of how much risk ProShares UltraPro's adds. Combining ProShares UltraPro with lower-volatility assets can reduce overall portfolio risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. ProShares UltraPro 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
Given the investment horizon of 90 days ProShares UltraPro has a beta of 2.4192 . This usually implies 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 UltraPro will likely underperform.Market risk ties ProShares UltraPro to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. ProShares UltraPro SAMPP500 reported a Mean Deviation of 1.69 and a Standard Deviation of 2.21.
Predicted Return Density |
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What Drives ProShares UltraPro's Price Volatility?
Several factors can influence ProShares UltraPro's market volatility:Industry Dynamics
Sector-level events can directly affect ProShares UltraPro's price stability. Regulatory changes, supply disruptions, or shifts in demand within ProShares UltraPro'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 UltraPro.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for ProShares UltraPro's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward ProShares UltraPro. During periods of economic expansion, ProShares UltraPro's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.ProShares UltraPro's Company-Specific Factors
Volatility can also stem from events unique to ProShares UltraPro. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in ProShares UltraPro's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on ProShares UltraPro's share price.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of ProShares UltraPro is -1712.65. The daily returns are distributed with a variance of 4.9 and standard deviation of 2.21. The mean deviation of ProShares UltraPro SAMPP500 is currently at 1.69. 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 | 2.42 | |
σ | Overall volatility | 2.21 | |
Ir | Information ratio | -0.0241 |
Etf Return Volatility
ProShares UltraPro daily volatility tracks how widely etf returns have moved around the mean across the selected time frame. The ETF reflects 2.214% volatility on return distribution over a 90-day horizon. On the other hand, 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 UltraPro Constituents Risk-Adjusted Indicators
Surface-level performance for ProShares Etf can mask how the business actually stacks up against its competitive set. 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 | ||
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| OMFL | 0.69 | 0.10 | 0.11 | 0.01 | 0.91 | 1.03 | 4.42 | |||
| VTHR | 0.60 | 0.04 | 0.00 | -0.04 | 0.00 | 0.92 | 3.84 | |||
| DSI | 0.64 | 0.02 | 0.00 | -0.06 | 0.00 | 1.06 | 3.92 | |||
| SHLD | 1.39 | 0.37 | 0.24 | 0.40 | 1.37 | 2.97 | 10.00 | |||
| SCHK | 0.57 | 0.05 | 0.00 | -0.02 | 0.00 | 0.92 | 3.68 | |||
| XMHQ | 0.74 | 0.06 | 0.00 | -0.02 | 0.00 | 1.56 | 4.34 | |||
| BKLC | 0.58 | 0.03 | 0.00 | -0.05 | 0.00 | 0.93 | 3.59 | |||
| XMMO | 0.82 | 0.15 | 0.16 | 0.09 | 0.90 | 1.59 | 5.57 | |||
| VFLO | 0.66 | 0.07 | 0.10 | 0.00 | 0.83 | 1.26 | 4.58 | |||
| FELG | 0.76 | -0.04 | 0.00 | -0.14 | 0.00 | 1.23 | 4.02 |
Risk Metrics, Assumptions & Methodology
Volatility for ProShares UltraPro reflects price dispersion, spread stability, and underlying basket liquidity conditions. Uncertainty impacts position sizing assumptions in portfolio models.
Macroaxis compiles ProShares UltraPro SAMPP500 metrics from fund disclosures and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardProShares UltraPro Investment Opportunity
ProShares UltraPro SAMPP500 currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 2.7. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use ProShares UltraPro SAMPP500 to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a very speculative upward sentiment. Check odds of ProShares UltraPro to be traded at $97.35 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between UPRO and DJI stands at 0.71, or Poor diversification. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
ProShares UltraPro Additional Risk Indicators
Looking at additional risk metrics for ProShares UltraPro SAMPP500 helps investors judge how the position may behave under different market and portfolio conditions. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 1.69 | |||
| Coefficient Of Variation | -1,713 | |||
| Standard Deviation | 2.21 | |||
| Variance | 4.9 | |||
| Information Ratio | -0.02 |
ProShares UltraPro Suggested Diversification Pairs
Pair analysis around ProShares UltraPro SAMPP500 matters because it can turn one security idea into a more market-neutral structure. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
| Visa vs. ProShares UltraPro | ||
| Alphabet vs. ProShares UltraPro | ||
| Salesforce vs. ProShares UltraPro | ||
| GM vs. ProShares UltraPro | ||
| Dupont De vs. ProShares UltraPro | ||
| Citigroup vs. ProShares UltraPro | ||
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for ProShares UltraPro persists even in a well-constructed pair. The benefit is in offsetting ProShares UltraPro's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of ProShares UltraPro SAMPP500.
More Resources for ProShares Etf Analysis
A comprehensive view of ProShares UltraPro starts with financial statements and ratio context. Financial ratios provide a structured lens for assessing ProShares UltraPro's profitability and growth trends. Below are reports that help frame ProShares UltraPro SAMPP500 Etf in context:World Market Map provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. This suggests a position in ProShares UltraPro SAMPP500 inside the allocation mix. 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. ProShares UltraPro currently shows P/E of 18.51. Investors get more value from ProShares UltraPro analysis when it is combined with the construction and diversification tools listed below. ProShares UltraPro analysis across multiple dimensions - risk, valuation, diversification - produces a more informed position-sizing decision. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Understanding ProShares UltraPro includes distinguishing between market value and book value, where book value reflects ProShares's accounting equity. A P/B ratio of 2.75 indicates the market values ProShares UltraPro above its accounting book value. Value and price for ProShares UltraPro are related but not identical, and they can diverge across cycles. Trading price represents the transaction level agreed by market participants.
Value and price for ProShares UltraPro are related but not identical, and they can diverge across cycles. For ProShares UltraPro, key inputs include a P/E ratio of 18.51, and a P/B ratio of 2.75. The quoted ProShares UltraPro price is the exchange level where supply meets demand.