Proshares Trust Etf Fundamentals
| SETH Etf | 40.59 0.29 0.71% |
As of the 22nd of January, ProShares Trust holds the Semi Deviation of 4.19, risk adjusted performance of 0.0666, and Coefficient Of Variation of 1268.03. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of ProShares Trust, as well as the relationship between them.
ProShares Trust's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing ProShares Trust's valuation are provided below:ProShares Trust does not presently have any trending fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. ProShares | Build AI portfolio with ProShares Etf |
The market value of ProShares Trust is measured differently than its book value, which is the value of ProShares that is recorded on the company's balance sheet. Investors also form their own opinion of ProShares Trust's value that differs from its market value or its book value, called intrinsic value, which is ProShares Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares Trust's market value can be influenced by many factors that don't directly affect ProShares Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
ProShares Trust 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ProShares Trust's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ProShares Trust.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in ProShares Trust on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Trust or generate 0.0% return on investment in ProShares Trust over 90 days. ProShares Trust is related to or competes with Bitwise Funds, ProShares Short, ProShares Ultra, ETRACS 2x, ProShares Ultra, Direxion Daily, and ProShares Short. More
ProShares Trust Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ProShares Trust's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ProShares Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.72 | |||
| Information Ratio | 0.0558 | |||
| Maximum Drawdown | 18.76 | |||
| Value At Risk | (7.46) | |||
| Potential Upside | 7.86 |
ProShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Trust's standard deviation. In reality, there are many statistical measures that can use ProShares Trust historical prices to predict the future ProShares Trust's volatility.| Risk Adjusted Performance | 0.0666 | |||
| Jensen Alpha | 0.5412 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0535 | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ProShares Trust January 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0666 | |||
| Market Risk Adjusted Performance | (0.16) | |||
| Mean Deviation | 3.54 | |||
| Semi Deviation | 4.19 | |||
| Downside Deviation | 4.72 | |||
| Coefficient Of Variation | 1268.03 | |||
| Standard Deviation | 4.52 | |||
| Variance | 20.41 | |||
| Information Ratio | 0.0558 | |||
| Jensen Alpha | 0.5412 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0535 | |||
| Treynor Ratio | (0.17) | |||
| Maximum Drawdown | 18.76 | |||
| Value At Risk | (7.46) | |||
| Potential Upside | 7.86 | |||
| Downside Variance | 22.24 | |||
| Semi Variance | 17.58 | |||
| Expected Short fall | (3.61) | |||
| Skewness | (0.04) | |||
| Kurtosis | (0.49) |
ProShares Trust Backtested Returns
ProShares Trust appears to be not too volatile, given 3 months investment horizon. ProShares Trust maintains Sharpe Ratio (i.e., Efficiency) of 0.0789, which implies the entity had a 0.0789 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ProShares Trust, which you can use to evaluate the volatility of the etf. Please evaluate ProShares Trust's Risk Adjusted Performance of 0.0666, coefficient of variation of 1268.03, and Semi Deviation of 4.19 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of -2.07, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ProShares Trust are expected to decrease by larger amounts. On the other hand, during market turmoil, ProShares Trust is expected to outperform it.
Auto-correlation | -0.19 |
Insignificant reverse predictability
ProShares Trust has insignificant reverse predictability. Overlapping area represents the amount of predictability between ProShares Trust time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ProShares Trust price movement. The serial correlation of -0.19 indicates that over 19.0% of current ProShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 4.25 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, ProShares Trust has an One Year Return of -32.1%. This is much lower than that of the family and significantly lower than that of the Digital Assets category. The one year return for all United States etfs is notably higher than that of the company.
ProShares One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses ProShares Trust's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of ProShares Trust could also be used in its relative valuation, which is a method of valuing ProShares Trust by comparing valuation metrics of similar companies.ProShares Trust is currently under evaluation in one year return as compared to similar ETFs.
About ProShares Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze ProShares Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of ProShares Trust using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of ProShares Trust based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Currently Active Assets on Macroaxis
When determining whether ProShares Trust is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if ProShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Proshares Trust Etf. Highlighted below are key reports to facilitate an investment decision about Proshares Trust Etf:Check out ProShares Trust Piotroski F Score and ProShares Trust Altman Z Score analysis. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
The market value of ProShares Trust is measured differently than its book value, which is the value of ProShares that is recorded on the company's balance sheet. Investors also form their own opinion of ProShares Trust's value that differs from its market value or its book value, called intrinsic value, which is ProShares Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares Trust's market value can be influenced by many factors that don't directly affect ProShares Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.