ProShares Nasdaq's market value is the price at which a share of ProShares Nasdaq trades on a public exchange. It measures the collective expectations of ProShares Nasdaq 100 Dynamic investors about its performance. ProShares Nasdaq is trading at 40.38 as of the 21st of July 2025, a 0.12 percent decrease since the beginning of the trading day. The etf's open price was 40.43. With this module, you can estimate the performance of a buy and hold strategy of ProShares Nasdaq 100 Dynamic and determine expected loss or profit from investing in ProShares Nasdaq over a given investment horizon. Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.
Symbol
ProShares
ProShares Nasdaq '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 Nasdaq'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 Nasdaq.
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04/22/2025
No Change 0.00
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In 2 months and 31 days
07/21/2025
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If you would invest 0.00 in ProShares Nasdaq on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Nasdaq 100 Dynamic or generate 0.0% return on investment in ProShares Nasdaq over 90 days.
ProShares Nasdaq 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 Nasdaq'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 Nasdaq 100 Dynamic upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Nasdaq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Nasdaq's standard deviation. In reality, there are many statistical measures that can use ProShares Nasdaq historical prices to predict the future ProShares Nasdaq's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ProShares Nasdaq. Your research has to be compared to or analyzed against ProShares Nasdaq's peers to derive any actionable benefits. When done correctly, ProShares Nasdaq's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in ProShares Nasdaq 100.
ProShares Nasdaq 100 Backtested Returns
At this point, ProShares Nasdaq is very steady. ProShares Nasdaq 100 maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ProShares Nasdaq 100, which you can use to evaluate the volatility of the etf. Please check ProShares Nasdaq's Risk Adjusted Performance of 0.0938, downside deviation of 0.151, and Standard Deviation of 0.2195 to confirm if the risk estimate we provide is consistent with the expected return of 0.028%. The etf holds a Beta of 0.0181, which implies not very significant fluctuations relative to the market. As returns on the market increase, ProShares Nasdaq's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Nasdaq is expected to be smaller as well.
Auto-correlation
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No correlation between past and present
ProShares Nasdaq 100 Dynamic has no correlation between past and present. Overlapping area represents the amount of predictability between ProShares Nasdaq time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. 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 Nasdaq 100 price movement. The serial correlation of 0.0 indicates that just 0.0% of current ProShares Nasdaq price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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ProShares Nasdaq 100 lagged returns against current returns
Autocorrelation, which is ProShares Nasdaq etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ProShares Nasdaq's etf expected returns. We can calculate the autocorrelation of ProShares Nasdaq returns to help us make a trade decision. For example, suppose you find that ProShares Nasdaq has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
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ProShares Nasdaq regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ProShares Nasdaq etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ProShares Nasdaq etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ProShares Nasdaq etf over time.
Current vs Lagged Prices
Timeline
ProShares Nasdaq Lagged Returns
When evaluating ProShares Nasdaq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ProShares Nasdaq etf have on its future price. ProShares Nasdaq autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ProShares Nasdaq autocorrelation shows the relationship between ProShares Nasdaq etf current value and its past values and can show if there is a momentum factor associated with investing in ProShares Nasdaq 100 Dynamic.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.