Proshares Trust Etf Market Value
| SETH Etf | 45.51 1.96 4.50% |
| Symbol | ProShares |
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. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. 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. Meanwhile, ProShares Trust's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in ProShares Trust on November 2, 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. ProShares Trust is entity of United States 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 | 4.7 | |||
| Information Ratio | 0.0852 | |||
| 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 | 0.0802 | |||
| Jensen Alpha | 0.5297 | |||
| Total Risk Alpha | 0.1161 | |||
| Sortino Ratio | 0.0809 | |||
| Treynor Ratio | (0.23) |
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 31, 2026 Technical Indicators
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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0802 | |||
| Market Risk Adjusted Performance | (0.22) | |||
| Mean Deviation | 3.49 | |||
| Semi Deviation | 4.12 | |||
| Downside Deviation | 4.7 | |||
| Coefficient Of Variation | 1011.11 | |||
| Standard Deviation | 4.46 | |||
| Variance | 19.93 | |||
| Information Ratio | 0.0852 | |||
| Jensen Alpha | 0.5297 | |||
| Total Risk Alpha | 0.1161 | |||
| Sortino Ratio | 0.0809 | |||
| Treynor Ratio | (0.23) | |||
| Maximum Drawdown | 18.76 | |||
| Value At Risk | (7.46) | |||
| Potential Upside | 7.86 | |||
| Downside Variance | 22.07 | |||
| Semi Variance | 16.95 | |||
| Expected Short fall | (3.53) | |||
| Skewness | (0.06) | |||
| Kurtosis | (0.48) |
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 0.0952, which implies the entity had a 0.0952 % return per unit of risk over the last 3 months. We have found twenty-nine 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 0.0802, coefficient of variation of 1011.11, and Semi Deviation of 4.12 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of -1.91, 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 | -0.5 |
Modest reverse predictability
ProShares Trust has modest reverse predictability. Overlapping area represents the amount of predictability between ProShares Trust time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 -0.5 indicates that about 50.0% of current ProShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 4.55 |
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 Correlation, ProShares Trust Volatility and ProShares Trust Performance module to complement your research on ProShares Trust. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
ProShares Trust technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.