ProShares UltraShort ETF Forward View - 8 Period Moving Average

BIS ETF  USD 8.51  -0.02  -0.23%   
8 Period Moving Average is applied to ProShares UltraShort Nasdaq's daily closing prices, and the resulting forecast is presented with accuracy metrics. Wide deviation between fitted and observed values suggests the model's assumptions may not match current market conditions. These values update automatically with each new closing price. AIC measures relative model quality — lower AIC values indicate a better-fitting model. The 8 Period Moving Average model projects ProShares UltraShort at 8.55 for the next trading day, above the most recent closing price. This 8 Period Moving Average output is provided as analytical reference and does not constitute a trading recommendation.
The eight-period moving average forecast for ProShares UltraShort replaces each daily closing price with the mean of that value and the eight preceding observations. This wider window produces a smoother series that filters out short-term volatility.

8 Period Moving Average Price Forecast For the 13th of May 2026

Over a 90-day horizon, the 8 Period Moving Average model forecasts ProShares UltraShort at 8.55 for the next trading day, with a mean absolute deviation of 0.31 , mean absolute percentage error of 0.04 , and sum of absolute errors of 17.01 .
This represents a tight forecast with good short-term tracking of ProShares UltraShort's price movement. This output is intended for short-term analytical reference.

ETF Forecast Pattern

Backtest ProShares UltraShort  ProShares UltraShort Price Prediction  Research Analysis  

Forecasted Value

The next-day forecast range for ProShares UltraShort defines statistically derived downside and upside boundaries based on model performance. The forecast band spans 5.71 to 11.40. The wide range indicates elevated uncertainty in short-term projections.
Market Value
8.51
8.55
Expected Value
11.40

Model Predictive Factors

The table below summarizes the 8 Period Moving Average model's error metrics for ProShares UltraShort ETF. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.
AICAkaike Information Criteria103.291
BiasArithmetic mean of the errors -2.0E-4
MADMean absolute deviation0.3149
MAPEMean absolute percentage error0.0357
SAESum of the absolute errors17.0062
The eight-period window effectively dampens daily peaks and troughs in ProShares UltraShort Nasdaq price data, making the underlying trend more visible. However, the model can only be used reliably for one or two periods ahead. A flat forecast line in a trending market indicates the smoothing window is too wide for the current price dynamics.

Other Forecasting Options for ProShares UltraShort

The distribution of ProShares UltraShort's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This reveals hidden support and resistance zones in ProShares UltraShort's chart that simple price charts miss. The slope of ProShares UltraShort's linear regression channel quantifies trend direction and strength over a chosen lookback period. Divergences between OBV and price foreshadow trend changes in ProShares.

ProShares UltraShort Comparable Funds

These peer funds are related to ProShares UltraShort and help frame its category context. Useful comparisons usually include net asset value behavior, total return, volatility, distribution profile, and leverage. A fund that looks different from peers may simply be following a distinct exposure or payout strategy. This category lens gives the comparison list a clearer purpose for ProShares UltraShort.
 Risk & Return  Correlation

ProShares UltraShort Market Strength Events

Market strength indicators for ProShares UltraShort ETF provide a framework for assessing security responsiveness. A rising Accumulation/Distribution line alongside rising price confirms institutional buying interest in ProShares UltraShort. Median and Typical Price smooth out intraday extremes, providing a cleaner reference level for evaluating ProShares UltraShort sessions. Persistent divergence between momentum indicators and price often precedes trend reversals in ProShares UltraShort.

ProShares UltraShort Risk Indicators

Assessing ProShares UltraShort's risk indicators is a structured way to evaluate the risk-return trade-off for proshares etf. The level of risk embedded in ProShares UltraShort's feeds directly into exposure calibration. Comparing ProShares UltraShort's downside variance to total variance reveals whether the risk profile is skewed toward losses. These risk measures complement the price analysis above by framing how dispersed recent returns have been.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.