Proshares Short Russell2000 Etf Performance
| RWM Etf | USD 17.44 0.01 0.06% |
The etf holds a Beta of -1.5, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ProShares Short are expected to decrease by larger amounts. On the other hand, during market turmoil, ProShares Short is expected to outperform it.
Risk-Adjusted Performance
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Over the last 90 days ProShares Short Russell2000 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Etf's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the ETF investors. ...more
1 | RWM 11th Anniversary | 09/16/2024 |
2 | Leuthold Group LLC Has 9.06 Million Position in ProShares Short Russell2000 | 10/28/2024 |
| In Threey Sharp Ratio | -0.04 |
ProShares |
ProShares Short Relative Risk vs. Return Landscape
If you would invest 1,957 in ProShares Short Russell2000 on August 31, 2024 and sell it today you would lose (213.00) from holding ProShares Short Russell2000 or give up 10.88% of portfolio value over 90 days. ProShares Short Russell2000 is generating negative expected returns assuming volatility of 1.263% on return distribution over 90 days investment horizon. In other words, 11% of etfs are less volatile than ProShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
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ProShares Short Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Short's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ProShares Short Russell2000, and traders can use it to determine the average amount a ProShares Short's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1384
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RWM |
Estimated Market Risk
| 1.26 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ProShares Short is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ProShares Short by adding ProShares Short to a well-diversified portfolio.
ProShares Short Fundamentals Growth
ProShares Etf prices reflect investors' perceptions of the future prospects and financial health of ProShares Short, and ProShares Short fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ProShares Etf performance.
| Total Asset | 632.02 M | |||
About ProShares Short Performance
By examining ProShares Short's fundamental ratios, stakeholders can obtain critical insights into ProShares Short's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that ProShares Short is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns consistent with the funds investment objective. Short Russell is traded on NYSEARCA Exchange in the United States.| ProShares Short Russ generated a negative expected return over the last 90 days | |
| This fund generated-11.0 ten year return of -11.0% | |
| ProShares Short maintains most of the assets in different exotic instruments. |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in ProShares Short Russell2000. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
The market value of ProShares Short Russ 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 Short's value that differs from its market value or its book value, called intrinsic value, which is ProShares Short'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 Short's market value can be influenced by many factors that don't directly affect ProShares Short'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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Short'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.