Proshares Large Cap Etf Key Fundamental Indicators
| CSM Etf | USD 78.44 0.07 0.09% |
As of the 15th of February 2026, ProShares Large holds the Semi Deviation of 0.8387, risk adjusted performance of 0.0039, and Coefficient Of Variation of 18813.82. ProShares Large Cap technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the etf's future prices. Please check ProShares Large Cap coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to decide if ProShares Large Cap is priced some-what accurately, providing market reflects its current price of 78.44 per share.
ProShares Large'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 Large's valuation are provided below:ProShares Large Cap 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 |
Investors evaluate ProShares Large Cap using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares Large's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause ProShares Large's market price to deviate significantly from intrinsic value.
It's important to distinguish between ProShares Large's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding ProShares Large should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, ProShares Large's market price signifies the transaction level at which participants voluntarily complete trades.
ProShares Large '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 Large'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 Large.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in ProShares Large on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Large Cap or generate 0.0% return on investment in ProShares Large over 90 days. ProShares Large is related to or competes with ProShares Ultra, Invesco Actively, FlexShares Quality, IShares ESG, T Rowe, SPDR SP, and Invesco SP. The fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance ... More
ProShares Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8556 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.1 |
ProShares Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Large's standard deviation. In reality, there are many statistical measures that can use ProShares Large historical prices to predict the future ProShares Large's volatility.| Risk Adjusted Performance | 0.0039 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares Large'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 Large February 15, 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 | 0.0039 | |||
| Market Risk Adjusted Performance | 0.0027 | |||
| Mean Deviation | 0.5867 | |||
| Semi Deviation | 0.8387 | |||
| Downside Deviation | 0.8556 | |||
| Coefficient Of Variation | 18813.82 | |||
| Standard Deviation | 0.774 | |||
| Variance | 0.5991 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.7321 | |||
| Semi Variance | 0.7034 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.29) | |||
| Kurtosis | 1.08 |
ProShares Large Cap Backtested Returns
As of now, ProShares Etf is very steady. ProShares Large Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.0589, which implies the entity had a 0.0589 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ProShares Large Cap, which you can use to evaluate the volatility of the etf. Please check ProShares Large's Risk Adjusted Performance of 0.0039, semi deviation of 0.8387, and Coefficient Of Variation of 18813.82 to confirm if the risk estimate we provide is consistent with the expected return of 0.044%. The etf holds a Beta of 0.81, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ProShares Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Large is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
ProShares Large Cap has modest reverse predictability. Overlapping area represents the amount of predictability between ProShares Large time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Large Cap price movement. The serial correlation of -0.44 indicates that just about 44.0% of current ProShares Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, ProShares Large Cap has a Beta of 1.01. This is much higher than that of the ProShares family and significantly higher than that of the Large Blend category. The beta for all United States etfs is notably lower than that of the firm.
ProShares Large Cap Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining ProShares Large's current stock value. Our valuation model uses many indicators to compare ProShares Large value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across ProShares Large competition to find correlations between indicators driving ProShares Large's intrinsic value. More Info.ProShares Large Cap is the top ETF in price to earning as compared to similar ETFs. It also is the top ETF in price to book as compared to similar ETFs fabricating about 0.14 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for ProShares Large Cap is roughly 7.37 . Comparative valuation analysis is a catch-all technique that is used if you cannot value ProShares Large by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.ProShares Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses ProShares Large's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of ProShares Large could also be used in its relative valuation, which is a method of valuing ProShares Large by comparing valuation metrics of similar companies.ProShares Large is currently under evaluation in beta as compared to similar ETFs.
ProShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining ProShares Large's current stock value. Our valuation model uses many indicators to compare ProShares Large value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across ProShares Large competition to find correlations between indicators driving ProShares Large's intrinsic value. More Info.ProShares Large Cap is the top ETF in price to earning as compared to similar ETFs. It also is the top ETF in price to book as compared to similar ETFs fabricating about 0.14 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for ProShares Large Cap is roughly 7.37 . Comparative valuation analysis is a catch-all technique that is used if you cannot value ProShares Large by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for ProShares Large
The fund invests 99.97% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides ProShares Large's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
ProShares Large returns are very sensitive to returns on the market. As the market goes up or down, ProShares Large is expected to follow.
ProShares Fundamentals
| Price To Earning | 17.90 X | |||
| Price To Book | 2.43 X | |||
| Price To Sales | 1.38 X | |||
| Beta | 1.01 | |||
| Total Asset | 390.57 M | |||
| One Year Return | 15.00 % | |||
| Three Year Return | 18.20 % | |||
| Five Year Return | 13.00 % | |||
| Ten Year Return | 14.70 % | |||
| Net Asset | 390.57 M | |||
| Last Dividend Paid | 0.28 | |||
| Equity Positions Weight | 99.97 % |
About ProShares Large Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze ProShares Large Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of ProShares Large using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of ProShares Large Cap 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.The fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance of the index. Large Cap is traded on BATS Exchange in the United States.
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Investors evaluate ProShares Large Cap using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares Large's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause ProShares Large's market price to deviate significantly from intrinsic value.
It's important to distinguish between ProShares Large's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding ProShares Large should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, ProShares Large's market price signifies the transaction level at which participants voluntarily complete trades.