ProShares UltraPro Kurtosis

TQQQ ETF  USD 64.91  -0.39  -0.60%   
Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between). Below is ProShares UltraPro's current Kurtosis with peer comparisons and related risk metrics.

Current Kurtosis Value

ProShares UltraPro's Kurtosis of -0.17 reflects thin tails relative to a normal distribution. ProShares UltraPro's returns cluster closer to the mean with fewer extreme moves than a normal distribution.

Kurtosis

 = 

4PM

STD4

 = 
-0.17
4PM = Forth upper moment
STD =   Standard Deviation of ProShares UltraPro

Kurtosis Peers Comparison

The peer group averages 0.42 for Kurtosis, with ProShares UltraPro at -0.1689 falling below that level. Readings span -0.1652 (ProShares Ultra QQQ) to 1.06 (JPMorgan Nasdaq Equity).

Kurtosis Relative To Other Indicators

The chart below plots Kurtosis against Maximum Drawdown for ProShares UltraPro and its peers. Each point represents one equity — position along the horizontal axis shows Kurtosis while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare ProShares UltraPro to Peers

Methodology, Assumptions & Data Sources

ProShares UltraPro's Kurtosis currently stands at -0.17. The Kurtosis for ProShares UltraPro applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

Other Technical Indicators