Proshares Large Cap Etf Market Value
| CSM Etf | USD 79.97 0.12 0.15% |
| Symbol | ProShares |
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.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in ProShares Large on November 1, 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 | 0.8869 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.14 |
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 | 0.0505 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0494 |
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 January 30, 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 | 0.0505 | |||
| Market Risk Adjusted Performance | 0.0594 | |||
| Mean Deviation | 0.5821 | |||
| Semi Deviation | 0.8053 | |||
| Downside Deviation | 0.8869 | |||
| Coefficient Of Variation | 1447.03 | |||
| Standard Deviation | 0.7529 | |||
| Variance | 0.5669 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0494 | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.14 | |||
| Downside Variance | 0.7865 | |||
| Semi Variance | 0.6484 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.61) | |||
| Kurtosis | 0.6763 |
ProShares Large Cap Backtested Returns
As of now, ProShares Etf is very steady. ProShares Large Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.0538, which implies the entity had a 0.0538 % return per unit of risk over the last 3 months. We have found twenty-seven 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 0.0505, semi deviation of 0.8053, and Coefficient Of Variation of 1447.03 to confirm if the risk estimate we provide is consistent with the expected return of 0.0412%. The etf holds a Beta of 0.85, which implies possible diversification benefits within a given portfolio. ProShares Large returns are very sensitive to returns on the market. As the market goes up or down, ProShares Large is expected to follow.
Auto-correlation | -0.1 |
Very weak reverse predictability
ProShares Large Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between ProShares Large time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Large Cap price movement. The serial correlation of -0.1 indicates that less than 10.0% of current ProShares Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
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ProShares Large 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.