Proshares Ultra Oil Etf Market Value
| DIG Etf | USD 43.32 0.47 1.10% |
| Symbol | ProShares |
The market value of ProShares Ultra Oil 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 Ultra's value that differs from its market value or its book value, called intrinsic value, which is ProShares Ultra'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 Ultra's market value can be influenced by many factors that don't directly affect ProShares Ultra'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 Ultra's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Ultra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Ultra'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.
ProShares Ultra '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 Ultra'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 Ultra.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in ProShares Ultra on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Ultra Oil or generate 0.0% return on investment in ProShares Ultra over 90 days. ProShares Ultra is related to or competes with ProShares Ultra, Innovator ETFs, MarketDesk Focused, KraneShares MSCI, VanEck Energy, Invesco SP, and RBB Fund. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns ... More
ProShares Ultra 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 Ultra'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 Ultra Oil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | 0.1269 | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.42 |
ProShares Ultra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Ultra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Ultra's standard deviation. In reality, there are many statistical measures that can use ProShares Ultra historical prices to predict the future ProShares Ultra's volatility.| Risk Adjusted Performance | 0.1229 | |||
| Jensen Alpha | 0.3518 | |||
| Total Risk Alpha | 0.152 | |||
| Sortino Ratio | 0.1329 | |||
| Treynor Ratio | 0.7859 |
ProShares Ultra January 25, 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 | 0.1229 | |||
| Market Risk Adjusted Performance | 0.7959 | |||
| Mean Deviation | 2.0 | |||
| Semi Deviation | 2.25 | |||
| Downside Deviation | 2.38 | |||
| Coefficient Of Variation | 632.03 | |||
| Standard Deviation | 2.5 | |||
| Variance | 6.24 | |||
| Information Ratio | 0.1269 | |||
| Jensen Alpha | 0.3518 | |||
| Total Risk Alpha | 0.152 | |||
| Sortino Ratio | 0.1329 | |||
| Treynor Ratio | 0.7859 | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.42 | |||
| Downside Variance | 5.68 | |||
| Semi Variance | 5.08 | |||
| Expected Short fall | (2.23) | |||
| Skewness | (0.08) | |||
| Kurtosis | 0.0462 |
ProShares Ultra Oil Backtested Returns
ProShares Ultra appears to be very steady, given 3 months investment horizon. ProShares Ultra Oil maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ProShares Ultra Oil, which you can use to evaluate the volatility of the etf. Please evaluate ProShares Ultra's Coefficient Of Variation of 632.03, semi deviation of 2.25, and Risk Adjusted Performance of 0.1229 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ProShares Ultra's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Ultra is expected to be smaller as well.
Auto-correlation | 0.55 |
Modest predictability
ProShares Ultra Oil has modest predictability. Overlapping area represents the amount of predictability between ProShares Ultra time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 Ultra Oil price movement. The serial correlation of 0.55 indicates that about 55.0% of current ProShares Ultra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 7.51 |
Currently Active Assets on Macroaxis
When determining whether ProShares Ultra Oil is a strong investment it is important to analyze ProShares Ultra's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact ProShares Ultra's future performance. For an informed investment choice regarding ProShares Etf, refer to the following important reports:Check out ProShares Ultra Correlation, ProShares Ultra Volatility and ProShares Ultra Alpha and Beta module to complement your research on ProShares Ultra. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
ProShares Ultra 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.