Proshares Trust Etf Market Value
| EETH Etf | 36.69 1.06 2.81% |
| Symbol | ProShares |
The market value of ProShares Trust 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 Trust's value that differs from its market value or its book value, called intrinsic value, which is ProShares Trust'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 Trust's market value can be influenced by many factors that don't directly affect ProShares Trust'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 Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Trust'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 Trust '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 Trust'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 Trust.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in ProShares Trust on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Trust or generate 0.0% return on investment in ProShares Trust over 90 days. ProShares Trust is related to or competes with FT Cboe, Brookstone Value, Brookstone Dividend, Simplify Equity, Spear Alpha, Franklin Income, and VictoryShares International. ProShares Trust is entity of United States More
ProShares Trust 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 Trust'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 Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 17.91 | |||
| Value At Risk | (7.88) | |||
| Potential Upside | 7.45 |
ProShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Trust's standard deviation. In reality, there are many statistical measures that can use ProShares Trust historical prices to predict the future ProShares Trust's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | (0.90) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares Trust'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 Trust January 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | (0.13) | |||
| Mean Deviation | 3.53 | |||
| Coefficient Of Variation | (1,391) | |||
| Standard Deviation | 4.47 | |||
| Variance | 19.95 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | (0.90) | |||
| Treynor Ratio | (0.14) | |||
| Maximum Drawdown | 17.91 | |||
| Value At Risk | (7.88) | |||
| Potential Upside | 7.45 | |||
| Skewness | 0.0287 | |||
| Kurtosis | (0.46) |
ProShares Trust Backtested Returns
ProShares Trust maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the entity had a -0.11 % return per unit of risk over the last 3 months. ProShares Trust exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check ProShares Trust's Risk Adjusted Performance of (0.04), variance of 19.95, and Coefficient Of Variation of (1,391) to confirm the risk estimate we provide. The etf holds a Beta of 2.31, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ProShares Trust will likely underperform.
Auto-correlation | -0.02 |
Very weak reverse predictability
ProShares Trust has very weak reverse predictability. Overlapping area represents the amount of predictability between ProShares Trust time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Trust price movement. The serial correlation of -0.02 indicates that only 2.0% of current ProShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 4.01 |
Currently Active Assets on Macroaxis
When determining whether ProShares Trust is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if ProShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Proshares Trust Etf. Highlighted below are key reports to facilitate an investment decision about Proshares Trust Etf:Check out ProShares Trust Correlation, ProShares Trust Volatility and ProShares Trust Alpha and Beta module to complement your research on ProShares Trust. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
ProShares Trust 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.