EFZ Market Value
| EFZDelisted Etf | USD 12.14 0.03 0.25% |
| Symbol | EFZ |
EFZ '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 EFZ'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 EFZ.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in EFZ on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding EFZ or generate 0.0% return on investment in EFZ over 90 days. EFZ is related to or competes with ProShares Short, ProShares UltraShort, ProShares Short, ProShares Ultra, ProShares Ultra, ProShares Ultra, and ProShares Ultra. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns ... More
EFZ 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 EFZ'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 EFZ upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.39 |
EFZ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EFZ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EFZ's standard deviation. In reality, there are many statistical measures that can use EFZ historical prices to predict the future EFZ's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 12.85 |
EFZ February 6, 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 | (0.07) | |||
| Market Risk Adjusted Performance | 12.86 | |||
| Mean Deviation | 0.6786 | |||
| Coefficient Of Variation | (1,090) | |||
| Standard Deviation | 0.8715 | |||
| Variance | 0.7595 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 12.85 | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.39 | |||
| Skewness | (0.04) | |||
| Kurtosis | 0.0288 |
EFZ Backtested Returns
EFZ secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the etf had a -0.12 % return per unit of volatility over the last 3 months. EFZ exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EFZ's Standard Deviation of 0.8715, market risk adjusted performance of 12.86, and Mean Deviation of 0.6786 to check the risk estimate we provide. The etf shows a Beta (market volatility) of -0.007, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EFZ are expected to decrease at a much lower rate. During the bear market, EFZ is likely to outperform the market.
Auto-correlation | 0.32 |
Below average predictability
EFZ has below average predictability. Overlapping area represents the amount of predictability between EFZ time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 EFZ price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current EFZ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out EFZ Correlation, EFZ Volatility and EFZ Performance module to complement your research on EFZ. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Other Consideration for investing in EFZ Etf
If you are still planning to invest in EFZ check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the EFZ's history and understand the potential risks before investing.
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