Proshares Ultrashort Bloomberg Etf Market Value
| KOLD Etf | USD 21.16 0.08 0.38% |
| Symbol | ProShares |
The market value of ProShares UltraShort 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 UltraShort's value that differs from its market value or its book value, called intrinsic value, which is ProShares UltraShort's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because ProShares UltraShort's market value can be influenced by many factors that don't directly affect ProShares UltraShort's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that ProShares UltraShort's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether ProShares UltraShort represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, ProShares UltraShort's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
ProShares UltraShort '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 UltraShort'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 UltraShort.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in ProShares UltraShort on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares UltraShort Bloomberg or generate 0.0% return on investment in ProShares UltraShort over 90 days. ProShares UltraShort is related to or competes with Direxion Daily, Direxion Daily, Direxion Daily, ETF Opportunities, VanEck ETF, BlackRock Intermediate, and First Trust. The fund seeks to meet its investment objective by investing in Natural Gas futures contracts More
ProShares UltraShort 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 UltraShort'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 UltraShort Bloomberg upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.68 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 56.47 | |||
| Value At Risk | (15.17) | |||
| Potential Upside | 13.96 |
ProShares UltraShort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares UltraShort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares UltraShort's standard deviation. In reality, there are many statistical measures that can use ProShares UltraShort historical prices to predict the future ProShares UltraShort's volatility.| Risk Adjusted Performance | 0.013 | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (1.11) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0134 |
ProShares UltraShort February 11, 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 | 0.013 | |||
| Market Risk Adjusted Performance | 0.0234 | |||
| Mean Deviation | 7.56 | |||
| Semi Deviation | 10.52 | |||
| Downside Deviation | 10.68 | |||
| Coefficient Of Variation | 21620.73 | |||
| Standard Deviation | 11.15 | |||
| Variance | 124.29 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (1.11) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0134 | |||
| Maximum Drawdown | 56.47 | |||
| Value At Risk | (15.17) | |||
| Potential Upside | 13.96 | |||
| Downside Variance | 114.1 | |||
| Semi Variance | 110.69 | |||
| Expected Short fall | (8.10) | |||
| Skewness | 0.5106 | |||
| Kurtosis | 6.27 |
ProShares UltraShort Backtested Returns
ProShares UltraShort appears to be slightly risky, given 3 months investment horizon. ProShares UltraShort maintains Sharpe Ratio (i.e., Efficiency) of 0.0266, which implies the entity had a 0.0266 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ProShares UltraShort, which you can use to evaluate the volatility of the etf. Please evaluate ProShares UltraShort's Risk Adjusted Performance of 0.013, semi deviation of 10.52, and Coefficient Of Variation of 21620.73 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 3.11, 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 UltraShort will likely underperform.
Auto-correlation | -0.55 |
Good reverse predictability
ProShares UltraShort Bloomberg has good reverse predictability. Overlapping area represents the amount of predictability between ProShares UltraShort time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 ProShares UltraShort price movement. The serial correlation of -0.55 indicates that about 55.0% of current ProShares UltraShort price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 126.59 |
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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.When determining whether ProShares UltraShort offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ProShares UltraShort's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Proshares Ultrashort Bloomberg Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Proshares Ultrashort Bloomberg Etf:Check out ProShares UltraShort Correlation, ProShares UltraShort Volatility and ProShares UltraShort Performance module to complement your research on ProShares UltraShort. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
ProShares UltraShort 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.