ProShares SAMPP 500 ETF Market Value
| NOBL ETF | USD 107.96 -0.88 -0.81% |
| Symbol | ProShares |
ProShares SAMPP's market price and NAV each provide useful but distinct information about the fund. These perspectives help frame the broad analytical context for the fund.
For ProShares SAMPP, NAV and trading price are complementary but distinct concepts shaped by different forces. In practice, ProShares SAMPP price is set by the continuous auction process on its listing exchange.
What-If Analysis
Running a what-if backtest on ProShares SAMPP 500 provides a practical way to test how changes in horizon, position size, or market timing might have affected the result. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 01/25/2026 |
| 04/25/2026 |
Investing 0.00 in ProShares SAMPP starting January 25, 2026 and holding to today would realize 0.00 in aggregate gains. This translates to a 0.0% cumulative return in ProShares SAMPP on balance across 90 trading days. ProShares SAMPP is grouped with peers such as IShares Core, Dimensional Small, First Trust, Vanguard Pacific, VANGUARD TAX-MANAGED, Invesco SAMPP, and Vanguard FTSE based on business similarity. The fund will invest at least 80 percent of its total assets in component securities of the index More
Upside and Downside Indicators for ProShares SAMPP Dashboard
These indicators describe how ProShares SAMPP momentum evolves across recent price ranges. They provide a structured view of short-term momentum and range behavior.
| Downside Deviation | 0.7555 | |||
| Information Ratio | 0.0109 | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | -1.14 | |||
| Potential Upside | 1.34 |
Market Risk Indicators for ProShares SAMPP Signals
Return variability and drawdown behavior for ProShares SAMPP are summarized through these risk indicators. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0191 | |||
| Jensen Alpha | 0.0074 | |||
| Total Risk Alpha | 0.0082 | |||
| Sortino Ratio | 0.0111 | |||
| Treynor Ratio | -0.25 |
Mean reversion analysis in ProShares SAMPP's involves identifying price extremes that diverge materially from the historical norm. High prices relative to historical norms contrast with unusually low prices, where recovery expectations may emerge. Mean reversion in ProShares SAMPP is distinct from trend following, which rides momentum rather than betting on reversals.
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 | 0.0191 | |||
| Market Risk Adjusted Performance | -0.24 | |||
| Mean Deviation | 0.6032 | |||
| Semi Deviation | 0.7192 | |||
| Downside Deviation | 0.7555 | |||
| Coefficient Of Variation | 4400.96 | |||
| Standard Deviation | 0.7678 | |||
| Variance | 0.5896 | |||
| Information Ratio | 0.0109 | |||
| Jensen Alpha | 0.0074 | |||
| Total Risk Alpha | 0.0082 | |||
| Sortino Ratio | 0.0111 | |||
| Treynor Ratio | -0.25 | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | -1.14 | |||
| Potential Upside | 1.34 | |||
| Downside Variance | 0.5708 | |||
| Semi Variance | 0.5172 | |||
| Expected Short fall | -0.62 | |||
| Skewness | 0.301 | |||
| Kurtosis | 0.2223 |
ProShares SAMPP 500 Backtested Returns
ProShares SAMPP reflects a very low volatility profile within the chosen horizon. It shows an Efficiency (Sharpe) Ratio of -0.0161, quantifying negative return efficiency across 3 months. Signal processing identified twenty-eight dispersion-based indicators. Please evaluate metrics such as Semi Deviation of 0.7192, risk-adjusted performance of 0.0191, and Coefficient Of Variation of 4400.96 to verify consistency between risk and return assumptions. The ETF retains a beta of -0.0298, which signifies very low measured sensitivity to broad market movements. ProShares SAMPP shows a mild inverse relationship with the market, drifting lower in rallies and holding up during downturns.
Auto-correlation | -0.39 |
Poor reverse predictability
The autocorrelation profile for ProShares SAMPP 500 registers poor reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling ProShares SAMPP 500's near-term price behavior. A serial correlation of -0.39 indicates that just about 39.0% of current ProShares SAMPP price fluctuations can be explained by its historical price movements. Given that ProShares SAMPP 500 has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.94 |
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