Proshares Trust Etf Market Value
| RB Etf | 45.01 0.21 0.47% |
| Symbol | ProShares |
ProShares Trust's market price often diverges from its book value, the accounting figure shown on ProShares's balance sheet. Smart investors calculate ProShares Trust's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since ProShares Trust's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between ProShares Trust's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding ProShares Trust should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. 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.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in ProShares Trust on December 3, 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 Dimensional ETF, Vanguard Small, RBB Fund, First Trust, Vanguard, Vanguard, and Vanguard. 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.
| Downside Deviation | 0.2018 | |||
| Information Ratio | 0.0426 | |||
| Maximum Drawdown | 1.43 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.7809 |
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 | 0.1948 | |||
| Jensen Alpha | 0.0633 | |||
| Total Risk Alpha | 0.0531 | |||
| Sortino Ratio | 0.0753 | |||
| Treynor Ratio | 0.2668 |
ProShares Trust March 3, 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 | 0.1948 | |||
| Market Risk Adjusted Performance | 0.2768 | |||
| Mean Deviation | 0.288 | |||
| Downside Deviation | 0.2018 | |||
| Coefficient Of Variation | 370.72 | |||
| Standard Deviation | 0.3566 | |||
| Variance | 0.1272 | |||
| Information Ratio | 0.0426 | |||
| Jensen Alpha | 0.0633 | |||
| Total Risk Alpha | 0.0531 | |||
| Sortino Ratio | 0.0753 | |||
| Treynor Ratio | 0.2668 | |||
| Maximum Drawdown | 1.43 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.7809 | |||
| Downside Variance | 0.0407 | |||
| Semi Variance | (0.07) | |||
| Expected Short fall | (0.43) | |||
| Skewness | 0.905 | |||
| Kurtosis | 0.0656 |
ProShares Trust Backtested Returns
At this point, ProShares Trust is very steady. ProShares Trust maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ProShares Trust, which you can use to evaluate the volatility of the etf. Please check ProShares Trust's Risk Adjusted Performance of 0.1948, standard deviation of 0.3566, and Downside Deviation of 0.2018 to confirm if the risk estimate we provide is consistent with the expected return of 0.074%. The etf holds a Beta of 0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ProShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Trust is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
ProShares Trust has very weak reverse predictability. Overlapping area represents the amount of predictability between ProShares Trust time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 -0.04 indicates that only as little as 4.0% of current ProShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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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.Check out ProShares Trust Correlation, ProShares Trust Volatility and ProShares Trust Performance module to complement your research on ProShares Trust. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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.