Proshares Sp Midcap Etf Market Value
| REGL Etf | USD 92.43 0.52 0.56% |
| Symbol | ProShares |
Investors evaluate ProShares SP MidCap using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares' intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause ProShares' market price to deviate significantly from intrinsic value.
It's important to distinguish between ProShares' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding ProShares should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, ProShares' market price signifies the transaction level at which participants voluntarily complete trades.
ProShares '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' 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.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in ProShares on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares SP MidCap or generate 0.0% return on investment in ProShares over 90 days. ProShares is related to or competes with IShares Global, WisdomTree SmallCap, WisdomTree Europe, WisdomTree Trust, Distillate Fundamental, First Trust, and Franklin International. Under normal circumstances, the fund will invest at least 80 percent of its total assets in component securities of the ... More
ProShares 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' 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 SP MidCap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5697 | |||
| Information Ratio | 0.1213 | |||
| Maximum Drawdown | 3.19 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.68 |
ProShares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares' standard deviation. In reality, there are many statistical measures that can use ProShares historical prices to predict the future ProShares' volatility.| Risk Adjusted Performance | 0.1965 | |||
| Jensen Alpha | 0.1284 | |||
| Total Risk Alpha | 0.0972 | |||
| Sortino Ratio | 0.1692 | |||
| Treynor Ratio | 0.2896 |
ProShares February 10, 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 | 0.1965 | |||
| Market Risk Adjusted Performance | 0.2996 | |||
| Mean Deviation | 0.6204 | |||
| Semi Deviation | 0.3122 | |||
| Downside Deviation | 0.5697 | |||
| Coefficient Of Variation | 407.9 | |||
| Standard Deviation | 0.7942 | |||
| Variance | 0.6307 | |||
| Information Ratio | 0.1213 | |||
| Jensen Alpha | 0.1284 | |||
| Total Risk Alpha | 0.0972 | |||
| Sortino Ratio | 0.1692 | |||
| Treynor Ratio | 0.2896 | |||
| Maximum Drawdown | 3.19 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.68 | |||
| Downside Variance | 0.3246 | |||
| Semi Variance | 0.0975 | |||
| Expected Short fall | (0.83) | |||
| Skewness | 0.4906 | |||
| Kurtosis | 0.2112 |
ProShares SP MidCap Backtested Returns
As of now, ProShares Etf is very steady. ProShares SP MidCap 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-eight technical indicators for ProShares SP MidCap, which you can use to evaluate the volatility of the etf. Please check ProShares' Semi Deviation of 0.3122, risk adjusted performance of 0.1965, and Coefficient Of Variation of 407.9 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. The etf holds a Beta of 0.64, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ProShares' returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
ProShares SP MidCap has good predictability. Overlapping area represents the amount of predictability between ProShares time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 SP MidCap price movement. The serial correlation of 0.79 indicates that around 79.0% of current ProShares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 4.8 |
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ProShares 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.