Proshares Trust Etf Market Value
| SLON Etf | 4.75 0.38 7.41% |
| Symbol | ProShares |
Investors evaluate ProShares Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares Trust's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause ProShares Trust's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between ProShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, ProShares Trust's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in ProShares Trust on November 15, 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 Pinnacle Focused, Fidelity Metaverse, YieldMax MSTR, Global X, Tema Cardiovascular, Teucrium Corn, and Exchange Listed. 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.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 53.7 | |||
| Value At Risk | (18.31) | |||
| Potential Upside | 16.75 |
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 | (0.13) | |||
| Jensen Alpha | (1.95) | |||
| Total Risk Alpha | (2.72) | |||
| Treynor Ratio | (0.98) |
ProShares Trust February 13, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.13) | |||
| Market Risk Adjusted Performance | (0.97) | |||
| Mean Deviation | 7.96 | |||
| Coefficient Of Variation | (573.75) | |||
| Standard Deviation | 10.38 | |||
| Variance | 107.72 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | (1.95) | |||
| Total Risk Alpha | (2.72) | |||
| Treynor Ratio | (0.98) | |||
| Maximum Drawdown | 53.7 | |||
| Value At Risk | (18.31) | |||
| Potential Upside | 16.75 | |||
| Skewness | (0.09) | |||
| Kurtosis | 0.4878 |
ProShares Trust Backtested Returns
ProShares Trust maintains Sharpe Ratio (i.e., Efficiency) of -0.15, which implies the entity had a -0.15 % return per unit of risk over the last 3 months. ProShares Trust exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check ProShares Trust's Variance of 107.72, risk adjusted performance of (0.13), and Coefficient Of Variation of (573.75) to confirm the risk estimate we provide. The etf holds a Beta of 1.86, 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 Trust will likely underperform.
Auto-correlation | 0.77 |
Good predictability
ProShares Trust has good predictability. Overlapping area represents the amount of predictability between ProShares Trust time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Trust price movement. The serial correlation of 0.77 indicates that around 77.0% of current ProShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 20.03 |
Pair Trading with ProShares Trust
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if ProShares Trust position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in ProShares Trust will appreciate offsetting losses from the drop in the long position's value.Moving against ProShares Etf
| 0.74 | VTV | Vanguard Value Index | PairCorr |
| 0.7 | VEA | Vanguard FTSE Developed Aggressive Push | PairCorr |
| 0.64 | CPST | Calamos ETF Trust | PairCorr |
| 0.63 | BND | Vanguard Total Bond | PairCorr |
| 0.6 | ITDD | iShares Trust | PairCorr |
The ability to find closely correlated positions to ProShares Trust could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ProShares Trust when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back ProShares Trust - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling ProShares Trust to buy it.
The correlation of ProShares Trust is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as ProShares Trust moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ProShares Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for ProShares Trust can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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.