Proshares Russell 2000 Etf Market Value
| SMDV Etf | USD 69.73 1.48 2.08% |
| Symbol | ProShares |
The market value of ProShares Russell 2000 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 Russell's value that differs from its market value or its book value, called intrinsic value, which is ProShares Russell's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares Russell's market value can be influenced by many factors that don't directly affect ProShares Russell's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Russell'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 Russell '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 Russell'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 Russell.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in ProShares Russell on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Russell 2000 or generate 0.0% return on investment in ProShares Russell over 90 days. ProShares Russell is related to or competes with Avantis All, WisdomTree SmallCap, IShares North, Opus Small, John Hancock, BNY Mellon, and Franklin FTSE. Under normal circumstances, the fund will invest at least 80 percent of its total assets in component securities of the ... More
ProShares Russell 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 Russell'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 Russell 2000 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7793 | |||
| Information Ratio | 0.0033 | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.23 |
ProShares Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Russell's standard deviation. In reality, there are many statistical measures that can use ProShares Russell historical prices to predict the future ProShares Russell's volatility.| Risk Adjusted Performance | 0.064 | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0041 | |||
| Treynor Ratio | 0.0851 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares Russell's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ProShares Russell January 26, 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 | 0.064 | |||
| Market Risk Adjusted Performance | 0.0951 | |||
| Mean Deviation | 0.678 | |||
| Semi Deviation | 0.6898 | |||
| Downside Deviation | 0.7793 | |||
| Coefficient Of Variation | 1189.09 | |||
| Standard Deviation | 0.9693 | |||
| Variance | 0.9396 | |||
| Information Ratio | 0.0033 | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0041 | |||
| Treynor Ratio | 0.0851 | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.23 | |||
| Downside Variance | 0.6074 | |||
| Semi Variance | 0.4758 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 0.6089 | |||
| Kurtosis | 1.3 |
ProShares Russell 2000 Backtested Returns
At this stage we consider ProShares Etf to be very steady. ProShares Russell 2000 maintains Sharpe Ratio (i.e., Efficiency) of 0.0936, which implies the entity had a 0.0936 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ProShares Russell 2000, which you can use to evaluate the volatility of the etf. Please check ProShares Russell's Risk Adjusted Performance of 0.064, semi deviation of 0.6898, and Coefficient Of Variation of 1189.09 to confirm if the risk estimate we provide is consistent with the expected return of 0.0938%. The etf holds a Beta of 0.84, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ProShares Russell's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Russell is expected to be smaller as well.
Auto-correlation | 0.62 |
Good predictability
ProShares Russell 2000 has good predictability. Overlapping area represents the amount of predictability between ProShares Russell time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 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 Russell 2000 price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current ProShares Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1.74 |
Thematic Opportunities
Explore Investment Opportunities
Check out ProShares Russell Correlation, ProShares Russell Volatility and ProShares Russell Alpha and Beta module to complement your research on ProShares Russell. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
ProShares Russell 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.