Short Nasdaq 100 Profund Fund Market Value
| SOPSX Fund | USD 28.71 0.29 1.00% |
| Symbol | Short |
Short Nasdaq-100 '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 Short Nasdaq-100's mutual fund 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 Short Nasdaq-100.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Short Nasdaq-100 on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Short Nasdaq 100 Profund or generate 0.0% return on investment in Short Nasdaq-100 over 30 days. Short Nasdaq-100 is related to or competes with Baron Real, Fidelity Real, Invesco Real, T Rowe, and Vy(r) Clarion. The fund invests in financial instruments that the fund Advisors believes, in combination, should produce daily returns ... More
Short Nasdaq-100 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 Short Nasdaq-100's mutual fund 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 Short Nasdaq 100 Profund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.07 |
Short Nasdaq-100 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Short Nasdaq-100's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Short Nasdaq-100's standard deviation. In reality, there are many statistical measures that can use Short Nasdaq-100 historical prices to predict the future Short Nasdaq-100's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.0813 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Short Nasdaq-100'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.
Short Nasdaq 100 Backtested Returns
Short Nasdaq 100 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0779, which indicates the fund had a -0.0779 % return per unit of risk over the last 3 months. Short Nasdaq 100 Profund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Short Nasdaq-100's Variance of 1.29, coefficient of variation of (1,603), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of -0.99, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Short Nasdaq-100 are expected to decrease slowly. On the other hand, during market turmoil, Short Nasdaq-100 is expected to outperform it slightly.
Auto-correlation | 0.49 |
Average predictability
Short Nasdaq 100 Profund has average predictability. Overlapping area represents the amount of predictability between Short Nasdaq-100 time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Short Nasdaq 100 price movement. The serial correlation of 0.49 indicates that about 49.0% of current Short Nasdaq-100 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Short Nasdaq 100 lagged returns against current returns
Autocorrelation, which is Short Nasdaq-100 mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Short Nasdaq-100's mutual fund expected returns. We can calculate the autocorrelation of Short Nasdaq-100 returns to help us make a trade decision. For example, suppose you find that Short Nasdaq-100 has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Short Nasdaq-100 regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Short Nasdaq-100 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Short Nasdaq-100 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Short Nasdaq-100 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Short Nasdaq-100 Lagged Returns
When evaluating Short Nasdaq-100's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Short Nasdaq-100 mutual fund have on its future price. Short Nasdaq-100 autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Short Nasdaq-100 autocorrelation shows the relationship between Short Nasdaq-100 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Short Nasdaq 100 Profund.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Short Mutual Fund
Short Nasdaq-100 financial ratios help investors to determine whether Short Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Short with respect to the benefits of owning Short Nasdaq-100 security.
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