Proshares Ultra Sp500 Etf Market Value
| SSO Etf | USD 57.37 0.01 0.02% |
| Symbol | ProShares |
Investors evaluate ProShares Ultra SP500 using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares Ultra'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 Ultra's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between ProShares Ultra's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Ultra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, ProShares Ultra's market price signifies the transaction level at which participants voluntarily complete trades.
ProShares Ultra '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 Ultra'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 Ultra.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in ProShares Ultra on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Ultra SP500 or generate 0.0% return on investment in ProShares Ultra over 90 days. ProShares Ultra is related to or competes with First Trust, Harbor ETF, John Hancock, WHITEWOLF Publicly, and Starboard Investment. The fund invests in financial instruments that the advisors believe, in combination, should produce daily returns consis... More
ProShares Ultra 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 Ultra'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 Ultra SP500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 2.26 |
ProShares Ultra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Ultra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Ultra's standard deviation. In reality, there are many statistical measures that can use ProShares Ultra historical prices to predict the future ProShares Ultra's volatility.| Risk Adjusted Performance | 0.0259 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0192 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares Ultra'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 Ultra February 13, 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 | 0.0259 | |||
| Market Risk Adjusted Performance | 0.0292 | |||
| Mean Deviation | 1.13 | |||
| Semi Deviation | 1.57 | |||
| Downside Deviation | 1.63 | |||
| Coefficient Of Variation | 3829.71 | |||
| Standard Deviation | 1.52 | |||
| Variance | 2.31 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0192 | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 2.26 | |||
| Downside Variance | 2.67 | |||
| Semi Variance | 2.46 | |||
| Expected Short fall | (1.14) | |||
| Skewness | (0.34) | |||
| Kurtosis | 0.6715 |
ProShares Ultra SP500 Backtested Returns
As of now, ProShares Etf is very steady. ProShares Ultra SP500 maintains Sharpe Ratio (i.e., Efficiency) of 0.0482, which implies the entity had a 0.0482 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ProShares Ultra SP500, which you can use to evaluate the volatility of the etf. Please check ProShares Ultra's Semi Deviation of 1.57, risk adjusted performance of 0.0259, and Coefficient Of Variation of 3829.71 to confirm if the risk estimate we provide is consistent with the expected return of 0.0697%. The etf holds a Beta of 1.54, 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 Ultra will likely underperform.
Auto-correlation | 0.03 |
Virtually no predictability
ProShares Ultra SP500 has virtually no predictability. Overlapping area represents the amount of predictability between ProShares Ultra 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 Ultra SP500 price movement. The serial correlation of 0.03 indicates that only 3.0% of current ProShares Ultra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Pair Trading with ProShares Ultra
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 Ultra 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 Ultra will appreciate offsetting losses from the drop in the long position's value.Moving together with ProShares Etf
| 1.0 | SPXL | Direxion Daily SP500 | PairCorr |
| 0.79 | QLD | ProShares Ultra QQQ | PairCorr |
| 1.0 | UPRO | ProShares UltraPro SP500 | PairCorr |
Moving against ProShares Etf
| 0.66 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
The ability to find closely correlated positions to ProShares Ultra 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 Ultra 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 Ultra - 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 Ultra SP500 to buy it.
The correlation of ProShares Ultra 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 Ultra moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ProShares Ultra SP500 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 Ultra 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 Ultra Correlation, ProShares Ultra Volatility and ProShares Ultra Performance module to complement your research on ProShares Ultra. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
ProShares Ultra 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.