Proshares Ultrashort Russell2000 Etf Market Value
| TWM Etf | USD 27.57 2.13 7.17% |
| Symbol | ProShares |
Investors evaluate ProShares UltraShort using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares UltraShort'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 UltraShort's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between ProShares UltraShort's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares UltraShort is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, ProShares UltraShort's market price signifies the transaction level at which participants voluntarily complete trades.
ProShares UltraShort '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 UltraShort'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 UltraShort.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in ProShares UltraShort on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares UltraShort Russell2000 or generate 0.0% return on investment in ProShares UltraShort over 90 days. ProShares UltraShort is related to or competes with ProShares Ultra, ProShares Ultra, ProShares Ultra, ProShares UltraPro, ProShares Ultra, Leverage Shares, and Tactical Advantage. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns ... More
ProShares UltraShort 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 UltraShort'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 UltraShort Russell2000 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 3.66 |
ProShares UltraShort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares UltraShort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares UltraShort's standard deviation. In reality, there are many statistical measures that can use ProShares UltraShort historical prices to predict the future ProShares UltraShort's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 0.094 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares UltraShort'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 UltraShort February 8, 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 | (0.06) | |||
| Market Risk Adjusted Performance | 0.104 | |||
| Mean Deviation | 1.91 | |||
| Coefficient Of Variation | (1,126) | |||
| Standard Deviation | 2.44 | |||
| Variance | 5.98 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 0.094 | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 3.66 | |||
| Skewness | (0.11) | |||
| Kurtosis | 0.226 |
ProShares UltraShort Backtested Returns
ProShares UltraShort maintains Sharpe Ratio (i.e., Efficiency) of -0.1, which implies the entity had a -0.1 % return per unit of risk over the last 3 months. ProShares UltraShort exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check ProShares UltraShort's Risk Adjusted Performance of (0.06), variance of 5.98, and Coefficient Of Variation of (1,126) to confirm the risk estimate we provide. The etf holds a Beta of -2.42, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ProShares UltraShort are expected to decrease by larger amounts. On the other hand, during market turmoil, ProShares UltraShort is expected to outperform it.
Auto-correlation | 0.59 |
Modest predictability
ProShares UltraShort Russell2000 has modest predictability. Overlapping area represents the amount of predictability between ProShares UltraShort time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 UltraShort price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current ProShares UltraShort price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.91 |
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Try AI Portfolio ProphetCheck out ProShares UltraShort Correlation, ProShares UltraShort Volatility and ProShares UltraShort Performance module to complement your research on ProShares UltraShort. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
ProShares UltraShort 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.