Proshares Ultra Msci Etf Market Value
| UBR Etf | USD 36.64 0.58 1.56% |
| Symbol | ProShares |
ProShares Ultra MSCI's market price often diverges from its book value, the accounting figure shown on ProShares's balance sheet. Smart investors calculate ProShares Ultra's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since ProShares Ultra's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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. However, ProShares Ultra'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 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.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in ProShares Ultra on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Ultra MSCI or generate 0.0% return on investment in ProShares Ultra over 90 days. ProShares Ultra is related to or competes with ProShares UltraShort, ProShares UltraShort, Direxion Daily, ProShares Short, City Different, Golden Eagle, and Amplify Weight. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns ... 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 MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.55 | |||
| Information Ratio | 0.1285 | |||
| Maximum Drawdown | 17.95 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 5.34 |
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 | 0.1204 | |||
| Jensen Alpha | 0.4398 | |||
| Total Risk Alpha | 0.3089 | |||
| Sortino Ratio | 0.12 | |||
| Treynor Ratio | 0.7493 |
ProShares Ultra February 19, 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 | 0.1204 | |||
| Market Risk Adjusted Performance | 0.7593 | |||
| Mean Deviation | 2.45 | |||
| Semi Deviation | 3.29 | |||
| Downside Deviation | 3.55 | |||
| Coefficient Of Variation | 701.42 | |||
| Standard Deviation | 3.31 | |||
| Variance | 10.98 | |||
| Information Ratio | 0.1285 | |||
| Jensen Alpha | 0.4398 | |||
| Total Risk Alpha | 0.3089 | |||
| Sortino Ratio | 0.12 | |||
| Treynor Ratio | 0.7493 | |||
| Maximum Drawdown | 17.95 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 5.34 | |||
| Downside Variance | 12.6 | |||
| Semi Variance | 10.85 | |||
| Expected Short fall | (2.65) | |||
| Skewness | (0.78) | |||
| Kurtosis | 2.75 |
ProShares Ultra MSCI Backtested Returns
ProShares Ultra appears to be very steady, given 3 months investment horizon. ProShares Ultra MSCI maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the entity had a 0.2 % return per unit of risk over the last 3 months. By analyzing ProShares Ultra's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please evaluate ProShares Ultra's Risk Adjusted Performance of 0.1204, coefficient of variation of 701.42, and Semi Deviation of 3.29 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 0.62, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ProShares Ultra's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Ultra is expected to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
ProShares Ultra MSCI has poor reverse predictability. Overlapping area represents the amount of predictability between ProShares Ultra time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 MSCI price movement. The serial correlation of -0.39 indicates that just about 39.0% of current ProShares Ultra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 16.86 |
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
Moving against ProShares Etf
| 0.79 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
| 0.68 | MPAY | Exchange Traded Concepts | PairCorr |
| 0.36 | UYG | ProShares Ultra Fina | PairCorr |
| 0.34 | TECL | Direxion Daily Technology | 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 MSCI 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 MSCI 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 Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
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.