Proshares Ultrapro Sp500 Etf Market Value
| UPRO Etf | USD 113.49 5.51 4.63% |
| Symbol | ProShares |
Understanding ProShares UltraPro SP500 requires distinguishing between market price and book value, where the latter reflects ProShares's accounting equity. The concept of intrinsic value - what ProShares UltraPro's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push ProShares UltraPro's price substantially above or below its fundamental value.
Please note, there is a significant difference between ProShares UltraPro's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares UltraPro is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, ProShares UltraPro's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
ProShares UltraPro '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 UltraPro'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 UltraPro.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in ProShares UltraPro on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares UltraPro SP500 or generate 0.0% return on investment in ProShares UltraPro over 90 days. ProShares UltraPro is related to or competes with Oppenheimer Russell, Vanguard Russell, IShares MSCI, Global X, Schwab 1000, Invesco SP, and BNY Mellon. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns ... More
ProShares UltraPro 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 UltraPro'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 UltraPro SP500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.45 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.65 | |||
| Value At Risk | (4.60) | |||
| Potential Upside | 3.38 |
ProShares UltraPro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares UltraPro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares UltraPro's standard deviation. In reality, there are many statistical measures that can use ProShares UltraPro historical prices to predict the future ProShares UltraPro's volatility.| Risk Adjusted Performance | 0.024 | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.017 |
ProShares UltraPro 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 | 0.024 | |||
| Market Risk Adjusted Performance | 0.027 | |||
| Mean Deviation | 1.69 | |||
| Semi Deviation | 2.36 | |||
| Downside Deviation | 2.45 | |||
| Coefficient Of Variation | 4614.51 | |||
| Standard Deviation | 2.27 | |||
| Variance | 5.14 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.017 | |||
| Maximum Drawdown | 10.65 | |||
| Value At Risk | (4.60) | |||
| Potential Upside | 3.38 | |||
| Downside Variance | 6.0 | |||
| Semi Variance | 5.58 | |||
| Expected Short fall | (1.69) | |||
| Skewness | (0.35) | |||
| Kurtosis | 0.6563 |
ProShares UltraPro SP500 Backtested Returns
As of now, ProShares Etf is very steady. ProShares UltraPro SP500 maintains Sharpe Ratio (i.e., Efficiency) of 0.0445, which implies the entity had a 0.0445 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ProShares UltraPro SP500, which you can use to evaluate the volatility of the etf. Please check ProShares UltraPro's Semi Deviation of 2.36, coefficient of variation of 4614.51, and Risk Adjusted Performance of 0.024 to confirm if the risk estimate we provide is consistent with the expected return of 0.0969%. The etf holds a Beta of 2.3, 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 UltraPro will likely underperform.
Auto-correlation | -0.03 |
Very weak reverse predictability
ProShares UltraPro SP500 has very weak reverse predictability. Overlapping area represents the amount of predictability between ProShares UltraPro 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 UltraPro SP500 price movement. The serial correlation of -0.03 indicates that only 3.0% of current ProShares UltraPro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 5.85 |
Pair Trading with ProShares UltraPro
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 UltraPro 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 UltraPro will appreciate offsetting losses from the drop in the long position's value.Moving together with ProShares Etf
| 1.0 | SSO | ProShares Ultra SP500 | PairCorr |
| 1.0 | SPXL | Direxion Daily SP500 | PairCorr |
| 0.82 | QLD | ProShares Ultra QQQ | PairCorr |
Moving against ProShares Etf
| 0.62 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
The ability to find closely correlated positions to ProShares UltraPro 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 UltraPro 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 UltraPro - 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 UltraPro SP500 to buy it.
The correlation of ProShares UltraPro 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 UltraPro moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ProShares UltraPro 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 UltraPro 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 UltraPro Correlation, ProShares UltraPro Volatility and ProShares UltraPro Performance module to complement your research on ProShares UltraPro. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
ProShares UltraPro 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.