Proshares Ultra Msci Etf Technical Analysis
| EFO Etf | USD 70.35 1.59 2.21% |
As of the 29th of January, ProShares Ultra holds the Coefficient Of Variation of 634.46, risk adjusted performance of 0.1208, and Semi Deviation of 1.29. ProShares Ultra MSCI technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the etf's future prices.
ProShares Ultra Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ProShares, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ProSharesProShares | Build AI portfolio with ProShares Etf |
Investors evaluate ProShares Ultra MSCI 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.
It's important to distinguish between ProShares Ultra's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding ProShares Ultra should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. 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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in ProShares Ultra on October 31, 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 UltraPro, First Trust, ProShares Ultra, ProShares Ultra, ProShares Ultra, Franklin FTSE, and ProShares UltraShort. 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 | 1.53 | |||
| Information Ratio | 0.1061 | |||
| Maximum Drawdown | 5.84 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.27 |
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 | 0.1208 | |||
| Jensen Alpha | 0.124 | |||
| Total Risk Alpha | 0.0909 | |||
| Sortino Ratio | 0.1006 | |||
| Treynor Ratio | 0.1494 |
ProShares Ultra January 29, 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 | 0.1208 | |||
| Market Risk Adjusted Performance | 0.1594 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 1.29 | |||
| Downside Deviation | 1.53 | |||
| Coefficient Of Variation | 634.46 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.11 | |||
| Information Ratio | 0.1061 | |||
| Jensen Alpha | 0.124 | |||
| Total Risk Alpha | 0.0909 | |||
| Sortino Ratio | 0.1006 | |||
| Treynor Ratio | 0.1494 | |||
| Maximum Drawdown | 5.84 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.27 | |||
| Downside Variance | 2.35 | |||
| Semi Variance | 1.66 | |||
| Expected Short fall | (1.21) | |||
| Skewness | (0.26) | |||
| Kurtosis | (0.40) |
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 0.18, which implies the entity had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ProShares Ultra MSCI, which you can use to evaluate the volatility of the etf. Please evaluate ProShares Ultra's Risk Adjusted Performance of 0.1208, coefficient of variation of 634.46, and Semi Deviation of 1.29 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 1.47, 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 | 0.28 |
Poor predictability
ProShares Ultra MSCI has poor predictability. Overlapping area represents the amount of predictability between ProShares Ultra time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 ProShares Ultra MSCI price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current ProShares Ultra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 6.37 |
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.
ProShares Ultra MSCI Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of ProShares Ultra MSCI volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About ProShares Ultra Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of ProShares Ultra MSCI on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of ProShares Ultra MSCI based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on ProShares Ultra MSCI price pattern first instead of the macroeconomic environment surrounding ProShares Ultra MSCI. By analyzing ProShares Ultra's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of ProShares Ultra's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to ProShares Ultra specific price patterns or momentum indicators. Please read more on our technical analysis page.
ProShares Ultra January 29, 2026 Technical Indicators
Most technical analysis of ProShares help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for ProShares from various momentum indicators to cycle indicators. When you analyze ProShares charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1208 | |||
| Market Risk Adjusted Performance | 0.1594 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 1.29 | |||
| Downside Deviation | 1.53 | |||
| Coefficient Of Variation | 634.46 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.11 | |||
| Information Ratio | 0.1061 | |||
| Jensen Alpha | 0.124 | |||
| Total Risk Alpha | 0.0909 | |||
| Sortino Ratio | 0.1006 | |||
| Treynor Ratio | 0.1494 | |||
| Maximum Drawdown | 5.84 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.27 | |||
| Downside Variance | 2.35 | |||
| Semi Variance | 1.66 | |||
| Expected Short fall | (1.21) | |||
| Skewness | (0.26) | |||
| Kurtosis | (0.40) |
ProShares Ultra MSCI One Year Return
Based on the recorded statements, ProShares Ultra MSCI has an One Year Return of 57%. This is 437.46% lower than that of the ProShares family and notably higher than that of the Trading--Leveraged Equity category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.ProShares Ultra January 29, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as ProShares stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 215.75 | ||
| Daily Balance Of Power | (1.43) | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 70.13 | ||
| Day Typical Price | 70.21 | ||
| Price Action Indicator | (0.58) |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in ProShares Ultra MSCI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Investors evaluate ProShares Ultra MSCI 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.
It's important to distinguish between ProShares Ultra's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding ProShares Ultra should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, ProShares Ultra's market price signifies the transaction level at which participants voluntarily complete trades.