Proshares Merger Etf Technical Analysis
| MRGR Etf | USD 45.07 0.18 0.40% |
As of the 31st of January, ProShares Merger holds the Risk Adjusted Performance of 0.1275, standard deviation of 0.2646, and Downside Deviation of 0.2202. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of ProShares Merger, as well as the relationship between them. Please check ProShares Merger ETF variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if ProShares Merger ETF is priced some-what accurately, providing market reflects its current price of 45.07 per share.
ProShares Merger 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 Merger ETF using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares Merger's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause ProShares Merger's market price to deviate significantly from intrinsic value.
Understanding that ProShares Merger's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether ProShares Merger represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, ProShares Merger's market price signifies the transaction level at which participants voluntarily complete trades.
ProShares Merger '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 Merger'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 Merger.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in ProShares Merger on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Merger ETF or generate 0.0% return on investment in ProShares Merger over 90 days. ProShares Merger is related to or competes with Innovator ETFs, 2023 ETF, CoreValues Alpha, Direxion Daily, Spinnaker ETF, Collaborative Investment, and TrueShares Structured. The fund is designed to track the performance of the index and provide exposure to a global merger arbitrage strategy More
ProShares Merger 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 Merger'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 Merger ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2202 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.519 |
ProShares Merger Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Merger's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Merger's standard deviation. In reality, there are many statistical measures that can use ProShares Merger historical prices to predict the future ProShares Merger's volatility.| Risk Adjusted Performance | 0.1275 | |||
| Jensen Alpha | 0.0396 | |||
| Total Risk Alpha | 0.0241 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.6842 |
ProShares Merger January 31, 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 | 0.1275 | |||
| Market Risk Adjusted Performance | 0.6942 | |||
| Mean Deviation | 0.2054 | |||
| Downside Deviation | 0.2202 | |||
| Coefficient Of Variation | 500.81 | |||
| Standard Deviation | 0.2646 | |||
| Variance | 0.07 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0396 | |||
| Total Risk Alpha | 0.0241 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.6842 | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.519 | |||
| Downside Variance | 0.0485 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.25) | |||
| Skewness | 0.3045 | |||
| Kurtosis | 0.2259 |
ProShares Merger ETF Backtested Returns
Currently, ProShares Merger ETF is very steady. ProShares Merger ETF maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ProShares Merger ETF, which you can use to evaluate the volatility of the etf. Please check ProShares Merger's Standard Deviation of 0.2646, downside deviation of 0.2202, and Risk Adjusted Performance of 0.1275 to confirm if the risk estimate we provide is consistent with the expected return of 0.0502%. The etf holds a Beta of 0.0626, which implies not very significant fluctuations relative to the market. As returns on the market increase, ProShares Merger's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares Merger is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
ProShares Merger ETF has good predictability. Overlapping area represents the amount of predictability between ProShares Merger time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Merger ETF price movement. The serial correlation of 0.79 indicates that around 79.0% of current ProShares Merger price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
ProShares Merger 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 Merger ETF 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 Merger ETF volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About ProShares Merger 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 Merger ETF 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 Merger ETF based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on ProShares Merger ETF price pattern first instead of the macroeconomic environment surrounding ProShares Merger ETF. By analyzing ProShares Merger'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 Merger'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 Merger specific price patterns or momentum indicators. Please read more on our technical analysis page.
ProShares Merger January 31, 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 | 0.1275 | |||
| Market Risk Adjusted Performance | 0.6942 | |||
| Mean Deviation | 0.2054 | |||
| Downside Deviation | 0.2202 | |||
| Coefficient Of Variation | 500.81 | |||
| Standard Deviation | 0.2646 | |||
| Variance | 0.07 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0396 | |||
| Total Risk Alpha | 0.0241 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.6842 | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.519 | |||
| Downside Variance | 0.0485 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.25) | |||
| Skewness | 0.3045 | |||
| Kurtosis | 0.2259 |
ProShares Merger ETF One Year Return
Based on the recorded statements, ProShares Merger ETF has an One Year Return of 11.7%. This is 168.9% lower than that of the ProShares family and significantly higher than that of the Event Driven 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 Merger January 31, 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 | 0.99 | ||
| Daily Balance Of Power | 1.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 44.98 | ||
| Day Typical Price | 45.01 | ||
| Price Action Indicator | 0.18 | ||
| Market Facilitation Index | 0.0007 |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in ProShares Merger ETF. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Investors evaluate ProShares Merger ETF using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares Merger's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause ProShares Merger's market price to deviate significantly from intrinsic value.
Understanding that ProShares Merger's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether ProShares Merger represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, ProShares Merger's market price signifies the transaction level at which participants voluntarily complete trades.