Proshares Ultrashort Utilities Etf Technical Analysis
| SDP Etf | USD 12.19 0.00 0.00% |
As of the 31st of January, ProShares UltraShort holds the Coefficient Of Variation of 1208.18, risk adjusted performance of 0.0658, and Semi Deviation of 1.34. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of ProShares UltraShort, as well as the relationship between them.
ProShares UltraShort 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 |
Understanding ProShares UltraShort requires distinguishing between market price and book value, where the latter reflects ProShares's accounting equity. The concept of intrinsic value—what ProShares UltraShort's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Market sentiment, economic cycles, and investor behavior can push ProShares UltraShort's price substantially above or below its fundamental 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. In contrast, ProShares UltraShort's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in ProShares UltraShort on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares UltraShort Utilities or generate 0.0% return on investment in ProShares UltraShort over 90 days. ProShares UltraShort is related to or competes with ProShares UltraShort, ProShares UltraShort, ProShares Short, ProShares UltraPro, ProShares Short, ProShares Ultra, and Invesco SP. 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 Utilities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0466 | |||
| Maximum Drawdown | 7.65 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 3.09 |
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 | 0.0658 | |||
| Jensen Alpha | 0.1283 | |||
| Total Risk Alpha | 0.0105 | |||
| Sortino Ratio | 0.0532 | |||
| Treynor Ratio | 3.52 |
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 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 | 0.0658 | |||
| Market Risk Adjusted Performance | 3.53 | |||
| Mean Deviation | 1.32 | |||
| Semi Deviation | 1.34 | |||
| Downside Deviation | 1.48 | |||
| Coefficient Of Variation | 1208.18 | |||
| Standard Deviation | 1.69 | |||
| Variance | 2.87 | |||
| Information Ratio | 0.0466 | |||
| Jensen Alpha | 0.1283 | |||
| Total Risk Alpha | 0.0105 | |||
| Sortino Ratio | 0.0532 | |||
| Treynor Ratio | 3.52 | |||
| Maximum Drawdown | 7.65 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 3.09 | |||
| Downside Variance | 2.2 | |||
| Semi Variance | 1.8 | |||
| Expected Short fall | (1.49) | |||
| Skewness | 0.6299 | |||
| Kurtosis | 0.6593 |
ProShares UltraShort Backtested Returns
Currently, ProShares UltraShort Utilities is not too volatile. ProShares UltraShort maintains Sharpe Ratio (i.e., Efficiency) of 0.0672, which implies the entity had a 0.0672 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ProShares UltraShort, which you can use to evaluate the volatility of the etf. Please check ProShares UltraShort's Risk Adjusted Performance of 0.0658, semi deviation of 1.34, and Coefficient Of Variation of 1208.18 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The etf holds a Beta of 0.037, which implies not very significant fluctuations relative to the market. As returns on the market increase, ProShares UltraShort's returns are expected to increase less than the market. However, during the bear market, the loss of holding ProShares UltraShort is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
ProShares UltraShort Utilities has insignificant reverse predictability. Overlapping area represents the amount of predictability between ProShares UltraShort 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 UltraShort price movement. The serial correlation of -0.18 indicates that over 18.0% of current ProShares UltraShort price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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.
ProShares UltraShort 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 UltraShort volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About ProShares UltraShort 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 UltraShort Utilities 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 UltraShort Utilities based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on ProShares UltraShort price pattern first instead of the macroeconomic environment surrounding ProShares UltraShort. By analyzing ProShares UltraShort'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 UltraShort'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 UltraShort specific price patterns or momentum indicators. Please read more on our technical analysis page.
ProShares UltraShort 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 | 0.0658 | |||
| Market Risk Adjusted Performance | 3.53 | |||
| Mean Deviation | 1.32 | |||
| Semi Deviation | 1.34 | |||
| Downside Deviation | 1.48 | |||
| Coefficient Of Variation | 1208.18 | |||
| Standard Deviation | 1.69 | |||
| Variance | 2.87 | |||
| Information Ratio | 0.0466 | |||
| Jensen Alpha | 0.1283 | |||
| Total Risk Alpha | 0.0105 | |||
| Sortino Ratio | 0.0532 | |||
| Treynor Ratio | 3.52 | |||
| Maximum Drawdown | 7.65 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 3.09 | |||
| Downside Variance | 2.2 | |||
| Semi Variance | 1.8 | |||
| Expected Short fall | (1.49) | |||
| Skewness | 0.6299 | |||
| Kurtosis | 0.6593 |
ProShares UltraShort One Year Return
Based on the recorded statements, ProShares UltraShort Utilities has an One Year Return of -15.1%. This is 11.07% lower than that of the ProShares family and 252.41% lower than that of the Trading--Inverse Equity category. The one year return for all United States etfs is notably higher than that of the company.
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 UltraShort 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 | 177.08 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 12.28 | ||
| Day Typical Price | 12.25 | ||
| Price Action Indicator | (0.09) |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in ProShares UltraShort Utilities. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Understanding ProShares UltraShort requires distinguishing between market price and book value, where the latter reflects ProShares's accounting equity. The concept of intrinsic value—what ProShares UltraShort's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Market sentiment, economic cycles, and investor behavior can push ProShares UltraShort's price substantially above or below its fundamental 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. In contrast, ProShares UltraShort's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.