Proshares Trust Etf Technical Analysis
| SETH Etf | 40.60 1.79 4.22% |
As of the 28th of January, ProShares Trust holds the Risk Adjusted Performance of 0.055, coefficient of variation of 1578.34, and Semi Deviation of 4.22. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of ProShares Trust, as well as the relationship between them.
ProShares Trust 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 |
The market value of ProShares Trust is measured differently than its book value, which is the value of ProShares that is recorded on the company's balance sheet. Investors also form their own opinion of ProShares Trust's value that differs from its market value or its book value, called intrinsic value, which is ProShares Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares Trust's market value can be influenced by many factors that don't directly affect ProShares Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Trust'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 Trust '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 Trust'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 Trust.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in ProShares Trust on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares Trust or generate 0.0% return on investment in ProShares Trust over 90 days. ProShares Trust is related to or competes with Bitwise Funds, ProShares Short, ProShares Ultra, ETRACS 2x, ProShares Ultra, Direxion Daily, and ProShares Short. ProShares Trust is entity of United States More
ProShares Trust 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 Trust'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 Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.55 | |||
| Information Ratio | 0.0454 | |||
| Maximum Drawdown | 18.76 | |||
| Value At Risk | (7.46) | |||
| Potential Upside | 7.86 |
ProShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares Trust's standard deviation. In reality, there are many statistical measures that can use ProShares Trust historical prices to predict the future ProShares Trust's volatility.| Risk Adjusted Performance | 0.055 | |||
| Jensen Alpha | 0.4035 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0439 | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares Trust'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 Trust January 28, 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 | 0.055 | |||
| Market Risk Adjusted Performance | (0.13) | |||
| Mean Deviation | 3.45 | |||
| Semi Deviation | 4.22 | |||
| Downside Deviation | 4.55 | |||
| Coefficient Of Variation | 1578.34 | |||
| Standard Deviation | 4.41 | |||
| Variance | 19.41 | |||
| Information Ratio | 0.0454 | |||
| Jensen Alpha | 0.4035 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0439 | |||
| Treynor Ratio | (0.14) | |||
| Maximum Drawdown | 18.76 | |||
| Value At Risk | (7.46) | |||
| Potential Upside | 7.86 | |||
| Downside Variance | 20.71 | |||
| Semi Variance | 17.84 | |||
| Expected Short fall | (3.53) | |||
| Skewness | (0.01) | |||
| Kurtosis | (0.42) |
ProShares Trust Backtested Returns
ProShares Trust appears to be not too volatile, given 3 months investment horizon. ProShares Trust maintains Sharpe Ratio (i.e., Efficiency) of 0.0595, which implies the entity had a 0.0595 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ProShares Trust, which you can use to evaluate the volatility of the etf. Please evaluate ProShares Trust's Risk Adjusted Performance of 0.055, semi deviation of 4.22, and Coefficient Of Variation of 1578.34 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of -1.94, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ProShares Trust are expected to decrease by larger amounts. On the other hand, during market turmoil, ProShares Trust is expected to outperform it.
Auto-correlation | -0.63 |
Very good reverse predictability
ProShares Trust has very good reverse predictability. Overlapping area represents the amount of predictability between ProShares Trust time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Trust price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current ProShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 3.96 |
ProShares Trust 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 Trust Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for ProShares Trust across different markets.
About ProShares Trust 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 Trust 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 Trust based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on ProShares Trust price pattern first instead of the macroeconomic environment surrounding ProShares Trust. By analyzing ProShares Trust'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 Trust'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 Trust specific price patterns or momentum indicators. Please read more on our technical analysis page.
ProShares Trust January 28, 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 | 0.055 | |||
| Market Risk Adjusted Performance | (0.13) | |||
| Mean Deviation | 3.45 | |||
| Semi Deviation | 4.22 | |||
| Downside Deviation | 4.55 | |||
| Coefficient Of Variation | 1578.34 | |||
| Standard Deviation | 4.41 | |||
| Variance | 19.41 | |||
| Information Ratio | 0.0454 | |||
| Jensen Alpha | 0.4035 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0439 | |||
| Treynor Ratio | (0.14) | |||
| Maximum Drawdown | 18.76 | |||
| Value At Risk | (7.46) | |||
| Potential Upside | 7.86 | |||
| Downside Variance | 20.71 | |||
| Semi Variance | 17.84 | |||
| Expected Short fall | (3.53) | |||
| Skewness | (0.01) | |||
| Kurtosis | (0.42) |
ProShares Trust January 28, 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 | 1,239 | ||
| Daily Balance Of Power | (1.20) | ||
| Rate Of Daily Change | 0.96 | ||
| Day Median Price | 41.27 | ||
| Day Typical Price | 41.04 | ||
| Price Action Indicator | (1.56) |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in ProShares Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in producer price index. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
The market value of ProShares Trust is measured differently than its book value, which is the value of ProShares that is recorded on the company's balance sheet. Investors also form their own opinion of ProShares Trust's value that differs from its market value or its book value, called intrinsic value, which is ProShares Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares Trust's market value can be influenced by many factors that don't directly affect ProShares Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Trust'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.