Proshares Sp Kensho Etf Market Value
| CTEX Etf | USD 41.63 0.88 2.16% |
| Symbol | ProShares |
Investors evaluate ProShares SP Kensho using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ProShares' intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause ProShares' market price to deviate significantly from intrinsic value.
It's important to distinguish between ProShares' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding ProShares should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, ProShares' market price signifies the transaction level at which participants voluntarily complete trades.
ProShares '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' 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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in ProShares on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding ProShares SP Kensho or generate 0.0% return on investment in ProShares over 90 days. ProShares is related to or competes with ProShares Smart, Horizon Nasdaq, USCF Sustainable, Pacer BlueStar, Themes Natural, ProShares, and Unlimited HFMF. The fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance ... More
ProShares 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' 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 SP Kensho upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.24 | |||
| Information Ratio | 0.0494 | |||
| Maximum Drawdown | 14.0 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 4.07 |
ProShares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProShares' standard deviation. In reality, there are many statistical measures that can use ProShares historical prices to predict the future ProShares' volatility.| Risk Adjusted Performance | 0.0589 | |||
| Jensen Alpha | 0.0969 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0436 | |||
| Treynor Ratio | 0.1032 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares' 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 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 | 0.0589 | |||
| Market Risk Adjusted Performance | 0.1132 | |||
| Mean Deviation | 2.17 | |||
| Semi Deviation | 2.95 | |||
| Downside Deviation | 3.24 | |||
| Coefficient Of Variation | 1410.61 | |||
| Standard Deviation | 2.86 | |||
| Variance | 8.16 | |||
| Information Ratio | 0.0494 | |||
| Jensen Alpha | 0.0969 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0436 | |||
| Treynor Ratio | 0.1032 | |||
| Maximum Drawdown | 14.0 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 4.07 | |||
| Downside Variance | 10.48 | |||
| Semi Variance | 8.72 | |||
| Expected Short fall | (2.09) | |||
| Skewness | (0.26) | |||
| Kurtosis | 0.4295 |
ProShares SP Kensho Backtested Returns
ProShares appears to be very steady, given 3 months investment horizon. ProShares SP Kensho maintains Sharpe Ratio (i.e., Efficiency) of 0.0709, which implies the entity had a 0.0709 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ProShares SP Kensho, which you can use to evaluate the volatility of the etf. Please evaluate ProShares' Coefficient Of Variation of 1410.61, risk adjusted performance of 0.0589, and Semi Deviation of 2.95 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 1.87, 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 will likely underperform.
Auto-correlation | 0.01 |
Virtually no predictability
ProShares SP Kensho has virtually no predictability. Overlapping area represents the amount of predictability between ProShares 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 SP Kensho price movement. The serial correlation of 0.01 indicates that just 1.0% of current ProShares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 3.74 |
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Check out ProShares Correlation, ProShares Volatility and ProShares Performance module to complement your research on ProShares. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
ProShares 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.