ProShares Etf Probability of Future Etf Price Finishing Under 17.34

EFU
 Etf
  

USD 11.79  0.11  0.94%   

ProShares UltraShort's future price is the expected price of ProShares UltraShort instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of ProShares UltraShort MSCI performance during a given time horizon utilizing its historical volatility.
  
Continue to ProShares UltraShort Backtesting, Portfolio Optimization, ProShares UltraShort Correlation, ProShares UltraShort Hype Analysis, ProShares UltraShort Volatility, ProShares UltraShort History as well as ProShares UltraShort Performance. Please specify ProShares UltraShort time horizon, a valid symbol (red box) and a target price (blue box) you would like ProShares UltraShort odds to be computed.

ProShares UltraShort Target Price Odds to finish below 17.34

The tendency of ProShares Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to stay under $ 17.34  after 90 days
 11.79 90 days 17.34 
under 95
Based on a normal probability distribution, the odds of ProShares UltraShort to stay under $ 17.34  after 90 days from now is under 95 (This ProShares UltraShort MSCI probability density function shows the probability of ProShares Etf to fall within a particular range of prices over 90 days) . Probability of ProShares UltraShort MSCI price to stay between its current price of $ 11.79  and $ 17.34  at the end of the 90-day period is about 88.08 .
Considering the 90-day investment horizon ProShares UltraShort MSCI has a beta of -2.02 suggesting as returns on its benchmark rise, returns on holding ProShares UltraShort MSCI are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, ProShares UltraShort is expected to outperform its benchmark. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. ProShares UltraShort MSCI is significantly underperforming NYSE Composite.
   ProShares UltraShort Price Density   
       Price  

Predictive Modules for ProShares UltraShort

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ProShares UltraShort MSCI. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of ProShares UltraShort in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8.4011.7315.06
Details
Intrinsic
Valuation
LowReal ValueHigh
8.0111.3414.67
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ProShares UltraShort. Your research has to be compared to or analyzed against ProShares UltraShort's peers to derive any actionable benefits. When done correctly, ProShares UltraShort's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in ProShares UltraShort MSCI.

ProShares UltraShort Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. ProShares UltraShort is not an exception. The market had few large corrections towards the ProShares UltraShort's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold ProShares UltraShort MSCI, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of ProShares UltraShort within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
-0.17
β
Beta against NYSE Composite-2.02
σ
Overall volatility
1.78
Ir
Information ratio -0.11

ProShares UltraShort Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of ProShares UltraShort for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for ProShares UltraShort MSCI can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
ProShares UltraShort generated a negative expected return over the last 90 days
ProShares UltraShort has high historical volatility and very poor performance
ProShares UltraShort is unlikely to experience financial distress in the next 2 years
This fund generated-15.0 ten year return of -15.0%
ProShares UltraShort retains most of the assets under management (AUM) in different types of exotic instruments.

ProShares UltraShort Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of ProShares Etf often depends not only on the future outlook of the current and potential ProShares UltraShort's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. ProShares UltraShort's indicators that are reflective of the short sentiment are summarized in the table below.
Average Daily Volume Last 10 Day6.34k
Average Daily Volume In Three Month50.94k

ProShares UltraShort Technical Analysis

ProShares UltraShort's future price can be derived by breaking down and analyzing its technical indicators over time. ProShares Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of ProShares UltraShort MSCI. In general, you should focus on analyzing ProShares Etf price patterns and their correlations with different microeconomic environments and drivers.

ProShares UltraShort Predictive Forecast Models

ProShares UltraShort time-series forecasting models is one of many ProShares UltraShort's etf analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary ProShares UltraShort's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.

Things to note about ProShares UltraShort MSCI

Checking the ongoing alerts about ProShares UltraShort for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for ProShares UltraShort MSCI help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
ProShares UltraShort generated a negative expected return over the last 90 days
ProShares UltraShort has high historical volatility and very poor performance
ProShares UltraShort is unlikely to experience financial distress in the next 2 years
This fund generated-15.0 ten year return of -15.0%
ProShares UltraShort retains most of the assets under management (AUM) in different types of exotic instruments.
Continue to ProShares UltraShort Backtesting, Portfolio Optimization, ProShares UltraShort Correlation, ProShares UltraShort Hype Analysis, ProShares UltraShort Volatility, ProShares UltraShort History as well as ProShares UltraShort Performance. Note that the ProShares UltraShort MSCI information on this page should be used as a complementary analysis to other ProShares UltraShort's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for ProShares Etf analysis

When running ProShares UltraShort MSCI price analysis, check to measure ProShares UltraShort's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ProShares UltraShort is operating at the current time. Most of ProShares UltraShort's value examination focuses on studying past and present price action to predict the probability of ProShares UltraShort's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ProShares UltraShort's price. Additionally, you may evaluate how the addition of ProShares UltraShort to your portfolios can decrease your overall portfolio volatility.
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The market value of ProShares UltraShort MSCI 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 UltraShort's value that differs from its market value or its book value, called intrinsic value, which is ProShares UltraShort'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 UltraShort's market value can be influenced by many factors that don't directly affect ProShares UltraShort'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 UltraShort's value and its price as these two are different measures arrived at by different means. Investors typically determine ProShares UltraShort value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares UltraShort'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.