Proshares Short Msci Etf Performance
| EFZ Etf | USD 16.40 0.04 0.24% |
The etf holds a Beta of -0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ProShares Short are expected to decrease at a much lower rate. During the bear market, ProShares Short is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in ProShares Short MSCI are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong technical and fundamental indicators, ProShares Short is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -0.22 |
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ProShares Short Relative Risk vs. Return Landscape
If you would invest 1,553 in ProShares Short MSCI on September 16, 2024 and sell it today you would earn a total of 87.00 from holding ProShares Short MSCI or generate 5.6% return on investment over 90 days. ProShares Short MSCI is generating 0.0871% of daily returns assuming volatility of 0.8066% on return distribution over 90 days investment horizon. In other words, 7% of etfs are less volatile than ProShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
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ProShares Short Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Short's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ProShares Short MSCI, and traders can use it to determine the average amount a ProShares Short's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.108
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Estimated Market Risk
| 0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average ProShares Short is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ProShares Short by adding it to a well-diversified portfolio.
ProShares Short Fundamentals Growth
ProShares Etf prices reflect investors' perceptions of the future prospects and financial health of ProShares Short, and ProShares Short fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ProShares Etf performance.
| Total Asset | 146.16 M | |||
About ProShares Short Performance
Evaluating ProShares Short's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if ProShares Short has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ProShares Short has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns consistent with the funds investment objective. Short MSCI is traded on NYSEARCA Exchange in the United States.| This fund generated-6.0 ten year return of -6.0% | |
| ProShares Short retains most of the assets under management (AUM) in different types of exotic instruments. |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in ProShares Short MSCI. 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
The market value of ProShares Short 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 Short's value that differs from its market value or its book value, called intrinsic value, which is ProShares Short'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 Short's market value can be influenced by many factors that don't directly affect ProShares Short'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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Short'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.