Proshares Short Russell2000 Etf Performance

RWM Etf  USD 20.06  0.07  0.35%   
The etf holds a Beta of -1.92, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ProShares Short are expected to decrease by larger amounts. On the other hand, during market turmoil, ProShares Short is expected to outperform it.

Risk-Adjusted Performance

0 of 100

 
Low
 
High
Very Weak
Over the last 90 days ProShares Short Russell2000 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, ProShares Short is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
1
Resonant Capital Advisors LLC Takes 250,000 Position in ProShares Short Russell2000
01/16/2024
2
Hello Darkness, My Old Friend Is Earnings Season Over Already - Money Morning
02/05/2024
In Threey Sharp Ratio-0.07
  

ProShares Short Relative Risk vs. Return Landscape

If you would invest  2,095  in ProShares Short Russell2000 on December 30, 2023 and sell it today you would lose (89.00) from holding ProShares Short Russell2000 or give up 4.25% of portfolio value over 90 days. ProShares Short Russell2000 is generating negative expected returns assuming volatility of 1.2861% on return distribution over 90 days investment horizon. In other words, 11% 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   
       Risk  
Considering the 90-day investment horizon ProShares Short is expected to under-perform the market. In addition to that, the company is 2.24 times more volatile than its market benchmark. It trades about -0.05 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.24 per unit of volatility.

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 Russell2000, 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 = -0.049

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsRWM

Estimated Market Risk

 1.29
  actual daily
11
89% of assets are more volatile

Expected Return

 -0.06
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.05
  actual daily
0
Most of other assets perform better
Based on monthly moving average ProShares Short is not performing at its full potential. However, 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 ProShares Short 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 Asset632.02 M

About ProShares Short Performance

To evaluate ProShares Short Russ Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when ProShares Short generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare ProShares Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand ProShares Short Russ market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents ProShares's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
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 Russell is traded on NYSEARCA Exchange in the United States.
ProShares Short Russ generated a negative expected return over the last 90 days
This fund generated-11.0 ten year return of -11.0%
ProShares Short maintains most of the assets in different exotic instruments.
When determining whether ProShares Short Russ is a strong investment it is important to analyze ProShares Short's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact ProShares Short's future performance. For an informed investment choice regarding ProShares Etf, refer to the following important reports:
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in ProShares Short Russell2000. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in housing.
You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.

Complementary Tools for ProShares Etf analysis

When running ProShares Short's price analysis, check to measure ProShares Short'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 Short is operating at the current time. Most of ProShares Short's value examination focuses on studying past and present price action to predict the probability of ProShares Short's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ProShares Short's price. Additionally, you may evaluate how the addition of ProShares Short to your portfolios can decrease your overall portfolio volatility.
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
The market value of ProShares Short Russ 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.