ProShares Short MSCI Etf Performance

EFZ Etf  USD 12.53  -0.20  -1.57%   
The etf shows a Beta (market volatility) of 0.0935, which alludes to relatively modest fluctuations relative to the market. Returns on ProShares Short tend to trail the broader market in strong rallies but hold up better when sentiment turns negative.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Over the last 90 days, ProShares Short MSCI generated negative risk-adjusted returns and added little value for investors with long positions. Market capitalization should still be reviewed beside liquidity, leverage, and earnings quality. Despite somewhat strong technical and fundamental indicators, ProShares Short is not utilizing all of its potential. The recent price disturbance may contribute to short-term losses for investors. Learn More

Relative Risk vs. Return Landscape

If you had invested $ 1,281 in ProShares Short MSCI on December 18, 2025 and sold it today you would have lost $ 28.00 from holding ProShares Short MSCI or given up 2.19% of portfolio value over 90 days. ProShares Short MSCI is generating negative expected returns assuming volatility of 1.0825% on return distribution over 90 days investment horizon. In other words, 9% 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  
This comparison focuses on expected return, realized volatility, and risk efficiency versus the market. It is most useful when expected return is read together with volatility rather than in isolation. Considering the 90-day investment horizon ProShares Short is expected to under-perform the market. In addition to that, the ETF is 1.35 times more volatile than its market benchmark. It trades about -0.03 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of volatility.

Target Price Odds to finish over Current Price

Investors have long observed that ProShares Etf price tends to fluctuate around a central value over time. This mean reversion pattern is a cornerstone of many forecasting models. However, periods of persistent mispricing in some ETFs suggest that additional risk factors may account for the delayed correction.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
12.53 90 days 12.53
about 25.25
A normal distribution analysis suggests that the odds of ProShares Short moving above the current price in 90 days from now are about 25.25 (The distribution above shows where ProShares Etf price is most likely to fall within the next 90 days based on historical volatility).
Considering the 90-day investment horizon ProShares Short has a beta of 0.0935 suggesting as returns on the market go up, ProShares Short's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding ProShares Short MSCI is expected to be smaller as well. Additionally, ProShares Short MSCI has a negative alpha, implying that the risk taken by holding this instrument is not justified. The ETF is significantly underperforming the Dow Jones Industrial.
   ProShares Short Price Density   
       Price  

Predictive Modules for ProShares Short

Forecasting ProShares Short MSCI involves applying various models to estimate future price behavior. While no method can consistently predict the ETF market with certainty, the discipline of building and testing forecasts sharpens investment thinking. Combining several approaches and cross-checking results offers a more balanced view of potential outcomes.
Mean reversion in ProShares Short's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
Hype
Prediction
LowEstimatedHigh
11.4512.5313.61
Details
Intrinsic
Valuation
LowRealHigh
10.3811.4612.54
Details
Naive
Forecast
LowNextHigh
11.6812.7613.83
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.2712.0312.79
Details
A rigorous investment case for ProShares Short requires more than studying its own financials. Benchmarking ProShares Short's performance, valuation, and risk profile against competitors is essential to validate any investment thesis.

Primary Risk Indicators

The etf market has gone through extended periods of turbulence over the past two decades. ProShares Short has not been immune to these swings. Sudden corrections and sharp rallies have tested many portfolios. Investors can protect against downside risk in ProShares Short MSCI by monitoring ProShares Short's fundamental risk indicators and maintaining appropriate hedges.
α
Alpha over Dow Jones
-0.0516
β
Beta against Dow Jones0.09
σ
Overall volatility
0.39
Ir
Information ratio -0.0135

Investor Alerts and Insights

Setting up alerts on ProShares Short ensures that material changes in technical or fundamental conditions are not missed. These notifications for ProShares Short MSCI help investors make timely decisions in response to significant ETF events.
ProShares Short MSCI generated a negative expected return over the last 90 days
This fund generated-8.0 ten year return of -8.0%
ProShares Short retains most of the assets under management (AUM) in different types of exotic instruments.

ProShares Short Fundamentals Growth

ProShares Short's fundamentals serve as the primary lens through which investors evaluate ProShares Etf. Metrics such as earnings growth, revenue consistency, margin trends, and balance sheet strength collectively determine market sentiment toward ProShares Etf.
Total Asset146.16 M

Performance Metrics & Calculation Methodology

ProShares Short performance is typically evaluated relative to its benchmark and tracking difference over time. Drawdown profile frames downside sensitivity and recovery characteristics.

This section for ProShares Short MSCI is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Rifka Kats - Member of Macroaxis Editorial Board
Last reviewed on March 15th, 2026