ProShares SAMPP 500 Etf Technical Analysis
| SPXT Etf | USD 103.79 0.28 0.27% |
As of the 17th of March 2026, ProShares SAMPP trades at 103.79 per share. Key technical indicators include Semi Deviation of 0.6439, risk adjusted performance of 0.0137, and Coefficient Of Variation of 4777.52. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
ProShares SAMPP Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ProShares, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ProSharesProShares | Build portfolio with ProShares Etf |
Market capitalization and book value offer complementary views of ProShares SAMPP 500 - the first driven by investor sentiment, the second by accounting standards. A P/B ratio of 2.44 indicates the market values ProShares SAMPP above its accounting book value. The intrinsic value concept focuses on underlying worth, which can diverge from market price and book value. Valuation work aligns these measures into a single context.
The concept of value for ProShares SAMPP differs from its quoted price, since each reflects a different lens. For ProShares SAMPP, key inputs include a P/E ratio of 19.29, and a P/B ratio of 2.44. The quoted ProShares SAMPP price is the exchange level where supply meets demand.
What if' Analysis
Backtesting a what-if scenario on ProShares SAMPP 500 helps investors see how the etf may have behaved if the position had been entered, held, or resized under different historical assumptions. The real value is perspective: it shows whether the thesis would have remained investable across different historical windows or depended too heavily on one favorable stretch.
| 12/17/2025 |
| 03/17/2026 |
An initial 0.00 allocation to ProShares SAMPP on December 17, 2025 held through today would earn 0.00 in aggregate gains. In total, that is a 0.0% return on investment in ProShares SAMPP in aggregate across 90 days. ProShares SAMPP has comparable peers such as Invesco SAMPP, First Trust, Invesco SAMPP, Innovator SAMPP, Innovator Equity, Iq Candriam, and Innovator SAMPP. The comparison helps frame competitive context. Under normal circumstances, the fund will invest at least 80 percent of its total assets in component securities More
Momentum Range Indicators for ProShares SAMPP Snapshot
This section highlights upside and downside signals that contextualize ProShares SAMPP price behavior. The indicators are presented as neutral context for price dynamics.
| Downside Deviation | 0.6883 | |||
| Information Ratio | 0.0712 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | -1.09 | |||
| Potential Upside | 0.9289 |
Volatility and Risk Indicators for ProShares SAMPP Summary
This section presents risk metrics that describe ProShares SAMPP's historical price variability. This view provides neutral context for risk and variability.| Risk Adjusted Performance | 0.0137 | |||
| Jensen Alpha | 0.0298 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0635 | |||
| Treynor Ratio | 0.0043 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares SAMPP's price to converge to an average value over time is called mean reversion.
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 | 0.0137 | |||
| Market Risk Adjusted Performance | 0.0143 | |||
| Mean Deviation | 0.4797 | |||
| Semi Deviation | 0.6439 | |||
| Downside Deviation | 0.6883 | |||
| Coefficient Of Variation | 4777.52 | |||
| Standard Deviation | 0.6138 | |||
| Variance | 0.3767 | |||
| Information Ratio | 0.0712 | |||
| Jensen Alpha | 0.0298 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0635 | |||
| Treynor Ratio | 0.0043 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | -1.09 | |||
| Potential Upside | 0.9289 | |||
| Downside Variance | 0.4737 | |||
| Semi Variance | 0.4146 | |||
| Expected Short fall | -0.48 | |||
| Skewness | -0.41 | |||
| Kurtosis | 0.0711 |
ProShares SAMPP 500 Backtested Returns
ProShares SAMPP appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It shows an Efficiency (Sharpe) Ratio of 0.028, quantifying return efficiency across 3 months. Signal processing identified thirty dispersion-based indicators. Please review metrics such as Semi Deviation of 0.6439, risk-adjusted performance of 0.0137, and Coefficient Of Variation of 4777.52 to confirm whether our risk estimates align with your expectations. The etf has a beta of 0.66, which means possible diversification benefits within a given portfolio. As returns on the market increase, ProShares SAMPP's returns are expected to increase less than the market. However, during a bear market, the loss from holding ProShares SAMPP is expected to be smaller as well.
Auto-correlation | -0.56 |
Good reverse predictability
ProShares SAMPP 500 exhibits good reverse predictability. Autocorrelation measures the degree of predictability between ProShares SAMPP time series from 17th of December 2025 to 31st of January 2026 and from 31st of January 2026 to 17th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in ProShares SAMPP that may carry forward. The measured coefficient of -0.56 means roughly 56.0% of ProShares SAMPP's recent price variance traces back to prior period behavior. Given that ProShares SAMPP 500 has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 2.06 |
Technical analysis for ProShares SAMPP examines price and volume behavior across market regimes. The model references moving averages, relative strength, and price correlation signals.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of ProShares SAMPP 500 volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of ProShares SAMPP evaluates traded price structure, volume, and spread stability relative to NAV behavior. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Unless otherwise specified, data for ProShares SAMPP 500 is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardProShares SAMPP Technical Indicators
Technical analysis of ProShares SAMPP 500 is useful because it helps investors judge whether the current trend still looks durable or is beginning to weaken. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0137 | |||
| Market Risk Adjusted Performance | 0.0143 | |||
| Mean Deviation | 0.4797 | |||
| Semi Deviation | 0.6439 | |||
| Downside Deviation | 0.6883 | |||
| Coefficient Of Variation | 4777.52 | |||
| Standard Deviation | 0.6138 | |||
| Variance | 0.3767 | |||
| Information Ratio | 0.0712 | |||
| Jensen Alpha | 0.0298 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0635 | |||
| Treynor Ratio | 0.0043 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | -1.09 | |||
| Potential Upside | 0.9289 | |||
| Downside Variance | 0.4737 | |||
| Semi Variance | 0.4146 | |||
| Expected Short fall | -0.48 | |||
| Skewness | -0.41 | |||
| Kurtosis | 0.0711 |
ProShares SAMPP 500 One Year Return
With One Year Return at 17.2%, ProShares SAMPP sits 201.3% above the ProShares family average and notably above the Large Blend category average. ProShares SAMPP's one year return is notably higher than the all United States etfs average.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 17, 2026 Daily Trend Indicators
Technical analysis of ProShares SAMPP 500 is useful because it helps investors judge whether the current trend still looks durable or is beginning to weaken. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 56.47 | ||
| Daily Balance Of Power | 0.45 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 104.10 | ||
| Day Typical Price | 104.00 | ||
| Price Action Indicator | -0.17 |
More Resources for ProShares Etf Analysis
Understanding ProShares SAMPP 500 typically begins with financial statements and long-term trend review. Financial ratios provide a structured lens for assessing ProShares SAMPP's profitability and growth trends. Below are reports that help frame ProShares SAMPP 500 Etf in context:World Market Map provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. This reflects a position in ProShares SAMPP 500 across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in services. ProShares SAMPP currently shows P/E of 19.29. Investors get more value from ProShares SAMPP analysis when it is combined with the construction and diversification tools listed below. For ProShares SAMPP, the analytical tools below add portfolio-level context that single-security review alone cannot provide. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Market capitalization and book value offer complementary views of ProShares SAMPP 500 - the first driven by investor sentiment, the second by accounting standards. A P/B ratio of 2.44 indicates the market values ProShares SAMPP above its accounting book value. The intrinsic value concept focuses on underlying worth, which can diverge from market price and book value. Valuation work aligns these measures into a single context.
The concept of value for ProShares SAMPP differs from its quoted price, since each reflects a different lens. For ProShares SAMPP, key inputs include a P/E ratio of 19.29, and a P/B ratio of 2.44. The quoted ProShares SAMPP price is the exchange level where supply meets demand.