ProShares UltraPro Short Etf Volatility
| SQQQ Etf | USD 75.74 1.41 1.90% |
ProShares UltraPro Short is still showing a moderate volatility profile across the selected horizon. On a risk-adjusted basis, ProShares UltraPro Short records a Sharpe Ratio (Efficiency) of 0.0579, suggesting stable risk compensation over the last 3 months. We reviewed 29 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.0579
| High Returns | Best Equity | |||
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| Small Returns | SQQQ | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Latest disclosures for ProShares UltraPro Short show a Market Risk Adjusted Performance of -0.1%, a Risk of 2.93, and a Risk Adjusted Performance of 0.1%. Moving average positioning places ProShares UltraPro near 4% of its observed range. Portfolio construction factors determine risk-adjusted behavior.
Key indicators related to ProShares UltraPro's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility estimation for ProShares UltraPro uses multiple methodologies, including close-to-close standard deviation, Parkinson's high-low estimator, and GARCH models that account for ProShares UltraPro's volatility clustering properties.
ProShares | Build AI portfolio with ProShares Etf |
Volatility Strategy
Observed variability in ProShares UltraPro Short can adjust allocation weight over time. Current statistical measures show total volatility near 2.93% with a beta coefficient of -2.4, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0579, evaluates return per unit of total risk. An alpha value of 0.15 reflects performance relative to systematic market exposure. Expected return estimates near 0.17% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Underlying asset liquidity impacts pricing efficiency.
Main indicators related to ProShares UltraPro's market risk premium analysis include:
Beta -2.40 | Alpha 0.15 | Risk 2.93 | Sharpe Ratio 0.0579 | Expected Return 0.17 |
Moving together with ProShares Etf
| 0.85 | SH | ProShares Short SAMPP500 | PairCorr |
| 0.99 | PSQ | ProShares Short QQQ | PairCorr |
| 0.8 | SPXU | ProShares UltraPro Short | PairCorr |
| 0.82 | SDS | ProShares UltraShort | PairCorr |
| 0.8 | SPXS | Direxion Daily SAMPP | PairCorr |
| 1.0 | QID | ProShares UltraShort QQQ Aggressive Push | PairCorr |
| 0.86 | SPDN | Direxion Daily SAMPP Aggressive Push | PairCorr |
| 0.79 | TAIL | Cambria Tail Risk | PairCorr |
| 0.74 | VZ | Verizon Communications | PairCorr |
| 0.67 | TRV | The Travelers Companies | PairCorr |
Moving against ProShares Etf
| 0.89 | VUG | Vanguard Growth Index | PairCorr |
| 0.74 | SPY | SPDR SAMPP 500 | PairCorr |
| 0.73 | IVV | iShares Core SAMPP | PairCorr |
| 0.69 | VTI | Vanguard Total Stock | PairCorr |
Sensitivity To Market
ProShares UltraPro'sBeta for ProShares UltraPro Short equals -2.4, representing sensitivity to systematic market factors. This metric derives from regression modeling of returns. Historical volatility is around 2.93%.Based on recent history, ProShares UltraPro Short shows a return pattern with measurable dispersion. Semi-deviation is approximately 2.42%. Options markets imply a forward-looking volatility estimate near 53.0%. This indicates expectations for moderate future movement relative to historical averages. Premium/discount metrics are commonly used alongside volatility to describe ETF price behavior. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
| α | 0.15 | β | -2.4042 | Check current 90 days ProShares UltraPro correlation with market (Dow Jones Industrial)
Downside Risk
For investors in ProShares, standard deviation measures how widely daily prices vary around the mean over a chosen time horizon. High standard deviation indicates high volatility; low values indicate stability.
Standard Deviation | 2.93 |
The risk profile of ProShares UltraPro has two components: upside risk and downside risk. Upside risk - measured by standard deviation - includes both positive and negative price movements. Downside risk - measured by semi-deviation of ProShares UltraPro's returns - captures only losses. Latest disclosures for ProShares UltraPro Short show a Downside Deviation of 2.59, a Downside Variance of 6.70, and a Maximum Drawdown of 12.45.
Using ProShares Put Option to Manage Risk Based on 2026-06-18 Contracts
Latest disclosures for ProShares UltraPro Short show an Option Implied Volatility of 0.53 and an Option Max Pain Price of 66. Purchasing a put option on ProShares UltraPro is one of the most straightforward ways to protect against a drop in ProShares UltraPro's price. The put gives the buyer the right to sell ProShares Etf at the predetermined strike, locking in a minimum selling price.
ProShares UltraPro's PUT expiring on 2026-06-18
Profit |
| ProShares UltraPro Price At Expiration |
Current ProShares UltraPro Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | SQQQ260618P00006000 | 0.0 | 0.0 | 1 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00007000 | 0.0 | 0.0 | 1 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00008000 | 0.0 | 0.0 | 3 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00009000 | 0.0 | 0.0 | 99 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00010000 | 0.0 | 0.0 | 684 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00011000 | 0.0 | 0.0 | 42 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00012000 | 0.0 | 0.0 | 91 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00013000 | 0.0 | 0.0 | 1164 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00014000 | 0.0 | 0.0 | 1324 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00015000 | 0.0 | 0.0 | 472 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Put | SQQQ260618P00016000 | 0.0 | 0.0 | 20 | 2026-06-18 | 0.0 - 0.0 | 0.0 | View |
Etf Volatility Analysis
ProShares UltraPro etf price can fluctuate significantly over short periods, a phenomenon measured by volatility. When ProShares UltraPro's volatility is high, investors demand a higher risk premium for holding the etf.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. ProShares UltraPro Short Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
ProShares UltraPro Projected Return Density Against Market
Given the investment horizon of 90 days ProShares UltraPro Short has a beta of -2.4042 . This usually implies as returns on its benchmark rise, returns on ProShares UltraPro Short are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, ProShares UltraPro is expected to outperform its benchmark.ProShares UltraPro performance depends on overall etf market direction and asset-level developments. Diversification reduces specific risk, while beta captures market sensitivity. Latest disclosures for ProShares UltraPro Short show a Downside Deviation of 2.59, a Mean Deviation of 2.33, and an Option Implied Volatility of 0.53.
Predicted Return Density |
| Returns |
What Drives a ProShares UltraPro Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of ProShares UltraPro is 1728.08. The daily returns are distributed with a variance of 8.56 and standard deviation of 2.93. The mean deviation of ProShares UltraPro Short is currently at 2.31. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.15 | |
β | Beta against Dow Jones | -2.4042 | |
σ | Overall volatility | 2.93 | |
Ir | Information ratio | 0.10 |
Etf Return Volatility
ProShares UltraPro historical daily return volatility represents how much of ProShares UltraPro etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF inherits 2.9252% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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ProShares UltraPro Constituents Risk-Adjusted Indicators
There is a big difference between ProShares Etf performing well and ProShares UltraPro ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze ProShares UltraPro's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AAXJ | 0.92 | 0.13 | 0.09 | 0.09 | 1.32 | 1.90 | 8.02 | |||
| DEM | 0.61 | 0.10 | 0.15 | 0.13 | 0.77 | 1.25 | 4.58 | |||
| IFRA | 0.71 | 0.17 | 0.21 | 0.18 | 0.69 | 1.52 | 4.09 | |||
| LVHI | 0.44 | 0.16 | 0.23 | 0.32 | 0.48 | 1.20 | 3.49 | |||
| FNGD | 2.77 | 0.50 | 0.21 | -0.31 | 2.45 | 7.35 | 15.88 | |||
| SKYY | 1.38 | -0.22 | 0.00 | -0.25 | 0.00 | 2.52 | 9.47 | |||
| NLR | 2.33 | 0.17 | 0.04 | 0.06 | 3.11 | 4.84 | 13.72 | |||
| FHCCX | 0.75 | -0.11 | 0.00 | -0.25 | 0.00 | 1.63 | 4.04 | |||
| ANGL | 0.15 | -0.01 | 0.00 | -0.12 | 0.00 | 0.31 | 1.10 | |||
| USCA | 0.55 | -0.05 | 0.00 | -0.11 | 0.00 | 0.89 | 3.47 |
Risk Metrics, Assumptions & Methodology
Volatility for ProShares UltraPro reflects price dispersion, spread stability, and underlying basket liquidity conditions. Volatility profile often differs across macro regimes.
Inputs for ProShares UltraPro Short come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorProShares UltraPro Investment Opportunity
Measured over the selected horizon, ProShares UltraPro Short carries roughly 3.71 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use ProShares UltraPro Short to enhance the returns of your portfolios. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a large bullish trend. Check odds of ProShares UltraPro to be traded at $83.31 in 90 days.Very good diversification
Across the chosen horizon, SQQQ and DJI show a correlation of -0.24 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
ProShares UltraPro Additional Risk Indicators
Risk analysis around ProShares UltraPro Short becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0789 | |||
| Market Risk Adjusted Performance | -0.1 | |||
| Mean Deviation | 2.33 | |||
| Semi Deviation | 2.42 | |||
| Downside Deviation | 2.59 | |||
| Coefficient Of Variation | 1110.63 | |||
| Standard Deviation | 2.93 |
ProShares UltraPro Suggested Diversification Pairs
Pair trading with ProShares UltraPro can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Microsoft vs. ProShares UltraPro | ||
| Citigroup vs. ProShares UltraPro | ||
| Dupont De vs. ProShares UltraPro | ||
| Alphabet vs. ProShares UltraPro | ||
| Walker Dunlop vs. ProShares UltraPro | ||
| Salesforce vs. ProShares UltraPro | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against ProShares UltraPro as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. ProShares UltraPro's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, ProShares UltraPro's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to ProShares UltraPro Short.
More Resources for ProShares Etf Analysis
Reviewing ProShares UltraPro Short commonly begins with financial statements and performance trends. Ratio context helps frame profitability, efficiency, and growth trends for ProShares UltraPro Short Etf. Key reports that frame ProShares UltraPro Short Etf are listed below:Review World Market Map to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This suggests a position in ProShares UltraPro Short in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in producer price index. Analysis related to ProShares UltraPro should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
Investors evaluate ProShares UltraPro Short using market value and book value, each describing different facets of the business. Intrinsic value reflects what ProShares UltraPro's fundamentals imply about worth, which may differ from both the trading price and the book figure. Analytical frameworks help reconcile those views.
The concept of value for ProShares UltraPro differs from its quoted price, since each reflects a different lens. A full view may include fundamental ratios, momentum patterns, industry dynamics, and analyst estimates. The quoted price is simply the exchange level where supply meets demand.