Proshares Ultra 20 Etf Probability of Future Etf Price Finishing Over 21.04

UBT Etf  USD 19.80  0.47  2.43%   
ProShares Ultra's implied volatility is one of the determining factors in the pricing options written on ProShares Ultra 20. Implied volatility approximates the future value of ProShares Ultra based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in ProShares Ultra 20 over a specific time period. For example, UBT Option Call 20-12-2024 20 is a CALL option contract on ProShares Ultra's common stock with a strick price of 20.0 expiring on 2024-12-20. The contract was last traded on 2024-11-19 at 11:01:48 for $0.15 and, as of today, has 16 days remaining before the expiration. The option is currently trading at an ask price of $0.2. The implied volatility as of the 4th of December is 16.0. View All ProShares options

Closest to current price ProShares long CALL Option Payoff at Expiration

ProShares Ultra's future price is the expected price of ProShares Ultra instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of ProShares Ultra 20 performance during a given time horizon utilizing its historical volatility. Check out ProShares Ultra Backtesting, Portfolio Optimization, ProShares Ultra Correlation, ProShares Ultra Hype Analysis, ProShares Ultra Volatility, ProShares Ultra History as well as ProShares Ultra Performance.
  
Please specify ProShares Ultra's target price for which you would like ProShares Ultra odds to be computed.

ProShares Ultra Target Price Odds to finish over 21.04

The tendency of ProShares Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move over $ 21.04  or more in 90 days
 19.80 90 days 21.04 
about 25.54
Based on a normal probability distribution, the odds of ProShares Ultra to move over $ 21.04  or more in 90 days from now is about 25.54 (This ProShares Ultra 20 probability density function shows the probability of ProShares Etf to fall within a particular range of prices over 90 days) . Probability of ProShares Ultra 20 price to stay between its current price of $ 19.80  and $ 21.04  at the end of the 90-day period is about 31.39 .
Considering the 90-day investment horizon ProShares Ultra 20 has a beta of -0.43. This usually implies as returns on the benchmark increase, returns on holding ProShares Ultra are expected to decrease at a much lower rate. During a bear market, however, ProShares Ultra 20 is likely to outperform the market. Additionally ProShares Ultra 20 has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.
   ProShares Ultra Price Density   
       Price  

Predictive Modules for ProShares Ultra

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ProShares Ultra 20. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
17.7219.3821.04
Details
Intrinsic
Valuation
LowRealHigh
16.3618.0219.68
Details
Naive
Forecast
LowNextHigh
18.5120.1721.82
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
18.3919.0019.60
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ProShares Ultra. Your research has to be compared to or analyzed against ProShares Ultra's peers to derive any actionable benefits. When done correctly, ProShares Ultra's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in ProShares Ultra 20.

ProShares Ultra Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. ProShares Ultra is not an exception. The market had few large corrections towards the ProShares Ultra's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold ProShares Ultra 20, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of ProShares Ultra within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.05
β
Beta against Dow Jones-0.43
σ
Overall volatility
1.49
Ir
Information ratio -0.12

ProShares Ultra Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of ProShares Ultra for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for ProShares Ultra 20 can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
ProShares Ultra 20 generated a negative expected return over the last 90 days
Latest headline from news.google.com: UBT The Contrarian Levered Play On Treasuries - Seeking Alpha
This fund generated-5.0 ten year return of -5.0%
ProShares Ultra keeps 200.08% of its net assets in stocks

ProShares Ultra Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of ProShares Etf often depends not only on the future outlook of the current and potential ProShares Ultra's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. ProShares Ultra's indicators that are reflective of the short sentiment are summarized in the table below.

ProShares Ultra Technical Analysis

ProShares Ultra's future price can be derived by breaking down and analyzing its technical indicators over time. ProShares Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of ProShares Ultra 20. In general, you should focus on analyzing ProShares Etf price patterns and their correlations with different microeconomic environments and drivers.

ProShares Ultra Predictive Forecast Models

ProShares Ultra's time-series forecasting models is one of many ProShares Ultra's etf analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary ProShares Ultra's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.

Things to note about ProShares Ultra 20

Checking the ongoing alerts about ProShares Ultra for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for ProShares Ultra 20 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
ProShares Ultra 20 generated a negative expected return over the last 90 days
Latest headline from news.google.com: UBT The Contrarian Levered Play On Treasuries - Seeking Alpha
This fund generated-5.0 ten year return of -5.0%
ProShares Ultra keeps 200.08% of its net assets in stocks
When determining whether ProShares Ultra 20 is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if ProShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Proshares Ultra 20 Etf. Highlighted below are key reports to facilitate an investment decision about Proshares Ultra 20 Etf:
Check out ProShares Ultra Backtesting, Portfolio Optimization, ProShares Ultra Correlation, ProShares Ultra Hype Analysis, ProShares Ultra Volatility, ProShares Ultra History as well as ProShares Ultra Performance.
You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
The market value of ProShares Ultra 20 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 Ultra's value that differs from its market value or its book value, called intrinsic value, which is ProShares Ultra'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 Ultra's market value can be influenced by many factors that don't directly affect ProShares Ultra'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 Ultra's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Ultra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Ultra'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.