ProShares Ultra S&P500 chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 43.85%
YTD return -3.71%
Beta 3Y 2.06
Total Assets 5.08B
Annual report expense ratio 0.91%

Company description

The fund invests in financial instruments that the advisors believe, in combination, should produce daily returns consistent with the fund's investment objective. The index is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization financial viability and public float. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to ProShares Ultra S&P500:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to ProShares Ultra S&P500. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on ProShares Ultra S&P500

Here is the result of two systematic investment strategies applied to ProShares Ultra S&P500. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on ProShares Ultra S&P500

The following chart shows the equity curve of the two systematic investment strategies applied to ProShares Ultra S&P500:

ProShares Ultra S&P500 automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 30.55% on the backtest period.

Performance at glance

Performance

30.55 %

Latent gain

241.8 $

Invested capital

791.48 $

Annualized return

21.22 %
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Momentum strategy results on ProShares Ultra S&P500

This is the result of two momentum investment strategies applied to ProShares Ultra S&P500. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on ProShares Ultra S&P500

The following chart shows all the entries opened by the momentum investment system on ProShares Ultra S&P500:

ProShares Ultra S&P500 momentum entries
  • The first momentum investment strategy would give 55.26% of return on ProShares Ultra S&P500. That represents 827.48$ of latent gain with 1497.4$ of employed capital.
  • The second momentum investment strategy would give 19.96% of return on ProShares Ultra S&P500. That represents 150.42$ of latent gain with 753.7$ of employed capital.
Performance at glance (1Q Momentum)

Performance

55.26 %

Latent gain

827.48 $

Invested capital

1497.4 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

19.96 %

Latent gain

150.42 $

Invested capital

753.7 $

Annualized return

20.79 %

Momentum equity curve on ProShares Ultra S&P500

The following chart shows the equity curve of the two momentum strategies applied to ProShares Ultra S&P500:

ProShares Ultra S&P500 momentum equity

Note: the dividends potentially given by ProShares Ultra S&P500 are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on ProShares Ultra S&P500

The following chart shows the employed capital evolution of the two momentum strategies on ProShares Ultra S&P500 since the beginning:

ProShares Ultra S&P500

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on ProShares Ultra S&P500

Buy the dip entry openings on ProShares Ultra S&P500

ProShares Ultra S&P500

The performance achieved by the robo-advisor on ProShares Ultra S&P500 is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows ProShares Ultra S&P500 stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of ProShares Ultra S&P500, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to ProShares Ultra S&P500

The following chart shows the result of the investment strategy applied to ProShares Ultra S&P500:

ProShares Ultra S&P500

Note: the dividends potentially given by ProShares Ultra S&P500 are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on ProShares Ultra S&P500

The following chart shows the employed capital evolution since the beginning of the investment strategy on ProShares Ultra S&P500:

ProShares Ultra S&P500

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on ProShares Ultra S&P500

In this section, I will compare the three previous investment strategies applied to ProShares Ultra S&P500.

Equity curve comparison on ProShares Ultra S&P500

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

ProShares Ultra S&P500 investment strategy comparison

Employed capital comparison on ProShares Ultra S&P500

ProShares Ultra S&P500 investment comparison

Performance comparison on ProShares Ultra S&P500

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 30.55% 241.8$ 791.48$ 21.22%
Momentum 1 quarter 55.26% 827.48$ 1497.4$ 46.05%
Momentum 2 quarters 19.96% 150.42$ 753.7$ 20.79%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

21.22 %

Momentum 1Q

20.79 %

Momentum 2Q

20.79 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with ProShares Ultra S&P500:

Note: The algorithm computes the probability of correlation between ProShares Ultra S&P500 and the other stocks. There may be false positives or some missing correlated stocks. If the price of ProShares Ultra S&P500 does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name ProShares Ultra S&P500
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker SSO
Market

ProShares Ultra S&P500 ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown