(SSO) ProShares Ultra S&P500 - Ratings and Ratios
Leveraged, Index, ETF, 2x, Daily
Dividends
| Dividend Yield | 1.39% |
| Yield on Cost 5y | 3.81% |
| Yield CAGR 5y | 29.29% |
| Payout Consistency | 77.9% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 26.2% |
| Value at Risk 5%th | 45.4% |
| Relative Tail Risk | 5.17% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.50 |
| Alpha | -4.87 |
| CAGR/Max DD | 1.09 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.382 |
| Beta | 1.909 |
| Beta Downside | 1.943 |
| Drawdowns 3y | |
|---|---|
| Max DD | 35.21% |
| Mean DD | 4.78% |
| Median DD | 2.55% |
Description: SSO ProShares Ultra S&P500 November 05, 2025
The ProShares Ultra S&P 500 (NYSE ARCA: SSO) is a leveraged equity ETF that seeks to deliver twice the daily performance of the S&P 500 Index by using financial instruments-primarily futures and swaps-to obtain at least 80 % of its assets in exposure to the index’s constituents. Because it targets daily returns, compounding can cause performance to diverge from 2× the index over longer horizons, and the fund’s non-diversified structure concentrates risk in the large-cap U.S. equity space.
Key metrics to watch: the ETF’s 30-day implied volatility is currently around 22 %, reflecting elevated market uncertainty; its expense ratio is 0.91 %, modest for a leveraged product but still a drag on returns if held long-term; and the fund’s beta to the S&P 500 is approximately 2.0, confirming the intended leverage factor. Economic drivers that most affect SSO include U.S. monetary policy (Fed rate changes directly impact equity valuations), corporate earnings trends in the technology and consumer discretionary sectors (which together comprise roughly 45 % of the index weight), and macro-level risk sentiment measured by the VIX.
For a deeper, data-driven view of how SSO’s leverage behaves across market regimes, you might explore ValueRay’s interactive analytics-its scenario-testing tools can help you quantify the potential impact of volatility spikes on leveraged ETFs.
What is the price of SSO shares?
Over the past week, the price has changed by -0.67%, over one month by +2.38%, over three months by +5.12% and over the past year by +17.57%.
Is SSO a buy, sell or hold?
What are the forecasts/targets for the SSO price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 73.4 | 26.8% |
SSO Fundamental Data Overview December 03, 2025
Beta = 2.02
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 7.25b USD (7.25b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 7.25b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 7.25b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 13.05% (E(7.25b)/V(7.25b) * Re(13.05%) + (debt-free company))
Discount Rate = 13.05% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SSO ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle