KOLD
US EQUITY
Financials
Financials
CIK: 1415311
ProShares Trust II (KOLD) Quant Factor Diagnostic & Fair Value Model
ProShares Trust II (Ticker: KOLD) is listed in the Financials sector (Financials). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$30.94
+3.17%
Latest Close (2026-10-23)
Market Cap: -
P/E Ratio: -
Momentum Strength
3M / 12M
+6.03%
1M: +33.94%
12M: 0.00%
Quality (ROE)
Point-in-Time
-
Trailing Return on Equity
Technical Trend
RSI 14
64.2
SMA50: $28.14
SMA200: $27.25
Valuation Multiplier
Trailing
-
Pre-Profit / Negative TTM
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Valuation & Multi-Factor Diagnostic
Pre-Profit / Negative TTM
KOLD has negative or near-zero trailing GAAP earnings over the trailing twelve months.
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Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 3/9 (Under Pressure or Early Stage Growth)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 1415311 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| No point-in-time filings synced yet. Automated batch scheduler will align CIK: 1415311 | ||||||
💡 Methodology & Frequently Asked Questions
Key reference details regarding ProShares Trust II (KOLD) valuation multiples, momentum factors, and point-in-time filing conventions.
How should KOLD's current valuation multiple be interpreted? ↓
KOLD trades at a trailing P/E of -x within the Financials sector (pre-profit / negative ttm). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are KOLD's key momentum and technical factor indicators? ↓
As of the latest close, KOLD shows a 1-month return of +33.94%, 3-month return of +6.03%, and 12-month return of 0.00%, with a 14-day RSI of 64.2. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for KOLD? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can KOLD be incorporated into systematic factor models? ↓
KOLD can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.