(CSM) ProShares Large Cap Core - Overview
Etf: Equities, Derivatives, Large-Cap, Long/Short
Dividends
| Dividend Yield | 1.13% |
| Yield on Cost 5y | 1.95% |
| Yield CAGR 5y | -1.29% |
| Payout Consistency | 95.5% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 15.2% |
| Relative Tail Risk | 3.65% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.73 |
| Alpha | 2.65 |
| Character TTM | |
|---|---|
| Beta | 0.991 |
| Beta Downside | 1.001 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.31% |
| CAGR/Max DD | 1.06 |
Description: CSM ProShares Large Cap Core December 29, 2025
ProShares Large-Cap Core Plus (CSM) seeks to mirror a “130/30” long-short equity strategy by holding long and short positions in roughly 500 of the United States’ largest companies, selected through a multi-factor model. In practice the fund aims to keep at least 80 % of its net assets invested in the index constituents-or in securities that behave similarly-while remaining classified as non-diversified under SEC rules.
Key metrics as of the most recent filing: an expense ratio of 0.35 %, assets under management around $2.5 billion, and a net-exposure of roughly 130 % long versus 30 % short, yielding a gross leverage of about 160 %. The ETF’s sector weighting is tilted toward technology and financials, and its 12-month rolling beta versus the S&P 500 hovers near 1.0, indicating performance closely tracks the broad market while attempting to capture factor-driven alpha. Recent quarterly turnover averages 30 %, reflecting the active rebalancing needed to maintain the 130/30 exposure.
For a deeper quantitative breakdown of CSM’s risk-adjusted returns, the ValueRay platform offers a free, interactive dashboard you might find useful.
What is the price of CSM shares?
Over the past week, the price has changed by -0.50%, over one month by -0.58%, over three months by +1.82% and over the past year by +18.36%.
Is CSM a buy, sell or hold?
What are the forecasts/targets for the CSM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 93.6 | 17.3% |
CSM Fundamental Data Overview February 03, 2026
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 = 494.4m USD (494.4m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 494.4m)
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 494.4m / 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 = 9.57% (E(494.4m)/V(494.4m) * Re(9.57%) + (debt-free company))
Discount Rate = 9.57% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)