ProShares Ultra Buy or Sell Recommendation

Macroaxis provides ProShares Ultra Bloomberg Natural Gas buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ProShares Ultra positions. The advice algorithm takes into account all of ProShares Ultra Bloomberg Natural Gas available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from ProShares Ultra buy-and-hold prospective. Check also ProShares Ultra Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
ProShares Ultra Bloomberg Natural Gas -- USA Etf  

USD 8.26  0.03  0.36%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding ProShares Ultra Bloomberg Natural Gas is 'Strong Sell'.
For the selected time horizon ProShares Ultra Bloomberg Natural Gas has a mean deviation of 1.8, semi deviation of 0.0, standard deviation of 2.38, variance of 5.67, downside variance of 0.0 and semi variance of 0.0
We provide buy or sell recommendations to complement the recent expert consensus on ProShares Ultra Bloo. Our dynamic recommendation engine exercises multi - dimensional algorithm to analyze the entity potential to grow using all technical and fundamental data available at the time. Please employ ProShares Ultra Total Asset and Net Asset to make buy, hold, or sell decision on ProShares Ultra Bloo.

Returns Distribution Density

Mean Return-0.25Value At Risk-2.533
Potential Upside3.8414Standard Deviation2.3804
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Cutler Group LpFund Units48.4 K425 K
Cutler Group LpPut Options28 K12 K
Cutler Group LpCall Options16.8 K7 K

ProShares Ultra Greeks

α
Alpha over DOW
= 0.18 
βBeta against DOW=(2.4) 
σ
Overall volatility
= 2.44 
 IrInformation ratio =(0.19) 

ProShares Ultra Volatility Alert

ProShares Ultra Bloomberg Natural Gas exhibits very low volatility with skewness of 0.02 and kurtosis of 0.61. However, we advise investors to further study ProShares Ultra Bloomberg Natural Gas technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare ProShares Ultra to competition
FundamentalsProShares UltraPeer Average
One Year Return(39.64) % (1.25) %
Three Year Return(60.68) % 2.26 %
Five Year Return(46.69) % 0.2 %
Net Asset51.06 M888.73 M
SellBuy
Strong Sell

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.020089)
Market Risk Adjusted Performance0.1202
Mean Deviation1.8
Coefficient Of Variation(936.56)
Standard Deviation2.38
Variance5.67
Information Ratio(0.19)
Jensen Alpha0.1756
Total Risk Alpha(1.87)
Treynor Ratio0.1102
Maximum Drawdown10.4
Value At Risk(2.53)
Potential Upside3.84
Skewness0.0202
Kurtosis0.6101