VelocityShares 3x Buy or Sell Recommendation

Macroaxis provides VelocityShares 3x Inv Natural Gas ETN buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding VelocityShares 3x positions. The advice algorithm takes into account all of VelocityShares 3x Inv Natural Gas ETN available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from VelocityShares 3x buy-and-hold prospective. Additionally see VelocityShares 3x Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
VelocityShares 3x Inv Natural Gas ETN -- USA Etf  

USD 29.57  0.31  1.04%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding VelocityShares 3x Inv Natural Gas ETN is 'Strong Sell'.
For the selected time horizon VelocityShares 3x Inv Natural Gas ETN has a mean deviation of 4.43, semi deviation of 3.24, standard deviation of 6.18, variance of 38.2, downside variance of 18.14 and semi variance of 10.48
Macroaxis buy or sell recommendation module can be used to complement current analysts and expert consensus on VelocityShares 3x Inv. Our recommendation engine harnesses analyzes the etf potential to grow using all fundamental data market data available at the time. Please use VelocityShares 3x Inv Number of Employees and Net Asset to make buy, hold, or sell decision on VelocityShares 3x.

Returns Distribution Density

Mean Return1.76Value At Risk6.49
Potential Upside12.00Standard Deviation6.18
 Return Density 
      Distribution 

VelocityShares 3x Greeks

α
Alpha over DOW
=1.48
β
Beta against DOW=0.93
σ
Overall volatility
=5.98
Ir
Information ratio =0.33

VelocityShares 3x Volatility Alert

VelocityShares 3x Inv Natural Gas ETN is displaying above average volatility of 6.18 over selected time horizon. Investors should scrutinize VelocityShares 3x Inv Natural Gas ETN independently to make sure intended market timing strategies are aligned with expectations about VelocityShares 3x volatility.
    
 Better Than Average     
    
 Worse Than Average Compare VelocityShares 3x to competition
FundamentalsVelocityShares 3xPeer Average
One Year Return1.15 % (1.25) %
Three Year Return(18.57) % 2.26 %
Five Year Return(26.08) % 0.20 %
Net Asset516.94 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 Performance0.5045
Market Risk Adjusted Performance1.87
Mean Deviation4.43
Semi Deviation3.24
Downside Deviation4.26
Coefficient Of Variation351.53
Standard Deviation6.18
Variance38.2
Information Ratio0.3292
Jensen Alpha1.48
Total Risk Alpha2.76
Sortino Ratio0.4776
Treynor Ratio1.88
Maximum Drawdown25.73
Value At Risk6.49
Potential Upside12.0
Downside Variance18.14
Semi Variance10.48
Expected Short fall5.60
Skewness1.14
Kurtosis1.86