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

Investment Horizon

  

Risk Tolerance

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

USD 26.1  0.08  0.31%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding VelocityShares 3x Inv Natural Gas ETN is 'Sell'.
For the selected time horizon VelocityShares 3x Inv Natural Gas ETN has a mean deviation of 2.81, semi deviation of 3.87, standard deviation of 3.77, variance of 14.2, downside variance of 17.38 and semi variance of 15.0
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 Return0.41Value At Risk-6.664
Potential Upside3.9692Standard Deviation3.7679
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Credit Suisse AgFund Units5.3 M132 M

VelocityShares 3x Greeks

α
Alpha over DOW
=(0.38) 
βBeta against DOW= 4.25 
σ
Overall volatility
= 3.86 
 IrInformation ratio = 0.0568 

VelocityShares 3x Volatility Alert

VelocityShares 3x Inv Natural Gas ETN shows above average downside volatility of 4.17 for selected time horizon. We advise investors to further inspect VelocityShares 3x Inv Natural Gas ETN to make sure all market timing and asset allocation strategies are consistent with estimation about VelocityShares 3x future alpha.
    
 Better Than Average     
    
 Worse Than Average Compare VelocityShares 3x to competition
FundamentalsVelocityShares 3xPeer Average
One Year Return(20.66) % (1.25) %
Three Year Return10.04 % 2.26 %
Five Year Return(22.95) % 0.2 %
Net Asset82.3 M888.73 M
SellBuy
Sell

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0386
Market Risk Adjusted Performance0.1036
Mean Deviation2.81
Semi Deviation3.87
Downside Deviation4.17
Coefficient Of Variation924.71
Standard Deviation3.77
Variance14.2
Information Ratio0.0568
Jensen Alpha(0.38)
Total Risk Alpha(2.15)
Sortino Ratio0.0513
Treynor Ratio0.0936
Maximum Drawdown16.13
Value At Risk(6.66)
Potential Upside3.97
Downside Variance17.38
Semi Variance15.0
Expected Short fall(2.98)
Skewness(0.18)
Kurtosis0.633