Crude Oil Buy or Sell Recommendation

Macroaxis provides Crude Oil Strategy Proshares buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Crude Oil positions. The advice algorithm takes into account all of Crude Oil Strategy Proshares available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Crude Oil buy-and-hold prospective. Additionally take a look at Crude Oil Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon


Risk Tolerance

Execute Advice
Crude Oil Strategy Proshares -- USA Etf  

USD 21.83  0.01  0.0458%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Crude Oil Strategy Proshares is 'Cautious Hold'.
For the selected time horizon Crude Oil Strategy Proshares has a mean deviation of 1.03, semi deviation of 1.32, standard deviation of 1.3, variance of 1.7, downside variance of 1.98 and semi variance of 1.74
Macroaxis buy, hold, or sell recommendation module can be used to complement current analysts and expert consensus on Crude Oil. Our buy, hold, or sell suggestion engine makes use of analyzes the entity potential to grow using all fundamental data market data available at the time. Please confirm Crude Oil Strategy Total Asset to decide if your Crude Oil Strategy buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.03725Value At Risk2.07
Potential Upside1.77Standard Deviation1.3
 Return Density 

Crude Oil Greeks

Alpha over DOW
βBeta against DOW=0.1
Overall volatility
 IrInformation ratio =0.13

Crude Oil Volatility Alert

Crude Oil Strategy Proshares has relatively low volatility with skewness of -0.18 and kurtosis of -0.47. However, we advise all investors to independently investigate Crude Oil Strategy Proshares to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
 Better Than Average     
 Worse Than Average Compare Crude Oil to competition
FundamentalsCrude OilPeer Average
One Year Return5.13 % (1.25) %
Net Asset5.48 M888.73 M
Cautious Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.0203
Market Risk Adjusted Performance(0.27)
Mean Deviation1.03
Semi Deviation1.32
Downside Deviation1.41
Coefficient Of Variation3502.7
Standard Deviation1.3
Information Ratio(0.13)
Jensen Alpha0.0462
Total Risk Alpha(0.49)
Sortino Ratio(0.12)
Treynor Ratio(0.28)
Maximum Drawdown5.0
Value At Risk(2.07)
Potential Upside1.77
Downside Variance1.98
Semi Variance1.74
Expected Short fall(1.06)