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 20  0.03  0.15%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Crude Oil Strategy Proshares is 'Hold'.
For the selected time horizon Crude Oil Strategy Proshares has a risk adjusted performance of 0.0321, jensen alpha of 0.1149, total risk alpha of (0.61), sortino ratio of 0.0062 and treynor ratio of 0.9187
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 Return0.14Value At Risk-1.8118
Potential Upside2.606Standard Deviation1.3738
 Return Density 

Crude Oil Greeks

Alpha over DOW
= 0.11 
βBeta against DOW= 0.14 
Overall volatility
= 1.34 
 IrInformation ratio = 0.0065 

Crude Oil Volatility Alert

Crude Oil Strategy Proshares has relatively low volatility with skewness of -0.07 and kurtosis of 0.49. 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 Return(4.93) % (1.25) %
Net Asset4.98 M888.73 M

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.0321
Market Risk Adjusted Performance0.9287
Mean Deviation1.01
Semi Deviation1.22
Downside Deviation1.44
Coefficient Of Variation961.73
Standard Deviation1.37
Information Ratio0.0065
Jensen Alpha0.1149
Total Risk Alpha(0.61)
Sortino Ratio0.0062
Treynor Ratio0.9187
Maximum Drawdown5.67
Value At Risk(1.81)
Potential Upside2.61
Downside Variance2.07
Semi Variance1.5
Expected Short fall(1.15)