Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding ProShares UltraShort SP500 is 'Sell'. Macroaxis provides ProShares UltraShort buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding SDS positions. The advice algorithm takes into account all of ProShares UltraShort available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from SDS buy-and-hold prospective. Also please take a look at ProShares UltraShort Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.
For the selected time horizon ProShares UltraShort SP500 has a mean deviation of 2.06, semi deviation of 1.88, standard deviation of 2.63, variance of 6.92, downside variance of 5.5 and semi variance of 3.53ProShares UltraShort advice module can be used to check and cross-verify current recommendation provided by analysts analyzing the entity potential to grow using all of fundamental, technical, data market data available at the time. Please employ ProShares UltraShort Total Asset and Net Asset to make buy, hold, or sell decision on ProShares UltraShort.
Odds of Distress
ProShares UltraShort Returns Distribution Density
|Mean Return||0.43||Value At Risk||3.67|
|Potential Upside||4.76||Standard Deviation||2.63|
|Security Type||Shares||Value||Citadel Advisors Llc||Call Options||2.2 M||71.7 M||Citadel Advisors Llc||Put Options||896.4 K||29.7 M||Pvg Asset Management Corp||Fund Units||459.9 K||15.2 M|
ProShares UltraShort Greeks
|Alpha over DOW||=||0.27|
|Beta against DOW||=||0.94|
ProShares UltraShort Volatility Alert
ProShares UltraShort SP500 currently demonstrates below average downside deviation of 2.35. It has Information Ratio of 0.22 and Jensen Alpha of 0.27. However, we do advice investors to further question ProShares UltraShort SP500 expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
|Better Than Average||Worse Than Average||Compare ProShares UltraShort to competition|
ProShares UltraShort Fundamental Vs Peers
|Fundamentals||ProShares UltraShort||Peer Average|
|One Year Return||(12.63)%||(1.25)%|
|Three Year Return||(22.09)%||2.26%|
|Five Year Return||(21.75)%||0.20%|
|Ten Year Return||(29.60)%||0.29%|
|Last Dividend Paid||0.172||0.03|
|Bond Positions Weight||3.06%||8.08%|
ProShares UltraShort Market Momentum
Also please take a look at ProShares UltraShort Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.