ProShares UltraShort Buy or Sell Recommendation

Macroaxis provides ProShares UltraShort SP500 buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ProShares UltraShort positions. The advice algorithm takes into account all of ProShares UltraShort SP500 available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from ProShares UltraShort buy-and-hold prospective. Also please take a look at ProShares UltraShort Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Execute Advice
ProShares UltraShort SP500 -- USA Etf  

USD 39.15  1.03  2.70%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding ProShares UltraShort SP500 is 'Strong Hold'.
For the selected time horizon ProShares UltraShort SP500 has a risk adjusted performance of 0.0374, jensen alpha of 0.0797, total risk alpha of 0.1548, sortino ratio of 0.0576 and treynor ratio of 0.0846
ProShares 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.

Returns Distribution Density

Mean Return0.053696Value At Risk3.21
Potential Upside2.65Standard Deviation1.78
 Return Density 

ProShares UltraShort Greeks

Alpha over DOW
Beta against DOW=0.52
Overall volatility
Information ratio =0.0637

ProShares UltraShort Volatility Alert

ProShares UltraShort SP500 has relatively low volatility with skewness of -0.34 and kurtosis of -0.4. However, we advise all investors to independently investigate ProShares UltraShort SP500 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 ProShares UltraShort to competition
FundamentalsProShares UltraShortPeer Average
One Year Return(36.79) % (1.25) %
Three Year Return(26.57) % 2.26 %
Five Year Return(28.37) % 0.20 %
Ten Year Return(26.53) % 0.29 %
Net Asset872.8 M888.73 M
Bond Positions Weight9.88 % 8.08 %
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.0374
Market Risk Adjusted Performance0.0946
Mean Deviation1.35
Semi Deviation1.77
Downside Deviation1.97
Coefficient Of Variation3319.08
Standard Deviation1.78
Information Ratio0.0637
Jensen Alpha0.0797
Total Risk Alpha0.1548
Sortino Ratio0.0576
Treynor Ratio0.0846
Maximum Drawdown6.08
Value At Risk3.21
Potential Upside2.65
Downside Variance3.88
Semi Variance3.12
Expected Short fall1.40