United States Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
United States Gasoline -- USA Etf  

USD 28.84  0.04  0.14%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding United States Gasoline is 'Hold'.
For the selected time horizon United States Gasoline has a risk adjusted performance of 0.0106, jensen alpha of (0.047208), total risk alpha of (0.96), sortino ratio of (0.069578) and treynor ratio of 0.0109
Macroaxis buy or sell recommendation module can be used to complement current analysts and expert consensus on United States Gasoline. Our recommendation engine harnesses analyzes the etf potential to grow using all fundamental data market data available at the time. To make sure United States Gasoline is not overpriced, please validate all United States fundamentals including its Debt to Equity, Three Year Return and the relationship between Net Income and Market Capitalization .

Returns Distribution Density

Mean Return0.01Value At Risk-2.2909
Potential Upside2.5992Standard Deviation1.7327
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Susquehanna International Group LlpCall Options75.7 K1.8 M
Jane Street Group LlcFund Units39.3 K952 K
Susquehanna International Group LlpPut Options37.7 K914 K

United States Greeks

α
Alpha over DOW
=(0.047208) 
βBeta against DOW= 0.4 
σ
Overall volatility
= 1.77 
 IrInformation ratio =(0.0718) 

United States Volatility Alert

United States Gasoline has relatively low volatility with skewness of -0.15 and kurtosis of -0.13. However, we advise all investors to independently investigate United States Gasoline 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 United States to competition
FundamentalsUnited StatesPeer Average
Price to Earning(7.54) times8.24 times
Price to Book0.92 times0.97 times
Price to Sales(8.09) times0.72 times
One Year Return1.99 % (1.25) %
Three Year Return(19.8) % 2.26 %
Five Year Return(14.19) % 0.2 %
Net Asset58.03 M888.73 M
Bond Positions Weight21.62 % 8.08 %
SellBuy
Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0106
Market Risk Adjusted Performance0.0209
Mean Deviation1.3
Semi Deviation1.7
Downside Deviation1.79
Coefficient Of Variation12071.06
Standard Deviation1.73
Variance3.0
Information Ratio(0.071807)
Jensen Alpha(0.047208)
Total Risk Alpha(0.96)
Sortino Ratio(0.069578)
Treynor Ratio0.0109
Maximum Drawdown6.75
Value At Risk(2.29)
Potential Upside2.6
Downside Variance3.2
Semi Variance2.89
Expected Short fall(1.45)
Skewness(0.15)
Kurtosis(0.13)

Current Valuation

United States Current Valuation Analysis
United States Gasoline is rated first in current valuation as compared to similar ETFs. After adjusting for long-term liabilities, total market size of Commodities Energy category is currently estimated at about 60.12 Billion. United States has negative current valuation of (961,017) making less than 1% of the industry.