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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
United States Gasoline -- USA Etf  

USD 31.01  0.91  2.85%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding United States Gasoline is 'Cautious Hold'.
For the selected time horizon United States Gasoline has a mean deviation of 1.25, semi deviation of 0.0, standard deviation of 1.42, variance of 2.03, downside variance of 0.0 and semi variance of 0.0
Macroaxis recommendation module can be used to complement United States Gasoline buy or sell recommendation provided by average analyst sentiment. It analyzes the organization potential to grow using fundamental, technical, 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 Return0.29Value At Risk2.32
Potential Upside1.63Standard Deviation1.42
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Mount Lucas Management LpFund Units90.4 K2.9 M
Susquehanna International Group LlpCall Options83.6 K2.7 M
Citadel Advisors LlcPut Options29.7 K946 K

United States Greeks

α
Alpha over DOW
=0.36
β
Beta against DOW=0.23
σ
Overall volatility
=1.45
Ir
Information ratio =0.0068

United States Volatility Alert

United States Gasoline exhibits very low volatility with skewness of -0.09 and kurtosis of -1.45. However, we advise investors to further study United States Gasoline technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare United States to competition
FundamentalsUnited StatesPeer Average
Price to Earning7.54 times8.24 times
Price to Book0.92 times0.97 times
Price to Sales8.09 times0.72 times
One Year Return1.69 % (1.25) %
Three Year Return(2.30) % 2.26 %
Five Year Return(11.43) % 0.20 %
Net Asset48.05 M888.73 M
Bond Positions Weight18.30 % 8.08 %
SellBuy
Cautious Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.35
Market Risk Adjusted Performance1.3
Mean Deviation1.25
Coefficient Of Variation497.75
Standard Deviation1.42
Variance2.03
Information Ratio0.006816
Jensen Alpha0.36
Total Risk Alpha0.0628
Treynor Ratio1.29
Maximum Drawdown3.96
Value At Risk2.32
Potential Upside1.63
Skewness0.087908
Kurtosis1.45

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 37.1 Billion. United States has negative current valuation of (961,017) making less than 1% of the industry.