United States Buy or Sell Recommendation

Macroaxis provides United States 12 Month Oil 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 12 Month Oil 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 12 Month Oil -- USA Etf  

USD 19.96  0.26  1.29%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding United States 12 Month Oil is 'Cautious Hold'.
For the selected time horizon United States 12 Month Oil has a mean deviation of 0.872, semi deviation of 1.08, standard deviation of 1.14, variance of 1.31, downside variance of 1.33 and semi variance of 1.17
This advice tool can be used to cross verify current analyst consensus on United States and to analyze the entity potential to grow in the current economic cycle. To make sure United States 12 is not overpriced, please validate all United States fundamentals including its Net Income as well as the relationship between Number of Employees and Net Asset .

Returns Distribution Density

Mean Return0.049188Value At Risk2.3
Potential Upside1.46Standard Deviation1.14
 Return Density 
      Distribution 

United States Greeks

α
Alpha over DOW
=0.066013
βBeta against DOW=0.16
σ
Overall volatility
=1.21
 IrInformation ratio =0.11

United States Volatility Alert

United States 12 Month Oil has relatively low volatility with skewness of -0.58 and kurtosis of 0.28. However, we advise all investors to independently investigate United States 12 Month Oil 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(1.92) times8.24 times
Price to Book0.83 times0.97 times
Price to Sales(1.96) times0.72 times
One Year Return5.24 % (1.25) %
Three Year Return(14.88) % 2.26 %
Five Year Return(12.61) % 0.2 %
Net Asset94.71 M888.73 M
Bond Positions Weight13.44 % 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 Performance0.027
Market Risk Adjusted Performance(0.23)
Mean Deviation0.872
Semi Deviation1.08
Downside Deviation1.16
Coefficient Of Variation2325.01
Standard Deviation1.14
Variance1.31
Information Ratio(0.11)
Jensen Alpha0.066
Total Risk Alpha(0.34)
Sortino Ratio(0.11)
Treynor Ratio(0.24)
Maximum Drawdown4.5
Value At Risk(2.3)
Potential Upside1.46
Downside Variance1.33
Semi Variance1.17
Expected Short fall(1.12)
Skewness(0.58)
Kurtosis0.2806

Current Valuation

United States Current Valuation Analysis
United States 12 Month Oil 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 52.25 Billion. United States has negative current valuation of (25 Million) making less than 1% of the industry.