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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
United States 12 Month Oil -- USA Etf  

USD 21.31  0.20  0.95%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding United States 12 Month Oil is 'Strong Hold'.
For the selected time horizon United States 12 Month Oil has a risk adjusted performance of 0.24, jensen alpha of 0.15, total risk alpha of 0.093038, sortino ratio of 0.0 and treynor ratio of 0.52
Macroaxis buy or sell recommendation module can be used to complement current analysts and expert consensus on United States 12. 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 12 is not overpriced, please validate all United States fundamentals including its Net Income as well as the relationship between Number of Employees and Ten Year Return .

Returns Distribution Density

Mean Return0.19Value At Risk2.25
Potential Upside1.98Standard Deviation1.37
 Return Density 
      Distribution 

United States Greeks

α
Alpha over DOW
=0.15
β
Beta against DOW=0.39
σ
Overall volatility
=1.43
Ir
Information ratio =0.05

United States Volatility Alert

United States 12 Month Oil exhibits very low volatility with skewness of 0.17 and kurtosis of -0.47. However, we advise investors to further study United States 12 Month Oil 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 Earning1.92 times8.24 times
Price to Book0.83 times0.97 times
Price to Sales1.96 times0.72 times
One Year Return13.13 % (1.25) %
Three Year Return(3.24) % 2.26 %
Five Year Return(11.86) % 0.20 %
Ten Year Return(8.20) % 0.29 %
Net Asset89.2 M888.73 M
Bond Positions Weight20.16 % 8.08 %
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.24
Market Risk Adjusted Performance0.51
Mean Deviation1.1
Coefficient Of Variation707.54
Standard Deviation1.37
Variance1.87
Information Ratio0.048029
Jensen Alpha0.15
Total Risk Alpha0.093038
Treynor Ratio0.52
Maximum Drawdown4.29
Value At Risk2.25
Potential Upside1.98
Skewness0.1703
Kurtosis0.47

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 60.68 Billion. United States has negative current valuation of (25 Million) making less than 1% of the industry.