United States Buy or Sell Recommendation

Macroaxis provides United States 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 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 Oil -- USA Etf  

USD 10.35  0.08  0.77%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding United States Oil is 'Hold'.
For the selected time horizon United States Oil has a risk adjusted performance of 0.0252, jensen alpha of 0.0476, total risk alpha of (0.87), sortino ratio of (0.076079) and treynor ratio of 0.4671
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 Oil 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 Return0.09Value At Risk-2.1093
Potential Upside2.8Standard Deviation1.3958
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Bank Of MontrealPut Options1.7 M18.2 M
Polianta LtdFund Units1.1 M11.6 M
Bank Of MontrealCall Options200 K2.1 M

United States Greeks

α
Alpha over DOW
= 0.047632 
βBeta against DOW= 0.17 
σ
Overall volatility
= 1.43 
 IrInformation ratio =(0.0752) 

United States Volatility Alert

United States Oil has relatively low volatility with skewness of 0.24 and kurtosis of 0.43. However, we advise all investors to independently investigate United States 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(6.84) times8.24 times
Price to Book0.68 times0.97 times
Price to Sales(1.41) times0.72 times
One Year Return(4.57) % (1.25) %
Three Year Return(32.83) % 2.26 %
Five Year Return(21.1) % 0.2 %
Ten Year Return(16.4) % 0.29 %
Net Asset2.29 B888.73 M
Bond Positions Weight21.21 % 8.08 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0252
Market Risk Adjusted Performance0.4771
Mean Deviation1.03
Semi Deviation1.21
Downside Deviation1.38
Coefficient Of Variation1578.29
Standard Deviation1.4
Variance1.95
Information Ratio(0.075243)
Jensen Alpha0.0476
Total Risk Alpha(0.87)
Sortino Ratio(0.076079)
Treynor Ratio0.4671
Maximum Drawdown5.76
Value At Risk(2.11)
Potential Upside2.8
Downside Variance1.91
Semi Variance1.46
Expected Short fall(1.22)
Skewness0.2391
Kurtosis0.4274

Current Valuation

United States Current Valuation Analysis
United States 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 59.87 Billion. United States has negative current valuation of (359.22 Million) making less than 1% of the industry.