ProShares UltraShort Price Prediction

ProShares UltraShort SP500 -- USA Etf  

USD 37.44  0.2  0.54%

Macroaxis is not in business of monitoring ProShares UltraShort headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with ProShares UltraShort SP500 brand which may create opportunities for some arbitrage if properly timed. With ProShares UltraShort hype-based prediction module you can estimate the value of ProShares UltraShort SP500 from the prospective of ProShares UltraShort response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on ProShares UltraShort over a specific investment horizon. Also please take a look at ProShares UltraShort Basic Forecasting Models to cross-verify your projections.
 Time Horizon     30 Days    Login   to change

ProShares UltraShort Estimiated After-Hype Price Volatility

 Next price density 
Expected price to next headline
January 20, 2018
Current Value
Downside upside
After-hype Price
Target Price Odds
 Above  Below  
Upside upside
ProShares UltraShort is not too risky asset. Analysis and calculation of next after-hype price of ProShares UltraShort is based on 1 month time horizon.

ProShares UltraShort Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.49% 0.78% 0.31%  0.04% 1 Events / Month1 Events / MonthVery soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility

ProShares UltraShort Hype Timeline

On 20 of January ProShares UltraShort SP500 is traded for 37.44. This company has historical hype elasticity of 0.31 and average elasticity to hype of competition of 0.04. ProShares UltraShort SP500 is estimated to increase in value after the next headline with price going to jump to 37.75. The average volatility of media hype impact on the company stock price is about 121.88%. The price escalation on the next news is estimated to be 0.83% where as daily expected return is at this time at -0.49%. The volatility of related hype on ProShares UltraShort is about 936.0% with expected price after next announcement by competition of 37.48. Considering 30-days investment horizon, the next estimated press release will be very soon.
Also please take a look at ProShares UltraShort Basic Forecasting Models to cross-verify your projections.

ProShares UltraShort Related Hype Analysis

Short fall
At Risk
ProShares Short SP500 0.23 1 per month 0.00 (1.16)  0.00  0.37 (0.71)  1.26 
ProShares UltraShort SP500 0.64 1 per month 0.00 (0.83)  0.00  0.69 (1.44)  2.62 
ProShares UltraPro Short SP500(0.17) 1 per month 0.00 (0.73)  0.00  0.99 (2.19)  3.91 
ProShares Short QQQ(0.06) 1 per month 0.00 (0.77)  0.00  0.54 (1.04)  2.45 
ProShares UltraShort QQQ(0.14) 1 per month 0.00 (0.64)  0.00  0.99 (2.15)  4.57 
Direxion Daily SP 500 Bear 3X ETF 0.00 0 per month 0.00 (0.71)  0.00  1.05 (2.17)  3.98