ProShares UltraShort Price Prediction

ProShares UltraShort SP500 -- USA Etf  

USD 39.89  0.68  1.73%

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 After-Hype Price Density Analysis

 Next price density 
 
Expected price to next headline

ProShares UltraShort Estimiated After-Hype Price Volatility

April 22, 2018
39.89
Current Value
39.84
After-hype Price
Target Price Odds
 Above  Below  
46.98
Upside
ProShares UltraShort is not too volatile asset. Analysis and calculation of next after-hype price of ProShares UltraShort is based on 2 months time horizon.

ProShares UltraShort Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.04% 2.38% 0.05%  0.00% 1 Events / Month0 Events / MonthVery soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
39.8939.840.13%
177.61% 

ProShares UltraShort Hype Timeline

On 22 of April ProShares UltraShort SP500 is traded for 39.89. This company has historical hype elasticity of -0.05 and average elasticity to hype of competition of 0.0. ProShares UltraShort SP500 is estimated to decline in value after the next headline with price expected to drop to 39.84. The average volatility of media hype impact on the company stock price is about 177.61%. The closing price depreciation on the next news is expected to be -0.13% where as daily expected return is at this time at 0.04%. The volatility of related hype on ProShares UltraShort is about 6611.11% with expected price after next announcement by competition of 39.89. The company had not issued any dividends in recent years. 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

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
IQ Chaikin US Large Cap ETF(0.36) 2 per month 0.00  0.0322  1.72 (2.30)  5.34 
Guggenheim China Small Cap ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Fidelity Low Volatility Factor ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
FlexShares US Quality Large Cap ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
JHancock Multifactor Small Cap ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Goldman Sachs Equal Wght US Lg Cp Eq ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
OShares FTSE Russell Intl Qual Div 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
WisdomTree Global Hedged SmallCp Div ETF 0.00 0 per month 0.00  0.0477  0.89 (1.31)  3.93 
Oppenheimer Russell 2000 Dyn Mltfctr ETF 0.00 0 per month 0.00  0.0286  0.98 (2.12)  9.33 
Fidelity International Value Factor ETF 0.00 0 per month 0.00  0.094  1.25 (1.40)  3.41 

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Also please take a look at ProShares UltraShort Basic Forecasting Models to cross-verify your projections. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.