ProShares UltraShort Price Prediction

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 SmallCap600 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 SmallCap600 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.
Investment Horizon     30 Days    Login   to change

ProShares UltraShort estimiated after-hype price volatility

 Next price density 
Expected price to next headline
October 28, 2016
Current Value
Downside upside
After-hype Price
Target Price Odds
 Above  Below  
Upside upside
ProShares UltraShort is not too volatile 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
 0.50% 1.44% 0.00%  0.00% 0 Events / Month1 Events / MonthWithin a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility

ProShares UltraShort Hype Timeline

On 28 of October ProShares UltraShort SmallCap600 is traded for  29.22 . This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. ProShares UltraShort SmallCap600 is estimated not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 0.0%. The immediate return on the next news is estimated to be very small where as daily expected return is at this time at 0.5%. The volatility of relative hype elasticity to ProShares UltraShort is about 18000.0%%. The volatility of related hype on ProShares UltraShort is about 18000.0% with expected price after next announcement by competition of 29.22. The company had not issued any dividends in recent years. Considering 30-days investment horizon, the next estimated press release will be within a week.
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 0.17 1 per month 0.28  0.28 (0.44) 0.92 (0.57) 1.80 
ProShares UltraShort SP500(0.15)1 per month 0.71  0.22 (0.86) 1.83 (1.29) 3.73 
ProShares UltraPro Short SP500 0.00 0 per month 1.10  0.20 (1.34) 2.73 (1.72) 5.47 
Direxion Shares ETF Trust Direxion Daily SP 500 Bear 3X Shares 0.08 1 per month 1.08  0.20 (1.33) 2.78 (1.78) 5.44 
ProShares Short Russell2000 0.00 0 per month 0.41  0.36 (0.66) 1.49 (1.14) 2.67 
ProShares UltraShort QQQ(0.01)1 per month 1.28  0.10 (0.77) 1.44 (1.80) 5.37 
ProShares Short QQQ 0.07 1 per month 0.65  0.14 (0.35) 0.69 (0.91) 2.78 
ProShares Trust ProShares Short Dow30 0.00 0 per month 0.36  0.20 (0.37) 0.92 (0.57) 1.77 
Direxion Shares ETF Trust Direxion Daily Gold Miners Index Bear 3X Shares(0.43)1 per month 5.57  0.20 (6.80) 8.26 (8.53) 39.76 
ProShares Trust ProShares UltraShort Dow30 0.19 1 per month 0.90  0.13 (0.72) 2.09 (1.29) 3.86