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 
 
Embed  
Expected price to next headline
December 9, 2016
20.34
Current Value
Downside upside
20.14
After-hype Price
Target Price Odds
 Above  Below  
26.02
Upside
Upside upside
ProShares UltraShort is not very 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
 1.33% 1.96% 0.20%  0.15% 1 Events / Month2 Events / MonthWithin a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
20.3420.140.98%
1,309% 

ProShares UltraShort Hype Timeline

On 09 of December ProShares UltraShort SmallCap600 is traded for  20.34 . This company has historical hype elasticity of -0.2 and average elasticity to hype of competition of -0.15. ProShares UltraShort SmallCap600 is estimated to decline in value after the next headline with price expected to drop to 20.14. The average volatility of media hype impact on the company stock price is about 1309.29%. The closing price depreciation on the next news is expected to be -0.98% where as daily expected return is at this time at -1.33%. The volatility of related hype on ProShares UltraShort is about 1750.0% with expected price after next announcement by competition of 20.19. 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

Hype
Elasticity
News
Dencity
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
ProShares Short SP500 0.00 0 per month 0.00 (1.08) 0.00  0.38 (1.02) 1.72 
ProShares UltraShort SP500(0.15)2 per month 0.00 (0.77) 0.00  0.76 (2.16) 3.60 
ProShares UltraPro Short SP500(0.22)4 per month 0.00 (0.71) 0.00  1.15 (3.12) 5.01 
Direxion Shares ETF Trust Direxion Daily SP 500 Bear 3X Shares(0.13)1 per month 0.00 (0.71) 0.00  0.95 (3.33) 5.12 
ProShares Short Russell2000 0.00 0 per month 0.00 (0.94) 0.00  0.54 (2.39) 3.15 
ProShares UltraShort QQQ 0.00 0 per month 0.00 (0.22) 0.00  3.21 (2.54) 6.00 
ProShares Short QQQ 0.03 1 per month 0.00 (0.38) 0.00  1.63 (1.25) 3.05 
ProShares Trust ProShares Short Dow30(0.06)2 per month 0.00 (1.26) 0.00  0.20 (1.31) 1.78 
Direxion Shares ETF Trust Direxion Daily Gold Miners Index Bear 3X Shares(0.56)2 per month 6.66  0.12 (7.24) 21.05 (11.19) 37.75 
ProShares Trust ProShares UltraShort Dow30(0.03)1 per month 0.00 (0.97) 0.00  0.32 (2.82) 3.40