Proshares Vix Short Term Etf Probability of Future Etf Price Finishing Under 47.75
| VIXY Etf | USD 41.98 0.84 1.96% |
ProShares |
ProShares VIX Target Price Odds to finish below 47.75
The tendency of ProShares Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay under $ 47.75 after 90 days |
| 41.98 | 90 days | 47.75 | about 33.0 |
Based on a normal probability distribution, the odds of ProShares VIX to stay under $ 47.75 after 90 days from now is about 33.0 (This ProShares VIX Short Term probability density function shows the probability of ProShares Etf to fall within a particular range of prices over 90 days) . Probability of ProShares VIX Short price to stay between its current price of $ 41.98 and $ 47.75 at the end of the 90-day period is about 30.2 .
Given the investment horizon of 90 days ProShares VIX Short Term has a beta of -3.96. This entails as returns on its benchmark rise, returns on holding ProShares VIX Short Term are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, ProShares VIX is expected to outperform its benchmark. Additionally ProShares VIX Short Term has an alpha of 0.4855, implying that it can generate a 0.49 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). ProShares VIX Price Density |
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Predictive Modules for ProShares VIX
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ProShares VIX Short. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProShares VIX's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ProShares VIX Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. ProShares VIX is not an exception. The market had few large corrections towards the ProShares VIX's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold ProShares VIX Short Term, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of ProShares VIX within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.49 | |
β | Beta against Dow Jones | -3.96 | |
σ | Overall volatility | 3.97 | |
Ir | Information ratio | -0.02 |
ProShares VIX Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of ProShares VIX for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for ProShares VIX Short can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| ProShares VIX Short generated a negative expected return over the last 90 days | |
| ProShares VIX Short has high historical volatility and very poor performance | |
| This fund created-48.0 ten year return of -48.0% | |
| ProShares VIX keeps all of the net assets in exotic instruments |
ProShares VIX Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of ProShares Etf often depends not only on the future outlook of the current and potential ProShares VIX's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. ProShares VIX's indicators that are reflective of the short sentiment are summarized in the table below.
ProShares VIX Technical Analysis
ProShares VIX's future price can be derived by breaking down and analyzing its technical indicators over time. ProShares Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of ProShares VIX Short Term. In general, you should focus on analyzing ProShares Etf price patterns and their correlations with different microeconomic environments and drivers.
ProShares VIX Predictive Forecast Models
ProShares VIX's time-series forecasting models is one of many ProShares VIX's etf analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary ProShares VIX's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.
Things to note about ProShares VIX Short
Checking the ongoing alerts about ProShares VIX for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for ProShares VIX Short help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| ProShares VIX Short generated a negative expected return over the last 90 days | |
| ProShares VIX Short has high historical volatility and very poor performance | |
| This fund created-48.0 ten year return of -48.0% | |
| ProShares VIX keeps all of the net assets in exotic instruments |
Check out ProShares VIX Backtesting, Portfolio Optimization, ProShares VIX Correlation, ProShares VIX Hype Analysis, ProShares VIX Volatility, ProShares VIX History as well as ProShares VIX Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
The market value of ProShares VIX Short is measured differently than its book value, which is the value of ProShares that is recorded on the company's balance sheet. Investors also form their own opinion of ProShares VIX's value that differs from its market value or its book value, called intrinsic value, which is ProShares VIX's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares VIX's market value can be influenced by many factors that don't directly affect ProShares VIX's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares VIX's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares VIX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares VIX's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.