ProShares UltraShort Price Prediction and Hype Density Breakdown

PR
SDS -- USA Etf  

USD 23.87  0.42  1.79%

We analyze noise-free headlines and recent hype associated with ProShares UltraShort SP500 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. Additionally take a look at ProShares UltraShort Basic Forecasting Models to cross-verify your projections.
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

Current Value
23.87
January 26, 2020
23.87
After-hype Price
26.48
Upside
ProShares UltraShort is very steady asset. Analysis and calculation of next after-hype price of ProShares UltraShort is based on 3 months time horizon.

ProShares UltraShort Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.27  0.87  0.00   0.01  0 Events / Month0 Events / MonthWithin a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
23.8723.870.00 
0.00  

ProShares UltraShort Hype Timeline

On the 26th of January ProShares UltraShort is traded for 23.87. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. ProShares UltraShort SP500 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 -0.27%. The volatility of relative hype elasticity to ProShares UltraShort is about 4350.0%%. The volatility of related hype on ProShares UltraShort is about 4350.0% with expected price after next announcement by competition of 23.88. The company last dividend was issued on Decemberember 24, 2019. Considering 30-days investment horizon, the next estimated press release will be within a week.
Additionally 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
ProShares Short Dow30 0.00 0 per month 0.00 (0.48)  0.63 (0.95)  2.28 
ProShares Short QQQ 0.00 0 per month 0.00 (0.56)  0.78 (1.05)  2.72 
ProShares Short Russell2000 0.00 0 per month 0.00 (0.38)  0.64 (1.20)  2.82 
Direxion Daily Gold Miners Inde 0.00 0 per month 0.00 (0.14)  6.84 (7.09)  17.91 
ProShares UltraShort SP500 0.00 0 per month 0.00 (0.48)  1.35 (1.67)  3.52 
ProShares UltraPro Short SP500 0.00 0 per month 0.00 (0.33)  1.76 (2.07)  4.53 
Direxion Daily SP 500 Bear 3X 0.00 0 per month 0.00 (0.38)  2.16 (2.57)  5.34 
Direxion Daily SP Biotech Bear 0.20 1 per month 0.00 (0.18)  4.83 (7.90)  18.29 
ProShares UltraShort QQQ 0.00 0 per month 0.00 (0.47)  1.58 (2.08)  5.52 
ProShares Short SP500 0.00 0 per month 0.00 (0.58)  0.64 (0.85)  1.89 
Additionally take a look at ProShares UltraShort Basic Forecasting Models to cross-verify your projections. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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