(SVXY) ProShares Short VIX - Ratings and Ratios
Inverse Volatility, Futures Contract, S&P 500 Volatility
Dividends
Currently no dividends paid| Risk via 10d forecast | |
|---|---|
| Volatility | 31.5% |
| Value at Risk 5%th | 50.7% |
| Relative Tail Risk | -2.18% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.05 |
| Alpha | -23.14 |
| CAGR/Max DD | 0.49 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.558 |
| Beta | 1.727 |
| Beta Downside | 2.260 |
| Drawdowns 3y | |
|---|---|
| Max DD | 46.45% |
| Mean DD | 13.18% |
| Median DD | 9.14% |
Description: SVXY ProShares Short VIX October 28, 2025
ProShares Short VIX Short-Term Futures ETF (SVXY) aims to deliver inverse exposure to market volatility by holding short positions in near-term VIX futures, effectively tracking the opposite of the 30-day implied volatility of the S&P 500. The fund’s design means it gains when the VIX falls and loses when volatility spikes, making it a tactical tool rather than a long-term hold.
Key metrics (as of 2024) include an expense ratio of 0.95%, assets under management of roughly $250 million, and an average daily volume of about 2 million shares. Its performance is tightly linked to the VIX futures term structure-specifically, a steep contango environment tends to erode returns, while backwardation can boost them. Macro drivers such as Federal Reserve policy shifts, earnings season risk, and geopolitical events that move equity market sentiment are the primary catalysts for the underlying VIX movements that SVXY seeks to short.
For a deeper quantitative breakdown of SVXY’s risk-adjusted return profile, you might explore the analytics on ValueRay.
What is the price of SVXY shares?
Over the past week, the price has changed by +1.98%, over one month by +4.82%, over three months by +3.95% and over the past year by -1.33%.
Is SVXY a buy, sell or hold?
What are the forecasts/targets for the SVXY price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 60.5 | 15% |
SVXY Fundamental Data Overview December 02, 2025
Beta = -60.42
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 215.6m USD (215.6m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 215.6m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 215.6m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 12.38% (E(215.6m)/V(215.6m) * Re(12.38%) + (debt-free company))
Discount Rate = 12.38% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SVXY ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle