(UVXY) ProShares Ultra VIX - Ratings and Ratios
Leveraged, Volatility, Futures, ETF, SP500
| Risk via 10d forecast | |
|---|---|
| Volatility | 132% |
| Value at Risk 5%th | 167% |
| Relative Tail Risk | -22.99% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.01 |
| Alpha | -2.58 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.232 |
| Beta | -5.069 |
| Beta Downside | -6.693 |
| Drawdowns 3y | |
|---|---|
| Max DD | 97.77% |
| Mean DD | 82.24% |
| Median DD | 92.69% |
Description: UVXY ProShares Ultra VIX October 23, 2025
UVXY is a U.S.-based exchange-traded fund that tracks an index designed to reflect the implied 30-day volatility of the S&P 500 by holding short-term VIX futures. Its objective is to provide leveraged exposure to market volatility, making it a tool for traders seeking to profit from spikes in equity market uncertainty.
Key metrics as of the latest filing: the fund carries an expense ratio of roughly 0.95%, an average daily trading volume exceeding 10 million shares, and a beta of about 2.0 versus the CBOE VIX index, indicating strong amplification of VIX movements. Performance is driven primarily by the shape of the near-term VIX futures curve, roll-decay from daily futures rebalancing, and macro events that trigger rapid shifts in implied volatility, such as Federal Reserve policy announcements or unexpected macro-economic data releases.
For a deeper dive into UVXY’s risk profile and how it fits into a volatility-targeted strategy, you may find the analytics on ValueRay worth exploring.
UVXY ETF Overview
| Market Cap in USD | 613m |
| Category | Trading--Miscellaneous |
| TER | 0.95% |
| IPO / Inception | 2011-10-03 |
| Return 12m vs S&P 500 | -52.7% |
| Analyst Rating | - |
UVXY Dividends
Currently no dividends paidUVXY Growth Ratios
| CAGR 3y | -71.17% |
| CAGR/Max DD Calmar Ratio | -0.73 |
| CAGR/Mean DD Pain Ratio | -0.87 |
| Current Volume | 52478.3k |
| Average Volume | 32157.3k |
What is the price of UVXY shares?
Over the past week, the price has changed by -1.28%, over one month by -8.14%, over three months by -20.31% and over the past year by -45.82%.
Is ProShares Ultra VIX a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of UVXY is around 3.84 USD . This means that UVXY is currently overvalued and has a potential downside of -64.54%.
Is UVXY a buy, sell or hold?
What are the forecasts/targets for the UVXY price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 4.1 | -62% |
UVXY Fundamental Data Overview November 11, 2025
Beta = None
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 = 613.0m USD (613.0m + (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 613.0m)
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 613.0m / 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 = -12.66% (negative - check inputs) (E(613.0m)/V(613.0m) * Re(-12.66%) + (debt-free company))
Discount Rate = 9.70% (= Risk Free + ERP)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for UVXY ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle