(VIXY) ProShares VIX Short-Term - Overview
Etf: Volatility, Futures, Index, Exposure
| Risk 5d forecast | |
|---|---|
| Volatility | 87.8% |
| Relative Tail Risk | -23.4% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.31 |
| Alpha | -2.25 |
| Character TTM | |
|---|---|
| Beta | -3.318 |
| Beta Downside | -4.429 |
| Drawdowns 3y | |
|---|---|
| Max DD | 88.88% |
| CAGR/Max DD | -0.55 |
Description: VIXY ProShares VIX Short-Term January 01, 2026
VIXY aims to give investors exposure to short-term market volatility by tracking the implied volatility of the S&P 500 over the next 30 days through publicly traded VIX futures contracts.
Key characteristics: the fund holds front-month VIX futures, which makes its performance highly sensitive to the term structure of volatility; its expense ratio is 0.29 % (as of 2024), and it typically exhibits a beta of ~0.8 relative to the CBOE VIX Index. Recent data show an average daily trading volume of about 1.2 million shares and a 30-day implied volatility level of roughly 18 % following the Fed’s March 2024 rate-pause decision, underscoring the link between monetary policy expectations and VIX dynamics.
For a deeper quantitative dive into VIXY’s risk-adjusted returns and how it fits into a volatility-managed portfolio, you might explore the analytics on ValueRay.
What is the price of VIXY shares?
Over the past week, the price has changed by +0.00%, over one month by +5.74%, over three months by -21.46% and over the past year by -36.09%.
Is VIXY a buy, sell or hold?
What are the forecasts/targets for the VIXY price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 14.9 | -44.1% |
VIXY Fundamental Data Overview February 02, 2026
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 = 215.2m USD (215.2m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 215.2m)
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 215.2m / 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 = -6.31% (negative - check inputs) (E(215.2m)/V(215.2m) * Re(-6.31%) + (debt-free company))
Discount Rate = 9.60% (= Risk Free + ERP)
Fair Price DCF = unknown (Cash Flow 0.0)