(SVXY) ProShares Short VIX - Overview
Etf: Volatility, Futures, S&P500, Inverse
| Risk 5d forecast | |
|---|---|
| Volatility | 44.7% |
| Relative Tail Risk | -2.18% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.20 |
| Alpha | -18.66 |
| Character TTM | |
|---|---|
| Beta | 1.689 |
| Beta Downside | 2.235 |
| Drawdowns 3y | |
|---|---|
| Max DD | 46.45% |
| CAGR/Max DD | 0.43 |
Description: SVXY ProShares Short VIX December 31, 2025
ProShares Short VIX Short-Term Futures ETF (SVXY) aims to provide inverse exposure to the implied 30-day volatility of the S&P 500 by holding short positions in VIX futures contracts, effectively betting that market volatility will decline.
Key quantitative drivers to monitor include: (1) the fund’s expense ratio of 0.95 % (annualized), which erodes returns especially in a sideways market; (2) its average daily trading volume (~ 5 M shares) that impacts liquidity and bid-ask spreads; and (3) the roll-yield dynamics of the front-month VIX futures curve, which can turn sharply negative during periods of contango, amplifying losses when volatility spikes. Macro-level factors such as Federal Reserve policy shifts, earnings season volatility, and geopolitical shocks are primary catalysts for VIX movements, while the overall health of the equity market (e.g., S&P 500 momentum) serves as the underlying sector driver.
For a deeper, data-driven assessment of SVXY’s risk-adjusted performance and its sensitivity to volatility regime changes, you may want to explore the analytics available on ValueRay.
What is the price of SVXY shares?
Over the past week, the price has changed by -0.43%, over one month by -3.94%, over three months by +10.57% and over the past year by +4.46%.
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 | 61.1 | 13.4% |
SVXY Fundamental Data Overview February 04, 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 = 229.2m USD (229.2m + (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 229.2m)
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 229.2m / 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 = 12.14% (E(229.2m)/V(229.2m) * Re(12.14%) + (debt-free company))
Discount Rate = 12.14% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)