Only 21% of analyzed free proxies are not shady
Tech geek Christian Haschek tested 443 free proxies to check if they add ads to content when users visit websites, if they allow HTTP traffic or hide users IPs.
Just because a proxy doesn't actively modify your content does not mean it’s safe to use. The only way to use a free proxy and be somewhat safe is if it's HTTPS capable and you're only surfing on HTTPS enforced sites.
Read more here - https://blog.haschek.at/2015-analyzing-443-free-proxies