Alcoa Price Prediction and Hype Density Breakdown

AA -- USA Stock  

Fiscal Quarter End: December 31, 2019  

We analyze noise-free headlines and recent hype associated with Alcoa Corporation which may create opportunities for some arbitrage if properly timed. With Alcoa hype-based prediction module you can estimate the value of Alcoa Corporation from the prospective of Alcoa response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Alcoa over a specific investment horizon. Check also Alcoa Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Alcoa After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Alcoa Estimiated After-Hype Price Volatility

Current Value
20.60
December 8, 2019
20.60
After-hype Price
28.79
Upside
Alcoa is somewhat reliable asset. Analysis and calculation of next after-hype price of Alcoa is based on 3 months time horizon.

Alcoa Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.06  2.73  0.00   0.01  10 Events / Month6 Events / MonthIn about 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
20.6020.600.00 
4,550  

Alcoa Hype Timeline

As of December 8, 2019 Alcoa is listed for 20.60. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. Alcoa Corporation is suggested not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 4550.0%. The immediate return on the next news is suggested to be very small where as daily expected return is presently at 0.06%. The volatility of relative hype elasticity to Alcoa is about 2935.48%%. The volatility of related hype on Alcoa is about 2935.48% with expected price after next announcement by competition of 20.61. The company has price-to-book (P/B) ratio of 0.9. Some equities with similar Price to Book (P/B) outperform the market in the long run. Alcoa has Price/Earnings To Growth (PEG) ratio of 1.59. The entity recorded loss per share of 4.29. The firm last dividend was issued on August 3, 2016. Alcoa had 2:1 split on 2016-11-01. Allowing for the 30-days total investment horizon, the next suggested press release will be in about 10 days.
Check also Alcoa Basic Forecasting Models to cross-verify your projections.

Alcoa Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Alcoa Corporation(0.06) 10 per month 2.16  0.0141  6.11 (3.95)  12.59 
NORANDA ALUM HLDG CORP 0.00 2 per month 23.56  0.13  200.00 (58.75)  7,060 
Aluminum Corporation Of China L 0.06 7 per month 1.63 (0.008)  3.15 (2.64)  10.53 
Kaiser Aluminum Corporation 1.28 8 per month 0.99  0.14  2.78 (1.75)  11.29 
Century Aluminum Company 0.09 10 per month 3.16  0.07  7.49 (5.56)  20.05 
Constellium N V 0.16 7 per month 2.32  0.08  4.88 (4.00)  12.17 
Procter Gamble Company(0.12) 8 per month 1.23 (0.0456)  1.45 (1.94)  6.48 
Merck Company(0.53) 7 per month 1.33 (0.0137)  1.91 (2.13)  6.54 
Walmart(0.48) 7 per month 0.64 (0.0209)  1.16 (1.47)  3.33 
Pfizer 0.53 6 per month 0.80  0.0111  1.86 (1.45)  4.36 
Check also Alcoa Basic Forecasting Models to cross-verify your projections. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.
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