Altaba Price Prediction and Hype Density Breakdown

AABA -- USA Stock  

Last Earning Anouncement Date: June 30, 2016  

We analyze noise-free headlines and recent hype associated with Altaba which may create opportunities for some arbitrage if properly timed. With Altaba hype-based prediction module you can estimate the value of Altaba from the prospective of Altaba 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 Altaba over a specific investment horizon. Check also Altaba Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Altaba After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Altaba Estimiated After-Hype Price Volatility

November 20, 2019
19.63
Current Value
19.49
After-hype Price
48.56
Upside
Altaba is slightly risky asset. Analysis and calculation of next after-hype price of Altaba is based on 3 months time horizon.

Altaba Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 1.25  9.69% 0.14   0.60  9 Events / Month5 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
19.6319.490.71 
8,809

Altaba Hype Timeline

Altaba is presently traded for19.63. The entity has historical hype elasticity of -0.14 and average elasticity to hype of competition of -0.6. Altaba is projected to decline in value after the next headline with price expected to drop to 19.49. The average volatility of media hype impact on the company stock price is about 8809.09%. The price decrease on the next news is expected to be -0.71% where as daily expected return is presently at -1.25%. The volatility of related hype on Altaba is about 2035.71% with expected price after next announcement by competition of 19.03. About 73.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 0.26. Some equities with similar Price to Book (P/B) outperform the market in the long run. Altaba recorded loss per share of 8.1. The entity last dividend was issued on 2019-09-24. The firm had a split on 2004-05-12. Given the investment horizon of 30 days, the next projected press release will be in about 9 days.
Check also Altaba Basic Forecasting Models to cross-verify your projections.

Altaba Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
HARGREAVES LANSDOWN 0.00 8 per month 0.00 (0.14)  2.39 (2.72)  17.70 
Apollo Global Management LLC(0.27) 6 per month 1.54  0.12  3.67 (3.00)  9.50 
Ameriprise Financial(0.16) 10 per month 1.58  0.15  3.18 (3.18)  9.23 
The Blackstone Group L P(0.21) 9 per month 1.51 (0.0072)  2.11 (2.75)  8.19 
Bank Of New York Mellon Corpora 0.98 10 per month 1.23  0.09  2.15 (2.73)  10.20 
T Rowe Price Group(1.31) 9 per month 1.33  0.05  2.24 (2.12)  6.15 
Northern Trust Corporation(0.71) 12 per month 1.13  0.15  2.55 (1.86)  7.39 
State Street Corporation(0.49) 10 per month 1.04  0.23  4.17 (2.25)  12.88 
BlackRock(2.52) 9 per month 0.98  0.12  1.98 (2.37)  5.26 
Franklin Resources(0.07) 11 per month 1.52 (0.05)  2.98 (3.05)  6.91 
Check also Altaba Basic Forecasting Models to cross-verify your projections. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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