Chubb Price Prediction and Hype Density Breakdown

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Earning Report: February 4, 2020  

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

Chubb After-Hype Price Density Analysis

 Next price density 
    
  Expected price to next headline 

Chubb Estimiated After-Hype Price Volatility

Current Value
153.33
January 17, 2020
147.67
Downside
150.76
After-hype Price
153.85
Upside
Chubb is very steady asset. Analysis and calculation of next after-hype price of Chubb Limited is based on 3 months time horizon.

Chubb Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.01  1.02  0.01   0.00  8 Events / Month6 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
153.33150.760.00 
147.83  

Chubb Hype Timeline

As of January 17, 2020 Chubb Limited is listed for 153.33. The entity has historical hype elasticity of -0.01 and average elasticity to hype of competition of 0.0. Chubb Limited 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 147.83%. The immediate return on the next news is suggested to be very small where as daily expected return is currently at 0.01%. The volatility of relative hype elasticity to Chubb is about 679.09%%. The volatility of related hype on Chubb is about 679.09% with expected price after next announcement by competition of 153.33. About 91.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 1.25. Some equities with similar Price to Book (P/B) outperform the market in the long run. Chubb Limited has Price/Earnings To Growth (PEG) ratio of 2.52. The entity recorded earning per share (EPS) of 7.89. The firm last dividend was issued on 2019-12-19. Chubb had 2:1 split on 2006-04-19. Allowing for the 30-days total investment horizon, the next suggested press release will be in about 8 days.
Continue to Chubb Basic Forecasting Models to cross-verify your projections.

Chubb Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
HCI Group(0.22) 8 per month 1.11  0.0422  2.44 (1.68)  10.87 
FAIRFAX FINANCIAL HLDGS LTD 0.26 8 per month 1.26  0.0351  2.69 (2.01)  7.55 
Atlas Financial Holdings 0.002 7 per month 4.74  0.09  12.48 (9.10)  39.29 
Axis Capital Holdings Limited 0.24 9 per month 0.00 (0.18)  1.18 (1.43)  5.48 
CNA Financial Corporation(0.12) 7 per month 0.00 (0.22)  1.21 (1.44)  4.91 
FedNat Holding Company(0.11) 8 per month 1.24  0.07  3.08 (1.94)  8.20 
Allstate Corporation 1.76 9 per month 1.25 (0.0241)  1.42 (1.04)  7.56 
American Financial Group(0.63) 9 per month 0.58 (0.0221)  1.36 (1.15)  3.66 
Chubb Limited(0.69) 8 per month 0.00 (0.16)  1.20 (1.81)  5.19 
Loews Corporation 1.01 10 per month 0.96 (0.09)  1.61 (1.29)  4.94 
Continue to Chubb Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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