CVS Health Price Prediction and Hype Density Breakdown

CVS -- USA Stock  

Fiscal Quarter End: December 31, 2019  

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

CVS Health After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

CVS Health Estimiated After-Hype Price Volatility

Current Value
73.35
December 14, 2019
73.59
After-hype Price
78.81
Upside
CVS Health is very steady asset. Analysis and calculation of next after-hype price of CVS Health is based on 3 months time horizon.

CVS Health Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.24  1.34  0.26   0.12  8 Events / Month7 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
73.3573.590.00 
124.07  

CVS Health Hype Timeline

On the 14th of December 2019 CVS Health is traded for 73.35. The entity has historical hype elasticity of 0.26 and average elasticity to hype of competition of 0.12. CVS Health Corporation is estimated not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 124.07%. The immediate return on the next news is estimated to be very small where as daily expected return is currently at 0.24%. The volatility of relative hype elasticity to CVS Health is about 275.72%%. The volatility of related hype on CVS Health is about 275.72% with expected price after next announcement by competition of 73.47. About 84.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 1.5. Some equities with similar Price to Book (P/B) outperform the market in the long run. CVS Health last dividend was issued on 2019-10-23. The entity had 2:1 split on 2005-06-07. Considering 30-days investment horizon, the next estimated press release will be in about 8 days.
Check also CVS Health Basic Forecasting Models to cross-verify your projections.

CVS Health Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Cigna Corporation 0.94 10 per month 1.65  0.13  2.89 (2.02)  9.89 
Centene Corporation 0.85 8 per month 1.39  0.15  5.32 (2.42)  12.17 
CVS Health Corporation 1.08 8 per month 0.99  0.13  1.85 (1.60)  7.78 
Triple S Management Corporation 2.25 11 per month 2.42  0.0344  4.35 (3.59)  24.30 
Humana 2.11 6 per month 0.65  0.24  3.68 (1.62)  7.20 
Molina Healthcare(1.99) 10 per month 1.60  0.08  3.69 (2.75)  9.44 
Health Insurance Innovations I(1.14) 10 per month 0.00 (0.0135)  6.62 (8.16)  21.12 
Magellan Health(0.04) 8 per month 1.28  0.12  3.31 (2.40)  7.57 
Anthem 0.82 8 per month 1.08  0.1  2.84 (2.14)  9.16 
COMPREHENSIVE CARE CORP(0.02) 8 per month 10.35  0.039  14.96 (20.00)  54.44 
Check also CVS Health 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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