First Trust Price Prediction and Hype Density Breakdown

FJP -- USA Etf  

USD 49.83  0.28  0.55%

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

First Trust After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

First Trust Estimiated After-Hype Price Volatility

January 17, 2019
49.83
Current Value
49.83
After-hype Price
Target Odds
Odds Odds
54.15
Upside
First Trust is not too risky asset. Analysis and calculation of next after-hype price of First Trust Japan is based on 2 months time horizon.

First Trust Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.07% 1.44% 0.00%  0.00% 0 Events / Month1 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
49.8349.830.00%
0.00% 

First Trust Hype Timeline

On 17 of January First Trust Japan is traded for 49.83. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. First Trust Japan AlphaDEX ETF 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 0.0%. The immediate return on the next news is estimated to be very small where as daily expected return is currently at -0.07%. The volatility of relative hype elasticity to First Trust is about 3417.99%%. The volatility of related hype on First Trust is about 3417.99% with expected price after next announcement by competition of 49.83. The company has price-to-book (P/B) ratio of 1.24. Some equities with similar Price to Book (P/B) outperform the market in the long run. First Trust Japan last dividend was issued on Decemberember 18, 2018. Considering 30-days investment horizon, the next estimated press release will be in a few days.
Additionally see First Trust Basic Forecasting Models to cross-verify your projections.

First Trust Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
iShares MSCI Japan ETF(0.37) 1 per month 0.00  0.042  1.53 (1.84)  5.22 
iShares Currency Hedged MSCI Japan ETF 0.00 0 per month 0.00 (0.0137)  2.66 (2.21)  7.12 
WisdomTree Japan SmallCap Dividend ETF 0.00 0 per month 0.00  0.0035  2.11 (2.26)  5.71 
Xtrackers MSCI Japan Hedged Equity ETF 0.00 0 per month 0.00 (0.0405)  2.18 (2.34)  6.67 
iShares MSCI Japan Small Cap ETF(0.53) 1 per month 0.00  0.0071  2.23 (2.50)  5.40 
First Trust Japan AlphaDEX ETF 0.00 0 per month 0.00  0.0174  1.77 (2.19)  5.74 
iShares JPX Nikkei 400 ETF 0.00 0 per month 0.00  0.06  1.76 (1.44)  5.30 
IQ 50 Percent Hedged FTSE Japan ETF(0.0113) 1 per month 0.00  0.06  1.74 (2.88)  5.45 
Xtrackers Japan JPX Nikkei 400 Eq ETF 0.49 1 per month 0.00  0.0378  1.52 (1.80)  4.60 
iShares Edge MSCI Min Vol Japan ETF 0.00 0 per month 0.00  0.19  0.99 (1.13)  3.67 

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Additionally see First Trust Basic Forecasting Models to cross-verify your projections. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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