First Trust Price Prediction and Hype Density Breakdown

FJP -- USA Etf  

USD 52.39  1.55  2.87%

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

October 15, 2018
52.39
Current Value
52.39
After-hype Price
Target Odds
  
56.11
Upside
First Trust is not too risky asset. Analysis and calculation of next after-hype price of First Trust Japan is based on 1 month time horizon.

First Trust Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.20% 1.24% 0.00%  0.00% 0 Events / Month0 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
52.3952.390.00%
0.00% 

First Trust Hype Timeline

On 15 of October First Trust Japan AlphaDEX ETF is traded for 52.39. This company 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 -0.2%. The volatility of relative hype elasticity to First Trust is about 7750.0%%. The volatility of related hype on First Trust is about 7750.0% with expected price after next announcement by competition of 52.39. 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 AlphaDEX ETF had not issued any dividends in recent years. 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
WisdomTree Japan Hedged Financials ETF 0.00 0 per month 0.00  0.0083  1.12 (1.50)  4.29 
Microsoft Corporation 0.86 5 per month 0.00  0.0383  1.67 (2.07)  7.11 
E I du Pont de Nemours and Company 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
JPMorgan Chase Co 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
The Travelers Companies 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Johnson Johnson(0.70) 6 per month 0.00 (0.0351)  1.08 (1.69)  3.79 
ATT 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Intel Corporation 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Merck Co 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Bank of America Corporation 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 

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Additionally see First Trust Basic Forecasting Models to cross-verify your projections. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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