First Trust Price Prediction and Hype Density Breakdown

FJP -- USA Etf  

USD 53.70  0.0154  0.0287%

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 19, 2018
53.70
Current Value
53.70
After-hype Price
Target Odds
  
57.72
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
 0.21% 1.34% 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
53.7053.700.00%
0.00% 

First Trust Hype Timeline

On 19 of October First Trust Japan AlphaDEX ETF is traded for 53.70. 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 -0.21%. The volatility of relative hype elasticity to First Trust is about 0.0%%. The volatility of related hype on First Trust is about 0.0% with expected price after next announcement by competition of 53.7. 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
iShares MSCI Japan ETF 0.00 0 per month 0.00 (0.09)  0.75 (1.81)  3.21 
WisdomTree Japan Hedged Equity ETF 0.00 0 per month 0.00 (0.08)  1.28 (2.22)  4.73 
iShares Currency Hedged MSCI Japan ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
WisdomTree Japan SmallCap Dividend ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Xtrackers MSCI Japan Hedged Equity ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
iShares MSCI Japan Small Cap ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
First Trust Japan AlphaDEX ETF 0.00 0 per month 0.00 (0.10)  1.75 (2.27)  5.54 
iShares JPX Nikkei 400 ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
IQ 50 Percent Hedged FTSE Japan ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
WisdomTree Japan Hedged Financials ETF 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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