Federal Home Price Prediction

  
With Federal Home price prediction module you can estimate the value of Federal Home Loan Mortgage Corporation from the prospective of Federal Home 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 Federal Home over a specific investment horizon. See also Federal Home Backtesting, Federal Home Volatility, Federal Home Valuation, Federal Home Correlation, Federal Home History and Federal Home Performance
Investment Horizon     30 Days    Login   to change

Federal Home estimiated after-hype price volatility

 Next price density 
 
Embed  
Expected price to next headline
August 23, 2016
1.85
Current Value
Downside upside
1.85
After-hype Price
Target Price Odds
 Above  Below  
8.48
Upside
Upside upside
Federal Home is extremely risky asset. Analysis and calculation of next after-hype price of Federal Home Loan is based on 1 month time horizon.

Federal Home Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.22% 2.21% 0.00%  0.03% 2 Events / Month8 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
1.851.850.00%
0.00% 

Federal Home Hype Timeline

Federal Home Loan Mortgage Corporation is currently traded for 1.85 . This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.03. Federal Home Loan Mortgage Corporation is projected 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 projected to be very small where as daily expected return is currently at 0.22%. The volatility of relative hype elasticity to Federal Home is about 1445.79%%. The volatility of related hype on Federal Home is about 1445.79% with expected price after next announcement by competition of 1.88. The company recorded loss per share of 0.11. Federal Home Loan Mortgage Corporation last dividend was issued on June 12, 2008. This company had 4:1 split on January 13, 1997. Given the investment horizon of 30 days, the next projected press release will be in a few days.
See also Federal Home Backtesting, Federal Home Volatility, Federal Home Valuation, Federal Home Correlation, Federal Home History and Federal Home Performance

Federal Home Related Hype Analysis

Hype
Elasticity
News
Dencity
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Hong Kong Exchanges and Clearing Ltd 0.00 0 per month 0.00 (0.05) 0.00  1.54 (2.27) 7.74 
SREI Infrastructure Finance Limited 0.00 0 per month 1.91  0.03 (2.31) 3.53 (3.49) 12.75 
Federal National Mortgage Association 0.00 0 per month 0.00 (0.02) 0.00  2.62 (3.41) 9.95 
Ally Financial Inc 0.02 3 per month 0.00  0.44  0.00  1.91 (1.06) 3.47 
Federal Home Loan Mortgage Corporation 0.00 2 per month 1.68  0.07 (2.13) 4.09 (2.84) 6.68 
Essent Group Ltd 0.35 2 per month 0.70  0.28 (1.16) 2.36 (1.11) 8.23 
Hilltop Holdings Inc(0.06)2 per month 0.84  0.04 (0.88) 1.17 (1.20) 3.94 
Nationstar Mortgage Holdings Inc 0.02 1 per month 1.25  0.31 (3.85) 6.57 (1.11) 19.85 
LendingTree Inc 4.56 1 per month 1.69  0.15 (2.46) 4.61 (2.93) 10.87 
Hercules Capital Inc(0.12)2 per month 0.53  0.25 (0.94) 1.61 (1.29) 3.95 
The Blackstone Group LP 0.17 3 per month 0.88  0.05 (1.06) 2.10 (1.85) 3.81 
The Carlyle Group LP(0.22)2 per month 0.00 (0.26) 0.00  0.94 (2.26) 4.21 
Legg Mason Inc(0.36)3 per month 0.80  0.15 (1.16) 2.11 (1.83) 3.94 
MasterCard Incorporated 0.07 3 per month 0.00  0.19 (0.70) 1.01 (0.80) 3.26 
The Western Union Company(0.04)3 per month 0.49  0.20 (1.08) 1.50 (0.99) 4.72 
Stifel Financial Corp(0.26)2 per month 0.88  0.20 (1.71) 3.44 (1.61) 9.26 
RentACenter Inc(0.12)2 per month 6.81  0.02 (1.91) 3.69 (3.24) 18.71 
China Finance Online Co Ltd(0.05)1 per month 4.85  0.05 (3.18) 6.32 (3.38) 21.77 
The Charles Schwab Corporation(0.44)3 per month 0.53  0.22 (1.17) 1.72 (1.45) 6.82 
Apollo Global Management LLC 0.13 2 per month 0.00  0.34  0.00  2.84 (1.75) 5.87 
American Express Company(0.44)3 per month 0.45  0.09 (0.64) 1.14 (0.99) 3.47