Federal Home Price Prediction

  
Investment Horizon     30 Days    Login   to change
With this module your 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

Federal Home estimiated after-hype price volatility

Next price density
 
Embed  
Expected price to next headline
May 27, 2016
1.95
Current Value
Downside upside
2.11
After-hype Price
Target Price Odds
 Above  Below  
13.96
Upside
Upside upside
Federal Home is extremely volatile 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
 1.03% 3.95% 0.16%  0.49% 1 Events / Month3 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
1.952.118.21%
2,469% 

Federal Home Hype Timeline

Federal Home Loan Mortgage Corporation is currently traded for 1.95 . This company has historical hype elasticity of 0.16 and average elasticity to hype of competition of 0.49. Federal Home Loan Mortgage Corporation is projected to increase in value after the next headline with price going to jump to 2.11. The average volatility of media hype impact on the company stock price is about 2468.75%. The price appreciation on the next news is estimated to be 8.21% where as daily expected return is currently at 1.03%. The volatility of related hype on Federal Home is about 838.64% with expected price after next announcement by competition of 2.44. The company has return on total asset (ROA) of 0.32 % which means that it generated profit of $0.32 on every $100 spent on asset. This is way below average. Similarly, it shows return on stockholders equity (ROE) of 228.08 % meaning that it created $228.08 on every $100 dollars invested by stockholders. 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
SREI Infrastructure Finance Limited 0.00 0 per month 0.00 (0.19) 0.00  3.49 (3.18) 6.67 
Federal National Mortgage Association(0.07)1 per month 1.61  0.22 (5.42) 9.20 (3.24) 13.04 
Ally Financial Inc 0.25 2 per month 0.00  0.0016  0.00  2.46 (1.68) 4.21 
Federal Home Loan Mortgage Corporation 0.16 1 per month 1.77  0.19 (4.82) 7.59 (3.16) 11.84 
Hilltop Holdings Inc 0.10 2 per month 0.00  0.02  0.00  2.37 (1.79) 5.99 
Essent Group Ltd 0.07 2 per month 1.65  0.09 (2.11) 4.53 (2.74) 9.02 
Nationstar Mortgage Holdings Inc 0.03 1 per month 2.42  0.13 (1.78) 4.83 (3.88) 8.97 
Hercules Technology Growth Capital Inc 0.07 2 per month 1.41  0.03 (0.99) 1.90 (2.20) 5.76 
LendingTree Inc 3.23 2 per month 0.00 (0.12) 0.00  8.08 (5.06) 12.13 
Walker Dunlop Inc 0.87 2 per month 1.27  0.15 (2.25) 4.43 (2.46) 11.59