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 3, 2016
1.6
Current Value
Downside upside
Downside
0.08
1.5
After-hype Price
24.15
Upside
Upside upside
Federal Home is abnormally 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
 1.09% 7.55% 0.10%  0.17% 1 Events / Month4 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
1.601.506.25%
8,389% 

Federal Home Hype Timeline

Federal Home Loan Mortgage Corporation is currently traded for 1.60 . This company has historical hype elasticity of -0.1 and average elasticity to hype of competition of -0.17. Federal Home Loan Mortgage Corporation is projected to decline in value after the next headline with price expected to drop to 1.5. The average volatility of media hype impact on the company stock price is about 8388.89%. The price decrease on the next news is expected to be -6.25% where as daily expected return is currently at 1.09%. The volatility of related hype on Federal Home is about 4839.74% with expected price after next announcement by competition of 1.43. The company recorded loss per share of 0.01. 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 1.19  0.04 (1.16) 2.80 (2.14) 5.22 
SREI Infrastructure Finance Limited 0.00 0 per month 1.97  0.03 (3.39) 3.58 (3.59) 17.28 
Federal National Mortgage Association(0.02)2 per month 4.16  0.13 (7.63) 8.94 (3.89) 48.59 
Ally Financial Inc 0.27 2 per month 0.00 (0.21) 0.00  2.00 (3.79) 6.32 
Federal Home Loan Mortgage Corporation(0.09)1 per month 3.63  0.15 (6.64) 9.09 (4.12) 41.06 
Hilltop Holdings Inc(0.02)3 per month 0.70  0.11 (1.03) 2.52 (1.47) 5.38 
Essent Group Ltd(0.01)2 per month 0.00 (0.10) 0.00  2.40 (2.10) 8.94 
LendingTree Inc(1.42)3 per month 0.00 (0.27) 0.00  3.82 (5.47) 10.79 
Nationstar Mortgage Holdings Inc 0.09 2 per month 0.72  0.30 (2.03) 3.14 (1.78) 10.77 
Hercules Technology Growth Capital Inc(0.36)2 per month 1.21 (0.10)(0.61) 0.99 (2.10) 3.69