Federated National Price Prediction

Federated National Holding Company -- USA Stock  

USD 16.20  0.32  1.94%

Macroaxis is not in business of monitoring Federated National headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Federated National Holding Company brand which may create opportunities for some arbitrage if properly timed. With Federated National hype-based prediction module you can estimate the value of Federated National Holding Company from the prospective of Federated National 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 Federated National over a specific investment horizon. Additionally see Federated National Basic Forecasting Models to cross-verify your projections.
 Time Horizon     30 Days    Login   to change

Federated National Estimiated After-Hype Price Volatility

 Next price density 
Expected price to next headline
March 20, 2018
Current Value
Downside upside
After-hype Price
Target Price Odds
 Above  Below  
Upside upside
Federated National is not very risky asset. Analysis and calculation of next after-hype price of Federated National H is based on 1 month time horizon.

Federated National Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.43% 2.73% 0.00%  0.21% 0 Events / Month2 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility

Federated National Hype Timeline

Federated National Holding Company is currently traded for16.20. This company stock is not elastic to its hype. The average elasticity to hype of competition is -0.21. Federated National Holding Company 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 0.43%. The volatility of relative hype elasticity to Federated National is about 549.66%%. The volatility of related hype on Federated National is about 549.66% with expected price after next announcement by competition of 15.99. About 22.0% of the company shares are held by company insiders. The company has price-to-book (P/B) ratio of 1.0. Some equities with similar Price to Book (P/B) outperform the market in the long run. Federated National Holding Company last dividend was issued on 2018-04-30. This company had 3:2 split on 2004-09-08. Given the investment horizon of 30 days, the next projected press release will be in a few days.
Additionally see Federated National Basic Forecasting Models to cross-verify your projections.

Federated National Related Hype Analysis

Short fall
At Risk
Loews Corporation 0.25 2 per month 0.68  0.13 (0.97)  1.49 (1.38)  3.72 
Alleghany Corporation(0.54) 2 per month 0.94  0.10 (1.52)  2.75 (2.03)  5.52 
Chubb Limited(2.76) 2 per month 0.00 (0.17)  0.00  1.47 (1.49)  3.05 
Cigna Corporation 0.68 2 per month 0.00 (0.26)  0.00  1.51 (3.49)  12.96 
OneBeacon Insurance Group Ltd 0.00 0 per month 0.00  0.53  0.00  0.11 (0.06)  0.28 
Patriot National Inc(0.61) 1 per month 0.00  0.00  0.00  0.00  0.00  0.00