PowerShares Multi-Factor Price Prediction and Hype Density Breakdown |
| GMFL -- USA Etf | USD 27.98 0.97 3.59% |
Macroaxis is not in business of monitoring PowerShares Multi-Factor 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 PowerShares Multi-Factor Large Cap Portfolio brand which may create opportunities for some arbitrage if properly timed. With PowerShares Multi-Factor hype-based prediction module you can estimate the value of PowerShares Multi-Factor Large Cap Portfolio from the prospective of PowerShares Multi-Factor 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 PowerShares Multi-Factor over a specific investment horizon. Please also check Risk vs Return Analysis.
| Time Horizon | 30 Days Login to change |
PowerShares Multi-Factor After-Hype Price Density Analysis
PowerShares Multi-Factor Estimiated After-Hype Price Volatility
July 21, 2018
27.98
Current ValuePowerShares Multi-Factor is Unknown risk asset. Analysis and calculation of next after-hype price of PowerShares Multi-Factor is based on 1 month time horizon.
PowerShares Multi-Factor Next Price Analysis
| Daily Expected return | Period Volatility | Hype elasticity | Related hype elasticity | Average news density | Related news density | Next Expected Hype |
| 0.12% | 1.61% | 0.00% | 0.00% | 0 Events / Month | 0 Events / Month | In a few days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
| 27.98 | 0.00 | 0.00% |
|
PowerShares Multi-Factor Hype Timeline
PowerShares Multi-Factor Large Cap Portfolio is currently traded for27.98. This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. PowerShares Multi-Factor Large Cap Portfolio 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 0.12%. The volatility of relative hype elasticity to PowerShares Multi-Factor is about 16100.0%%. The volatility of related hype on PowerShares Multi-Factor is about 16100.0% with expected price after next announcement by competition of 27.98. The company had not issued any dividends in recent years. Given the investment horizon of 30 days, the next projected press release will be in a few days. Please also check Risk vs Return Analysis.PowerShares Multi-Factor Related Hype Analysis
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | ||
| SPDR SP 500 ETF | 0.49 | 1 per month | 0.63 | (0.12) | 0.90 | (0.83) | 1.63 | |
| iShares Core SP 500 ETF | 0.00 | 0 per month | 0.63 | (0.15) | 0.86 | (0.86) | 1.68 | |
| iShares Core SP Mid Cap ETF | (0.59) | 1 per month | 0.00 | (0.25) | 0.88 | (1.09) | 1.85 | |
| iShares Russell 2000 ETF | 0.00 | 0 per month | 0.00 | (0.23) | 0.85 | (1.60) | 2.18 | |
| iShares Russell 1000 Growth ETF | 0.00 | 0 per month | 0.82 | (0.09) | 1.10 | (1.23) | 1.88 | |
| iShares Core SP Small Cap ETF | 0.00 | 0 per month | 0.81 | (0.17) | 1.04 | (1.40) | 2.05 | |
| Vanguard Value ETF | 0.00 | 0 per month | 0.48 | (0.19) | 0.70 | (0.84) | 1.79 | |
| iShares Russell 1000 Value ETF | 0.00 | 0 per month | 0.55 | (0.23) | 0.68 | (0.89) | 1.79 | |
| Vanguard Growth ETF | 0.00 | 0 per month | 0.78 | (0.12) | 1.10 | (1.14) | 1.92 | |
| Vanguard Small Cap ETF | 0.00 | 0 per month | 0.00 | (0.20) | 0.91 | (1.38) | 1.86 |
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