Guggenheim Multi-Factor Price Prediction

Guggenheim Multi-Factor Large Cap -- USA Etf  

USD 28.38  0.29  1.03%

Macroaxis is not in business of monitoring Guggenheim 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 Guggenheim Multi-Factor Large Cap brand which may create opportunities for some arbitrage if properly timed. With Guggenheim Multi-Factor hype-based prediction module you can estimate the value of Guggenheim Multi-Factor Large Cap from the prospective of Guggenheim 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 Guggenheim Multi-Factor over a specific investment horizon. Please also check Guggenheim Multi-Factor Basic Forecasting Models to cross-verify your projections.
 Time Horizon     30 Days    Login   to change

Guggenheim Multi-Factor Estimiated After-Hype Price Volatility

 Next price density 
 
Expected price to next headline
January 20, 2018
28.38
Current Value
Downside upside
28.38
After-hype Price
Target Price Odds
 Above  Below  
30.33
Upside
Upside upside
Guggenheim Multi-Factor is not too risky asset. Analysis and calculation of next after-hype price of Guggenheim Multi-Factor is based on 1 month time horizon.

Guggenheim Multi-Factor Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.3% 0.65% 0.00%  0.01% 0 Events / Month1 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
28.3828.380.00%
0.00% 

Guggenheim Multi-Factor Hype Timeline

Guggenheim Multi-Factor Large Cap is currently traded for28.38. This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. Guggenheim Multi-Factor Large Cap 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 0.3%. The volatility of relative hype elasticity to Guggenheim Multi-Factor is about 1344.83%%. The volatility of related hype on Guggenheim Multi-Factor is about 1344.83% with expected price after next announcement by competition of 28.39. 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 Guggenheim Multi-Factor Basic Forecasting Models to cross-verify your projections.

Guggenheim Multi-Factor Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Vanguard Total Stock Market ETF 0.71 1 per month 0.00 (0.13) (0.48)  0.85 (0.4)  1.29 
SPDR SP 500 ETF(0.02) 2 per month 0.00 (0.0667) (0.47)  0.73 (0.38)  1.12 
iShares Core SP 500(0.31) 1 per month 0.00 (0.11) (0.47)  0.74 (0.36)  1.15 
Vanguard Dividend Appreciation ETF(0.09) 1 per month 0.00 (0.0914)  0.00  0.77 (0.44)  1.19 
iShares Russell 1000 0.00 0 per month 0.00 (0.12) (0.49)  0.75 (0.38)  1.14 
Vanguard Large Cap ETF 0.00 0 per month 0.00 (0.12) (0.49)  0.74 (0.39)  1.08