Macys Price Prediction and Hype Density Breakdown

M -- USA Stock  

USD 24.90  0.72  0.03%

We analyze noise-free headlines and recent hype associated with Macys which may create opportunities for some arbitrage if properly timed. With Macys hype-based prediction module you can estimate the value of Macys from the prospective of Macys 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 Macys over a specific investment horizon. Please see also Macys Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Macys After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Macys Estimiated After-Hype Price Volatility

January 22, 2019
24.90
Current Value
24.72
After-hype Price
Target Odds
Odds Odds
36.00
Upside
Macys is not very risky asset. Analysis and calculation of next after-hype price of Macys is based on 2 months time horizon.

Macys Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.48% 3.71% 0.03%  0.16% 7 Events / Month8 Events / MonthIn about 7 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
24.9024.720.12%
5,300% 

Macys Hype Timeline

As of January 22, 2019 Macys is listed for 24.90. The entity has historical hype elasticity of -0.03 and average elasticity to hype of competition of 0.16. Macys is expected to decline in value after the next headline with price expected to drop to 24.72. The average volatility of media hype impact on the company stock price is about 5300.0%. The price decline on the next news is expected to be -0.12% where as daily expected return is now at -0.48%. The volatility of related hype on Macys is about 1134.56% with expected price after next announcement by competition of 25.06. About 96.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 1.34. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Macys recorded earning per share (EPS) of 5.47. The entity last dividend was issued on 2018-12-13. The firm had 2:1 split on 2006-06-12. Taking into account the 30 trading days horizon, the next expected press release will be in about 7 days.
Please see also Macys Basic Forecasting Models to cross-verify your projections.

Macys Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Macys(0.07) 7 per month 0.00 (0.15)  3.29 (4.24)  24.91 
Companhia Brasileira de Distribuio(0.03) 9 per month 2.10  0.11  4.00 (3.22)  8.45 
Dillards(1.46) 10 per month 2.66  0.05  4.89 (4.41)  10.72 
J C Penney Company(0.05) 10 per month 4.31  0.0213  10.53 (7.02)  21.83 
Nordstrom(0.24) 8 per month 0.00 (0.13)  2.81 (4.38)  13.66 
Kohls Corporation 2.53 8 per month 0.00 (0.0036)  2.88 (4.80)  15.06 
ATT(0.18) 9 per month 2.03  0.0382  2.57 (3.47)  10.10 
Cisco Systems 1.02 7 per month 0.00 (0.0035)  2.54 (3.90)  14.09 
American Express Company 1.77 8 per month 0.00 (0.06)  3.73 (4.20)  9.39 
Exxon Mobil Corporation(0.02) 9 per month 0.00 (0.0408)  2.20 (3.04)  10.66 

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