Macys Price Prediction and Hype Density Breakdown

M -- USA Stock  

USD 33.51  0.12  0.36%

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

October 17, 2018
33.51
Current Value
33.59
After-hype Price
Target Odds
  
38.66
Upside
Macys is not too volatile asset. Analysis and calculation of next after-hype price of Macys is based on 1 month time horizon.

Macys Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.20% 1.69% 0.08%  0.05% 4 Events / Month4 Events / MonthIn about 4 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
33.5133.590.24%
433.33% 

Macys Hype Timeline

As of October 17, 2018 Macys is listed for 33.51. This company has historical hype elasticity of 0.08 and average elasticity to hype of competition of 0.05. Macys is expected to increase in value after the next headline with price going to jump to 33.59. The average volatility of media hype impact on the company stock price is about 433.33%. The price increase on the next news is projected to be 0.24% where as daily expected return is now at -0.2%. The volatility of related hype on Macys is about 722.22% with expected price after next announcement by competition of 33.56. The company reported annual revenue of 24.98 B. Net Income to common stockholders was 1.66 B with gross profit before all taxes, overhead, and interest of 9.69 B. Taking into account the 30 trading days horizon, the next expected press release will be in about 4 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 0.39 4 per month 0.00 (0.09)  1.48 (2.63)  6.32 
Companhia Brasileira de Distribuio 0.09 2 per month 1.83  0.25  4.26 (2.94)  10.26 
Dillards(0.37) 3 per month 0.00 (0.25)  1.50 (3.35)  6.19 
J C Penney Company(0.02) 4 per month 0.00 (0.09)  5.26 (8.50)  17.43 
Nordstrom 1.93 4 per month 0.00 (0.05)  2.75 (3.46)  4.97 
Kohls Corporation(1.32) 5 per month 0.00 (0.16)  2.14 (3.23)  6.01 
The Travelers Companies 1.65 6 per month 0.00 (0.09)  1.35 (2.60)  4.26 
Pfizer 0.37 5 per month 1.21  0.12  1.88 (1.70)  5.86 
Johnson Johnson 0.46 4 per month 0.00 (0.16)  1.08 (1.69)  3.79 
International Business Machines Corporation(0.84) 5 per month 0.00 (0.0095)  2.83 (3.09)  6.48 

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Please see also Macys Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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