Marsh McLennan Price Prediction and Hype Density Breakdown

MMC -- USA Stock  

USD 99.84  0.16  0.16%

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

Marsh McLennan After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Marsh McLennan Estimiated After-Hype Price Volatility

September 16, 2019
99.84
Current Value
99.84
After-hype Price
103.41
Upside
Marsh McLennan is very steady asset. Analysis and calculation of next after-hype price of Marsh McLennan Compa is based on 3 months time horizon.

Marsh McLennan Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.06% 1.20% 0.00%  0.01% 7 Events / Month5 Events / MonthIn about 7 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
99.8499.840.00%
3,000% 

Marsh McLennan Hype Timeline

On 16 of September Marsh McLennan Compa is traded for 99.84. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.01. Marsh McLennan Companies is estimated not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 3000.0%. The immediate return on the next news is estimated to be very small where as daily expected return is now at 0.06%. The volatility of relative hype elasticity to Marsh McLennan is about 662.98%%. The volatility of related hype on Marsh McLennan is about 662.98% with expected price after next announcement by competition of 99.83. About 88.0% of the company shares are owned by institutional investors. The company has Price/Earnings To Growth (PEG) ratio of 2.51. Marsh McLennan Compa last dividend was issued on 2019-07-10. The entity had 2:1 split on 2002-07-01. Considering 30-days investment horizon, the next estimated press release will be in about 7 days.
Please see also Marsh McLennan Basic Forecasting Models to cross-verify your projections.

Marsh McLennan Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
eHealth(5.94) 9 per month 0.00 (0.012)  4.27 (5.61)  37.29 
Erie Indemnity Company 4.00 9 per month 0.00 (0.13)  2.19 (4.59)  14.22 
Fanhua(0.67) 8 per month 0.00 (0.11)  2.87 (4.36)  14.64 
Arthur J Gallagher Co 1.19 5 per month 1.24  0.0075  2.11 (1.99)  6.14 
Aon plc 0.06 7 per month 0.00 (0.0457)  1.46 (2.00)  5.74 
Brown Brown(0.02) 7 per month 1.22  0.07  1.87 (1.90)  7.12 
Marsh McLennan Companies(0.04) 7 per month 1.31  0.0007  1.59 (2.56)  5.80 
Kingstone Companies 0.13 8 per month 0.00 (0.0162)  3.87 (4.15)  9.94 
Crawford Co 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
CorVel Corp(0.52) 9 per month 0.00 (0.0299)  2.27 (3.92)  9.19 

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