Marsh McLennan Price Prediction and Hype Density Breakdown

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MMC -- USA Stock  

Earning Report: January 30, 2020  

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. Additionally see 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

Current Value
112.21
January 18, 2020
109.77
Downside
112.23
After-hype Price
114.69
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
 0.22  0.82  0.02   0.03  10 Events / Month6 Events / MonthIn about 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
112.21112.230.02 
911.11  

Marsh McLennan Hype Timeline

On the 18th of January 2020 Marsh McLennan Compa is traded for 112.21. The entity has historical hype elasticity of 0.02 and average elasticity to hype of competition of 0.03. Marsh McLennan Companies is estimated to increase in value after the next headline with price going to jump to 112.23. The average volatility of media hype impact on the company stock price is about 911.11%. The price escalation on the next news is projected to be 0.02% where as daily expected return is now at 0.22%. The volatility of related hype on Marsh McLennan is about 554.05% with expected price after next announcement by competition of 112.24. The company reported last year revenue of 16.1 B. Total Income to common stockholders was 1.5 B with profit before taxes, overhead, and interest of 6.56 B. Considering 30-days investment horizon, the next estimated press release will be in about 10 days.
Additionally see 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(0.26) 9 per month 1.96  0.26  5.14 (4.71)  13.64 
Crawford Co 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Aon Plc 0.65 7 per month 0.49  0.005  1.37 (1.01)  4.58 
CorVel Corp 0.77 9 per month 0.74  0.16  1.72 (1.64)  4.60 
Erie Indemnity Company(1.11) 7 per month 0.00 (0.14)  2.20 (2.70)  8.21 
Marsh McLennan Companies 0.09 10 per month 0.14  0.12  1.20 (0.96)  5.83 
Arthur J Gallagher Co 0.50 9 per month 0.65 (0.0191)  1.18 (1.12)  3.14