iPath SP Price Prediction and Hype Density Breakdown

OIL -- USA iPath Goldman Sachs Crude Oil Total Return Index ETN  

USD 7.61  7.45  4,760%

We analyze noise-free headlines and recent hype associated with iPath SP GSCI Crude Oil TR ETN which may create opportunities for some arbitrage if properly timed. With iPath SP hype-based prediction module you can estimate the value of iPath SP GSCI Crude Oil TR ETN from the prospective of iPath SP 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 iPath SP over a specific investment horizon. Additionally take a look at iPath SP Basic Forecasting Models to cross-verify your projections.
 Time Horizon     30 Days    Login   to change

iPath SP After-Hype Price Density Analysis

 Next price density 
 
Expected price to next headline

iPath SP Estimiated After-Hype Price Volatility

August 20, 2018
7.61
Current Value
7.61
After-hype Price
Target Odds
  
2,291
Upside
iPath SP is extremely volatile asset. Analysis and calculation of next after-hype price of iPath SP GSCI is based on 1 month time horizon.

iPath SP Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 47.37% 231.83% 0.00%  6.57% 0 Events / Month5 Events / MonthUncertain
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
7.617.610.00%
0.00% 

iPath SP Hype Timeline

On 20 of August iPath SP GSCI Crude Oil TR ETN is traded for 7.61. This company stock is not elastic to its hype. The average elasticity to hype of competition is -6.57. iPath SP GSCI Crude Oil TR ETN 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 0.0%. The immediate return on the next news is estimated to be very small where as daily expected return is now at 47.37%. The volatility of relative hype elasticity to iPath SP is about 167024.5%%. The volatility of related hype on iPath SP is about 167024.5% with expected price after next announcement by competition of 1.04. The company had not issued any dividends in recent years. Considering 30-days investment horizon, the next estimated press release will be uncertain.
Additionally take a look at iPath SP Basic Forecasting Models to cross-verify your projections.

iPath SP Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Walmart 0.36 5 per month 0.00  0.21  1.35 (1.11)  10.13 
Hon Hai Precision Industry Co Ltd 0.015 4 per month 0.00 (0.14)  1.60 (2.10)  5.37 
Volkswagen Aktiengesellschaft(0.34) 1 per month 0.00 (0.21)  1.55 (3.72)  6.71 
Volkswagen Aktiengesellschaft(1.36) 2 per month 0.00 (0.14)  3.44 (5.41)  10.20 
Volkswagen Aktiengesellschaft 0.00 0 per month 0.00 (0.18)  2.71 (2.36)  10.06 
G4S plc 0.16 3 per month 0.00 (0.33)  2.27 (3.71)  10.39 
G4S plc 0.00 2 per month 0.00 (0.46)  0.68 (3.93)  7.41 
Compass Group PLC(0.40) 3 per month 0.00 (0.27)  1.64 (2.69)  6.04 
Compass Group PLC 0.17 3 per month 0.00 (0.34)  1.05 (1.26)  4.27 
Deutsche Post AG 0.00 4 per month 6.29  0.0411  2.05 (3.41)  58.02 

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Additionally take a look at iPath SP Basic Forecasting Models to cross-verify your projections. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.