iPath SP Price Prediction and Hype Density Breakdown

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

USD 1,774  1,774  1,090,718%

Macroaxis is not in business of monitoring iPath SP headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with iPath SP GSCI Crude Oil TR ETN brand 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 14, 2018
1,774
Current Value
1,774
After-hype Price
Target Odds
  
1,839
Upside
iPath SP is not too risky 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
 4.50% 21.90% 0.00%  0.33% 0 Events / Month6 Events / MonthUncertain
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
1,7741,7740.00%
0.00% 

iPath SP Hype Timeline

On 14 of August iPath SP GSCI Crude Oil TR ETN is traded for 1,774. This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.33. 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 -4.5%. The volatility of relative hype elasticity to iPath SP is about 29594.59%%. The volatility of related hype on iPath SP is about 29594.59% with expected price after next announcement by competition of 1774.0. 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
PT Bank Mandiri Tbk 0.11 1 per month 3.62  0.00  3.93 (2.44)  28.84 
PT Bank Rakyat Indonesia Tbk(0.07) 1 per month 2.34  0.00  2.72 (2.59)  7.26 
PT Bank Central Asia Tbk 0.08 1 per month 0.00  0.00  1.82 (1.78)  5.02 
KB Financial Group 0.35 4 per month 0.00  0.00  2.40 (2.64)  5.09 
Japan Post Holdings Co Ltd 0.00 7 per month 0.00  0.00  1.10  0.00  4.31 
PT Astra International Tbk 0.05 1 per month 2.26  0.00  3.28 (3.44)  8.81 
Sumitomo Mitsui Financial Group(0.09) 3 per month 2.16  0.00  3.69 (3.14)  9.20 
Sumitomo Mitsui Financial Group 0.00 4 per month 0.00  0.00  3.82 (1.43)  10.40 
Korea Electric Power Corporation 0.05 5 per month 0.00  0.00  1.97 (2.59)  8.48 
Ecopetrol S A 0.25 4 per month 1.74  0.00  1.95 (2.06)