iShares MSCI Price Prediction and Hype Density Breakdown

SCZ -- USA Etf  

USD 54.62  0.69  0.01%

We analyze noise-free headlines and recent hype associated with iShares MSCI EAFE Small Cap ETF which may create opportunities for some arbitrage if properly timed. With iShares MSCI hype-based prediction module you can estimate the value of iShares MSCI EAFE Small Cap ETF from the prospective of iShares MSCI 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 iShares MSCI over a specific investment horizon. Also please take a look at iShares MSCI Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

iShares MSCI After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

iShares MSCI Estimiated After-Hype Price Volatility

January 22, 2019
54.62
Current Value
54.62
After-hype Price
Target Odds
Odds Odds
58.31
Upside
iShares MSCI is not too risky asset. Analysis and calculation of next after-hype price of iShares MSCI EAFE is based on 2 months time horizon.

iShares MSCI Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.01% 1.23% 0.00%  0.01% 0 Events / Month4 Events / MonthWithin a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
54.6254.620.00%
0.00% 

iShares MSCI Hype Timeline

On 22 of January iShares MSCI EAFE is traded for 54.62. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. iShares MSCI EAFE Small Cap ETF 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 at this time at -0.01%. The volatility of relative hype elasticity to iShares MSCI is about 185.24%%. The volatility of related hype on iShares MSCI is about 185.24% with expected price after next announcement by competition of 54.63. The company has price-to-book ratio of 1.35. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. iShares MSCI EAFE last dividend was issued on Decemberember 18, 2018. Considering 30-days investment horizon, the next estimated press release will be within a week.
Also please take a look at iShares MSCI Basic Forecasting Models to cross-verify your projections.

iShares MSCI Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
iShares MSCI EAFE Small Cap ETF 0.00 0 per month 0.00  0.0163  1.60 (1.84)  4.71 
Vanguard FTSE All Wld ex US SmCp ETF 0.00 0 per month 0.00  0.0058  1.75 (1.94)  4.32 
Schwab Fundamental Intl Sm Co ETF 0.00 0 per month 0.00 (0.0193)  1.51 (1.72)  4.41 
iShares Edge MSCI Mltfct Intl SmCp ETF 0.00 0 per month 0.00  0.0274  1.52 (2.07)  4.90 
iShares Currency Hdgd MSCI EAFE SmCp ETF 0.00 0 per month 0.00 (0.011)  1.43 (2.06)  7.74 
VelocityShares 3x Inv Natural Gas ETN 0.00 0 per month 10.17  0.15  23.24 (19.76)  2,253 
United Technologies Corporation 3.07 8 per month 0.00 (0.1)  2.65 (4.04)  12.69 
Verizon Communications(0.08) 8 per month 0.00 (0.0085)  2.50 (3.40)  8.65 
International Business Machines Corporation 3.39 8 per month 1.98  0.05  2.47 (3.13)  8.90 
Bank of America Corporation 0.26 7 per month 1.72  0.09  4.15 (3.07)  7.92 

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Also please take a look at iShares MSCI Basic Forecasting Models to cross-verify your projections. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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