SPDR SP Price Prediction and Hype Density Breakdown

SDY -- USA Etf  

USD 90.59  2.36  2.54%

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

SPDR SP After-Hype Price Density Analysis

 Next price density 
 
Expected price to next headline

SPDR SP Estimiated After-Hype Price Volatility

October 15, 2018
90.59
Current Value
90.59
After-hype Price
Target Odds
  
93.59
Upside
SPDR SP is not too risky asset. Analysis and calculation of next after-hype price of SPDR SP Dividend is based on 1 month time horizon.

SPDR SP Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.44% 1.00% 0.00%  0.02% 0 Events / Month0 Events / MonthWithin a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
90.5990.590.00%
0.00% 

SPDR SP Hype Timeline

On 15 of October SPDR SP Dividend ETF is traded for 90.59. This company stock is not elastic to its hype. The average elasticity to hype of competition is -0.02. SPDR SP Dividend 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 -0.44%. The volatility of relative hype elasticity to SPDR SP is about 2379.82%%. The volatility of related hype on SPDR SP is about 2379.82% with expected price after next announcement by competition of 90.57. The company last dividend was issued on Septembertember 21, 2018. Considering 30-days investment horizon, the next estimated press release will be within a week.
Also please take a look at SPDR SP Basic Forecasting Models to cross-verify your projections.

SPDR SP Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
iShares Edge MSCI USA Value Factor ETF 0.36 1 per month 0.00 (0.1)  0.65 (2.32)  3.91 
Elkhorn Lunt Low VolHigh Beta Tact(0.79) 1 per month 0.00 (0.17)  0.42 (1.93)  2.64 
Pacer US Cash Cows 100 ETF 0.00 0 per month 0.00 (0.14)  1.01 (1.61)  3.72 
Cambria Value and Momentum ETF 0.00 0 per month 0.00 (0.23)  0.59 (1.78)  3.09 
Point Bridge GOP Stock Tracker ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Vanguard U S Value Factor ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Oppenheimer Rus 1000 Value Factor ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Oppenheimer Russell 1000 Yield Fac ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
PowerShares SP 500 Value With Mom 0.0098 1 per month 0.00  0.13  0.33 (0.77)  2.39 
Global X SP 500 Quality Dividend ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 

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Also please take a look at SPDR SP Basic Forecasting Models to cross-verify your projections. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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