SPDR SP Price Prediction and Hype Density Breakdown

SDY -- USA Etf  

USD 94.54  0.19  0.20%

Macroaxis is not in business of monitoring SPDR 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 SPDR SP Dividend ETF brand 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.
 Time 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

July 16, 2018
94.54
Current Value
94.54
After-hype Price
Target Odds
  
95.77
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
 0.08% 0.41% 0.00%  0.01% 0 Events / Month2 Events / MonthWithin a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
94.5494.540.00%
0.00% 

SPDR SP Hype Timeline

On 16 of July SPDR SP Dividend ETF is traded for 94.54. This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. 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 0.08%. The volatility of relative hype elasticity to SPDR SP is about 383.18%%. The volatility of related hype on SPDR SP is about 383.18% with expected price after next announcement by competition of 94.55. The company last dividend was issued on Septembertember 15, 2017. 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
Barclays ETN FI Enhanced Global High Yield Exchange Traded Notes Series B 0.00 0 per month 1.40 (0.05)  1.93 (2.19)  4.54 
iShares MSCI EAFE ESG Optimized ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
WisdomTree Global High Dividend ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
Arrow DWA Country Rotation ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
iShares US Dividend and Buyback ETF 0.00 0 per month 0.00  0.00  0.00  0.00  0.00 
American Express Company 0.06 6 per month 0.77 (0.11)  1.35 (1.27)  2.62 
3M Company 0.06 6 per month 0.00 (0.21)  0.93 (1.89)  3.44 
Walmart 0.31 6 per month 0.61  0.08  1.68 (1.19)  3.87 
Merck Co 0.40 6 per month 0.98 (0.11)  1.23 (1.65)  2.44 
Verizon Communications 0.24 7 per month 0.39  0.22  2.32 (1.25)  4.58 

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Also please take a look at SPDR SP Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.