SPDR SP Price Prediction and Hype Density Breakdown

SPY -- USA Etf  

USD 279.59  0.22  0.08%

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 500 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 500 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 15, 2018
279.59
Current Value
Downside
277.56
279.39
After-hype Price
Target Odds
  
281.22
Upside
SPDR SP is not too risky asset. Analysis and calculation of next after-hype price of SPDR SP 500 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
 0.04% 0.61% 0.02%  0.00% 1 Events / Month0 Events / MonthVery soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
279.59279.390.01%
124.49% 

SPDR SP Hype Timeline

On 15 of July SPDR SP 500 ETF is traded for 279.59. This company has historical hype elasticity of 0.02 and average elasticity to hype of competition of 0.0. SPDR SP 500 ETF is estimated to increase in value after the next headline with price going to jump to 279.39. The average volatility of media hype impact on the company stock price is about 124.49%. The price escalation on the next news is estimated to be 0.01% where as daily expected return is at this time at 0.04%. The volatility of related hype on SPDR SP is about 6100.0% with expected price after next announcement by competition of 279.59. Considering 30-days investment horizon, the next estimated press release will be very soon.
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
SPDR SP 500 ETF 0.49 1 per month 0.70 (0.15)  0.90 (0.83)  1.63 
iShares Core SP 500 ETF 0.00 0 per month 0.65 (0.16)  0.86 (0.86)  1.68 
iShares Core SP Mid Cap ETF(0.59) 1 per month 0.00 (0.21)  0.88 (1.09)  1.95 
iShares Russell 2000 ETF 0.00 0 per month 0.89 (0.14)  0.85 (1.60)  2.44 
iShares Russell 1000 Growth ETF 0.00 0 per month 0.83 (0.06)  1.10 (1.23)  2.40 
iShares Core SP Small Cap ETF 0.00 0 per month 0.78 (0.12)  1.04 (1.40)  2.33 
Vanguard Value ETF 0.00 0 per month 0.00 (0.26)  0.70 (0.84)  1.79 
iShares Russell 1000 Value ETF 0.00 0 per month 0.00 (0.28)  0.68 (0.89)  1.79 
Vanguard Growth ETF 0.00 0 per month 0.82 (0.07)  1.10 (1.14)  2.67 
Vanguard Small Cap ETF 0.00 0 per month 0.77 (0.14)  0.91 (1.38)  2.32 

Contributor Headline

Latest Prospective on SPDR SP
over three months ago at Macroaxis 
By Nathan Young
  

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Also please take a look at SPDR SP Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.