iPath US Price Prediction

iPath US Treasury Steepener ETN -- USA Etf  

USD 31.80  0.37  1.15%

Macroaxis is not in business of monitoring iPath US 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 US Treasury Steepener ETN brand which may create opportunities for some arbitrage if properly timed. With iPath US hype-based prediction module you can estimate the value of iPath US Treasury Steepener ETN from the prospective of iPath US 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 US over a specific investment horizon. Also please take a look at iPath US Basic Forecasting Models to cross-verify your projections.
 Time Horizon     30 Days    Login   to change

iPath US After-Hype Price Density Analysis

 Next price density 
 
Expected price to next headline

iPath US Estimiated After-Hype Price Volatility

April 27, 2018
31.80
Current Value
31.80
After-hype Price
Target Price Odds
 Above  Below  
36.48
Upside
iPath US is not too volatile asset. Analysis and calculation of next after-hype price of iPath US Treasury is based on 2 months time horizon.

iPath US Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.07% 1.56% 0.00%  0.05% 0 Events / Month3 Events / MonthWithin a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
31.8031.800.00%
0.00% 

iPath US Hype Timeline

iPath US Treasury Steepener ETN is at this time traded for31.80. This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.05. iPath US Treasury Steepener ETN is projected 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 projected to be very small where as daily expected return is at this time at -0.07%. The volatility of relative hype elasticity to iPath US is about 232.14%%. The volatility of related hype on iPath US is about 232.14% with expected price after next announcement by competition of 31.85. The company had not issued any dividends in recent years. Given the investment horizon of 30 days, the next projected press release will be within a week.
Also please take a look at iPath US Basic Forecasting Models to cross-verify your projections.

iPath US Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
ProShares Inflation Expectations(0.10) 1 per month 0.41  0.0693  0.74 (0.73)  2.09 
iPath US Treasury Steepener ETN 0.00 0 per month 1.29  0.0582  1.96 (3.20)  6.86 
iShares SP GSCI Commodity Indexed Trust(0.13) 1 per month 0.75  0.12  2.01 (1.21)  3.64 
GS Connect SP GSCI Enh Commodity TR ETN 0.00 0 per month 0.69  0.16  3.04 (1.83)  5.11 
American Express Company 1.19 3 per month 1.61  0.0317  2.55 (2.43)  9.24 
The Home Depot 1.13 3 per month 0.00 (0.0067)  2.67 (1.99)  5.66 
Caterpillar 1.62 3 per month 0.00 (0.0889)  3.24 (4.11)  9.70 
Chevron Corporation 2.41 3 per month 1.02  0.17  2.45 (2.16)  6.27 
The Coca Cola Company 1.10 3 per month 0.00 (0.0585)  1.44 (1.75)  4.05 
HP(0.50) 3 per month 0.00 (0.0226)  2.92 (3.48)  9.58 

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Also please take a look at iPath US Basic Forecasting Models to cross-verify your projections. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.