Vornado Realty Price Prediction and Hype Density Breakdown

VNO -- USA Stock  

USD 60.34  0.14  0.23%

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

Vornado Realty After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Vornado Realty Estimiated After-Hype Price Volatility

August 23, 2019
60.34
Current Value
60.08
After-hype Price
63.29
Upside
Vornado Realty is very steady asset. Analysis and calculation of next after-hype price of Vornado Realty Trust is based on 2 months time horizon.

Vornado Realty Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.19% 1.07% 0.26%  0.04% 7 Events / Month7 Events / MonthIn about 7 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
60.3460.080.43%
78.68% 

Vornado Realty Hype Timeline

On 23 of August Vornado Realty Trust is traded for 60.34. The entity has historical hype elasticity of -0.26 and average elasticity to hype of competition of -0.04. Vornado Realty Trust is estimated to decline in value after the next headline with price expected to drop to 60.08. The average volatility of media hype impact on the company stock price is about 78.68%. The price depreciation on the next news is expected to be -0.43% where as daily expected return is at this time at -0.19%. The volatility of related hype on Vornado Realty is about 459.23% with expected price after next announcement by competition of 60.3. About 90.0% of the company outstanding shares are owned by institutional investors. The company has Price to Book (P/B) ratio of 1.97. Historically many companies with similar price-to-book (P/B) ratio do better than the market in the long run. Vornado Realty Trust has Price/Earnings To Growth (PEG) ratio of 2.18. The entity recorded earning per share (EPS) of 15.02. The firm last dividend was issued on 2019-08-02. Vornado Realty had 1104:1000 split on 2017-07-18. Considering 30-days investment horizon, the next estimated press release will be in about 7 days.
Also please take a look at Vornado Realty Basic Forecasting Models to cross-verify your projections.

Vornado Realty Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
VEREIT(0.17) 9 per month 1.21  0.06  2.12 (1.91)  6.84 
Vornado Realty Trust(1.36) 7 per month 0.00 (0.14)  1.45 (2.10)  4.63 
W P Carey Inc REIT 0.59 7 per month 1.46  0.11  1.50 (1.86)  6.01 
Realty Income Corporation 0.45 7 per month 1.12  0.08  1.61 (1.91)  4.20 
Dynex Capital(0.25) 9 per month 0.00 (0.18)  1.58 (2.88)  6.83 
First Industrial Realty Trust(0.15) 8 per month 1.01  0.16  1.99 (2.03)  4.34 
Healthcare Realty Trust Incorpo 0.36 10 per month 1.19  0.08  1.44 (1.90)  4.20 
Hersha Hospitality Trust(0.86) 6 per month 0.00 (0.15)  2.33 (2.93)  10.98 
Kennedy Wilson Holdings(0.35) 7 per month 1.56  0.06  1.95 (2.74)  9.10 
Park Hotels Resorts(0.59) 10 per month 0.00 (0.20)  1.70 (2.50)  5.27 

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Also please take a look at Vornado Realty Basic Forecasting Models to cross-verify your projections. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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