Alcoa Price Prediction and Hype Density Breakdown

AA -- USA Stock  

USD 29.20  0.81  2.85%

We analyze noise-free headlines and recent hype associated with Alcoa Corporation which may create opportunities for some arbitrage if properly timed. With Alcoa hype-based prediction module you can estimate the value of Alcoa Corporation from the prospective of Alcoa 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 Alcoa over a specific investment horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change

Alcoa After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Alcoa Estimiated After-Hype Price Volatility

February 20, 2019
29.20
Current Value
0.00
After-hype Price
Target Odds
Odds Odds
0.00
Upside
Alcoa is Unknown risk asset. Analysis and calculation of next after-hype price of Alcoa is based on 2 months time horizon.

Alcoa Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.50% 3.62% 0.25%  0.15% 9 Events / Month7 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
29.200.000.00%
724.00% 

Alcoa Hype Timeline

As of February 20, 2019 Alcoa is listed for 29.20. The entity has historical hype elasticity of 0.25 and average elasticity to hype of competition of 0.15. Alcoa Corporation is suggested not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 724.0%. The immediate return on the next news is suggested to be very small where as daily expected return is presently at 0.5%. The volatility of relative hype elasticity to Alcoa is about 1171.52%%. The volatility of related hype on Alcoa is about 1171.52% with expected price after next announcement by competition of 29.35. The company has price-to-book (P/B) ratio of 0.95. Some equities with similar Price to Book (P/B) outperform the market in the long run. Alcoa last dividend was issued on August 3, 2016. The entity had 2:1 split on 2016-11-01. Allowing for the 30-days total investment horizon, the next suggested press release will be in about 9 days.
Check also Trending Equities.

Alcoa Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Alcoa Corporation 0.50 9 per month 0.00 (0.0377)  3.79 (4.70)  18.50 
Aluminum Corporation Of China Limited 0.07 4 per month 2.37  0.07  4.25 (3.17)  13.10 
Kaiser Aluminum Corporation 1.35 6 per month 1.48  0.06  3.87 (2.35)  9.85 
Century Aluminum Company(0.13) 9 per month 3.51  0.0058  6.94 (5.57)  20.94 
Constellium N V(0.01) 6 per month 3.17  0.06  4.98 (4.91)  14.82 
First Majestic Silver Corp 0.07 9 per month 3.35  0.09  5.51 (3.69)  17.34 
AngloGold Ashanti Limited(0.29) 7 per month 2.30  0.15  3.76 (3.52)  8.90 
The Chemours Company 0.83 9 per month 1.31  0.34  5.34 (3.22)  11.17 
Celanese Corporation 1.09 7 per month 1.72  0.0274  3.85 (2.63)  8.30 
CF Industries Holdings(0.39) 8 per month 2.26  0.0138  3.13 (3.40)  13.95 

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