Alcoa Price Prediction and Hype Density Breakdown

AA -- USA Stock  

Earnings Call : Today

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 Alcoa Basic Forecasting Models to cross-verify your projections.
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

October 16, 2019
19.16
Current Value
19.37
After-hype Price
28.37
Upside
Alcoa is somewhat reliable asset. Analysis and calculation of next after-hype price of Alcoa is based on 3 months time horizon.

Alcoa Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.27  2.98% 0.28   0.19  10 Events / Month8 Events / MonthIn about 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
19.1619.371.10 
292.16

Alcoa Hype Timeline

As of October 16, 2019 Alcoa is listed for 19.16. The entity has historical hype elasticity of 0.28 and average elasticity to hype of competition of 0.19. Alcoa Corporation is suggested to increase in value after the next headline with price going to jump to 19.37. The average volatility of media hype impact on the company stock price is about 292.16%. The price increase on the next news is projected to be 1.1% where as daily expected return is presently at -0.27%. The volatility of related hype on Alcoa is about 412.74% with expected price after next announcement by competition of 19.35. The company generated yearly revenue of 12.16 B. Annual Net Loss to common stockholders was (579 M) with gross profit of 3.32 B. Allowing for the 30-days total investment horizon, the next suggested press release will be in about 10 days.
Check also Alcoa Basic Forecasting Models to cross-verify your projections.

Alcoa Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Constellium N V(0.05) 7 per month 2.67  0.15  5.79 (4.52)  22.90 
Kaiser Aluminum Corporation 4.17 8 per month 1.48  0.0339  2.78 (2.79)  7.62 
CF Industries Holdings 0.20 11 per month 1.66  0.0468  3.37 (2.93)  10.04 
Celanese Corporation Celanese C 0.88 12 per month 1.48  0.13  2.66 (2.14)  10.08 
Century Aluminum Company 0.03 10 per month 0.00 (0.0356)  5.46 (6.00)  20.05 
AngloGold Ashanti Limited 0.27 11 per month 3.29  0.07  4.40 (5.08)  17.32 
Alcoa Corporation 1.02 10 per month 0.00 (0.08)  4.64 (3.95)  11.61 
Aluminum Corporation Of China L 0.03 9 per month 0.00 (0.0038)  3.41 (2.70)  8.82 
First Majestic Silver Corp 0.21 11 per month 3.36  0.08  6.55 (5.61)  17.82 
Chemours Company 0.46 10 per month 0.00 (0.06)  7.07 (6.43)  21.74 
Check also Alcoa Basic Forecasting Models to cross-verify your projections. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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