Altaba Price Prediction and Hype Density Breakdown

AABA -- USA Stock  

USD 70.53  0.10  0.14%

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

Altaba After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Altaba Estimiated After-Hype Price Volatility

September 20, 2019
70.53
Current Value
70.20
After-hype Price
71.61
Upside
Altaba is very steady asset. Analysis and calculation of next after-hype price of Altaba is based on 3 months time horizon.

Altaba Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.03% 0.46% 0.00%  0.01% 11 Events / Month6 Events / MonthIn about 11 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
70.5370.200.00%
766.67% 

Altaba Hype Timeline

Altaba is presently traded for70.53. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. Altaba 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 766.67%. The immediate return on the next news is projected to be very small where as daily expected return is presently at 0.03%. The volatility of relative hype elasticity to Altaba is about 173.58%%. The volatility of related hype on Altaba is about 173.58% with expected price after next announcement by competition of 70.54. About 73.0% of the company shares are held by institutions such as insurance companies. 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. Altaba recorded loss per share of 8.1. The entity last dividend was issued on 2019-09-24. The firm had a split on 2004-05-12. Given the investment horizon of 30 days, the next projected press release will be in about 11 days.
Check also Altaba Basic Forecasting Models to cross-verify your projections.

Altaba Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Brookfield Asset Management(0.45) 10 per month 0.90  0.15  1.77 (1.57)  4.39 
State Street Corporation 4.49 8 per month 1.68  0.07  3.13 (3.25)  11.04 
3I Group Plc 0.00 5 per month 0.00 (0.0373)  0.00  0.00  16.55 
Bank of New York Mellon Corpora 0.01 8 per month 1.52  0.07  1.96 (2.73)  6.55 
The Blackstone Group L P(0.04) 8 per month 1.43  0.16  3.61 (2.42)  9.35 
Altaba(0.06) 11 per month 0.33 (0.002)  0.72 (0.65)  3.17 
T Rowe Price Group(0.06) 9 per month 1.48  0.06  2.10 (2.58)  6.42 
Northern Trust Corporation(0.14) 10 per month 1.59  0.08  2.92 (2.93)  9.41 
BlackRock(1.05) 9 per month 1.72 (0.0248)  2.16 (2.80)  6.11 
Northern Trust Corporation De(0.05) 10 per month 0.00 (0.22)  0.40 (0.35)  1.88 
Check also Altaba Basic Forecasting Models to cross-verify your projections. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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