American Financial Price Prediction and Hype Density Breakdown

AFG -- USA Stock  

Quarterly Earning Report: October 29, 2019  

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

American Financial After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

American Financial Estimiated After-Hype Price Volatility

October 14, 2019
102.86
Current Value
102.76
After-hype Price
106.33
Upside
American Financial is very steady asset. Analysis and calculation of next after-hype price of American Financial is based on 3 months time horizon.

American Financial Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.03  1.18% 0.03   0.01  9 Events / Month6 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
102.86102.760.03 
115.69

American Financial Hype Timeline

On 14 of October American Financial is traded for 102.86. The entity has historical hype elasticity of -0.03 and average elasticity to hype of competition of 0.01. American Financial Group is estimated to decline in value after the next headline with price expected to drop to 102.76. The average volatility of media hype impact on the company stock price is about 115.69%. The price depreciation on the next news is expected to be -0.03% where as daily expected return is presently at -0.03%. The volatility of related hype on American Financial is about 302.54% with expected price after next announcement by competition of 102.87. About 18.0% of the company shares are held by company insiders. The company has price-to-book (P/B) ratio of 1.58. Some equities with similar Price to Book (P/B) outperform the market in the long run. American Financial has Price/Earnings To Growth (PEG) ratio of 1.89. The entity recorded earning per share (EPS) of 7.87. The firm last dividend was issued on Octoberober 11, 2019. American Financial had 3:2 split on 2006-12-18. Considering 30-days investment horizon, the next estimated press release will be in about 9 days.
Check also American Financial Basic Forecasting Models to cross-verify your projections.

American Financial Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Loews Corporation 0.36 8 per month 0.00 (0.09)  1.64 (2.64)  6.64 
Chubb Limited(0.19) 7 per month 1.19  0.06  2.35 (1.74)  7.16 
EMC Insurance Group 0.01 6 per month 0.00  0.15  0.42 (0.28)  1.39 
FAIRFAX FINANCIAL HLDGS LTD 3.50 8 per month 0.00 (0.13)  1.43 (2.64)  5.96 
American Financial Group(1.02) 9 per month 0.00 (0.0084)  1.47 (2.42)  6.15 
Atlas Financial Holdings(0.049733) 7 per month 0.00 (0.09)  8.96 (7.54)  29.75 
Allstate Corporation 0.84 10 per month 1.21  0.07  1.91 (2.35)  8.10 
Axis Capital Holdings Limited 0.08 7 per month 1.09  0.06  1.67 (1.89)  6.95 
FedNat Holding Company 0.32 7 per month 2.76  0.05  4.01 (4.79)  15.65 
CNA Financial Corporation 0.05 6 per month 0.00  0.0048  2.14 (2.17)  6.16 

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Check also American Financial Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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