American Financial Price Prediction and Hype Density Breakdown

AFG -- USA Stock  

Fiscal Quarter End: December 31, 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

Current Value
109.77
December 13, 2019
106.89
Downside
109.77
After-hype Price
112.65
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  0.96  0.00   0.02  8 Events / Month8 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
109.77109.770.00 
9,600  

American Financial Hype Timeline

On the 13th of December 2019 American Financial is traded for 109.77. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.02. American Financial Group is estimated not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 9600.0%. The immediate return on the next news is estimated to be very small where as daily expected return is presently at 0.03%. The volatility of relative hype elasticity to American Financial is about 131.67%%. The volatility of related hype on American Financial is about 131.67% with expected price after next announcement by competition of 109.75. About 18.0% of the company shares are held by company insiders. The company has price-to-book (P/B) ratio of 1.53. 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 2.3. The entity recorded earning per share (EPS) of 7.24. The firm last dividend was issued on 2019-11-14. American Financial had 3:2 split on 2006-12-18. Considering 30-days investment horizon, the next estimated press release will be in about 8 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 0.43 10 per month 1.24 (0.0171)  1.67 (2.49)  5.23 
Chubb Limited 1.08 8 per month 0.00 (0.1)  1.27 (1.74)  6.72 
FAIRFAX FINANCIAL HLDGS LTD(10.02) 7 per month 1.86 (0.0198)  2.69 (2.69)  7.55 
American Financial Group(0.01) 8 per month 0.95  0.0318  1.36 (1.57)  3.89 
Atlas Financial Holdings 0.019 8 per month 5.34  0.0483  8.22 (9.19)  39.29 
Allstate Corporation(0.37) 7 per month 1.32  0.0082  1.52 (1.46)  8.70 
Axis Capital Holdings Limited 0.17 8 per month 0.00 (0.15)  1.25 (1.43)  5.91 
FedNat Holding Company 0.92 9 per month 1.13  0.16  3.78 (2.15)  8.20 
CNA Financial Corporation 0.23 7 per month 0.00 (0.18)  1.34 (2.32)  5.64 
HCI Group 0.26 10 per month 1.24  0.0454  1.82 (2.46)  10.87 

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Check also American Financial Basic Forecasting Models to cross-verify your projections. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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