Delta Air Price Prediction and Hype Density Breakdown

DAL -- USA Stock  

USD 58.04  0.36  0.62%

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

Delta Air After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Delta Air Estimiated After-Hype Price Volatility

August 21, 2019
58.04
Current Value
57.56
After-hype Price
61.88
Upside
Delta Air is very steady asset. Analysis and calculation of next after-hype price of Delta Air Lines is based on 2 months time horizon.

Delta Air Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.08% 1.46% 0.12%  0.00% 8 Events / Month6 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
58.0457.560.21%
94.19% 

Delta Air Hype Timeline

On 21 of August Delta Air Lines is traded for 58.04. The entity has historical hype elasticity of -0.12 and average elasticity to hype of competition of 0.0. Delta Air Lines is estimated to decline in value after the next headline with price expected to drop to 57.56. The average volatility of media hype impact on the company stock price is about 94.19%. The price depreciation on the next news is expected to be -0.21% where as daily expected return is currently at 0.08%. The volatility of related hype on Delta Air is about 3560.98% with expected price after next announcement by competition of 58.04. About 50.0% of the company shares are held by company insiders. The book value of Delta Air was currently reported as 21.55. The company has Price/Earnings To Growth (PEG) ratio of 0.56. Delta Air Lines recorded earning per share (EPS) of 6.7. The entity last dividend was issued on 2019-07-24. Considering 30-days investment horizon, the next estimated press release will be in about 8 days.
Additionally see Delta Air Basic Forecasting Models to cross-verify your projections.

Delta Air Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
LATAM Airlines Group S A 0.03 9 per month 0.00 (0.0402)  5.26 (5.31)  15.60 
China Eastern Airlines Corporat(0.05) 4 per month 0.00 (0.20)  3.37 (5.35)  12.26 
Hawaiian Holdings 0.51 8 per month 0.00  0.0114  3.95 (4.67)  13.22 
Southwest Airlines Company 0.25 7 per month 0.00 (0.0116)  1.95 (2.32)  6.01 
Gol Linhas Aereas Inteligentes(0.44) 10 per month 2.99  0.0353  5.51 (4.86)  24.14 
Copa Holdings S A Copa Holdin 0.68 8 per month 1.61  0.07  3.74 (2.15)  16.36 
American Airlines Group(0.04) 5 per month 0.00 (0.20)  2.27 (3.96)  10.99 
Avianca Holdings S A(0.12) 8 per month 0.00 (0.11)  4.85 (4.06)  13.55 
Alaska Air Group 0.32 9 per month 0.00  0.0201  2.27 (2.77)  6.72 
Delta Air Lines(1.55) 8 per month 1.55  0.09  2.37 (2.74)  6.78 
Additionally see Delta Air Basic Forecasting Models to cross-verify your projections. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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