Facebook Price Prediction and Hype Density Breakdown

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FB -- USA Stock  

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

Facebook After-Hype Price Density Analysis

 Next price density 
    
  Expected price to next headline 

Facebook Estimiated After-Hype Price Volatility

Current Value
217.94
January 25, 2020
215.16
Downside
218.28
After-hype Price
221.40
Upside
Facebook is very steady asset. Analysis and calculation of next after-hype price of Facebook is based on 3 months time horizon.

Facebook Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.23  1.03  0.34   0.08  9 Events / Month7 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
217.94218.280.16 
70.55  

Facebook Hype Timeline

As of January 25, 2020 Facebook is listed for 217.94. The entity has historical hype elasticity of 0.34 and average elasticity to hype of competition of 0.08. Facebook is suggested to increase in value after the next headline with price going to jump to 218.28. The average volatility of media hype impact on the company stock price is about 70.55%. The price increase on the next news is anticipated to be 0.16% where as daily expected return is currently at 0.23%. The volatility of related hype on Facebook is about 301.17% with expected price after next announcement by competition of 218.02. The company generated yearly revenue of 62.6 B. Reported Net Income was 17.06 B with gross profit of 46.48 B. Allowing for the 30-days total investment horizon, the next suggested press release will be in about 9 days.
Plese check Facebook Basic Forecasting Models to cross-verify your projections.

Facebook Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Jianpu Technology(0.17) 9 per month 0.00 (0.13)  8.11 (8.41)  31.32 
Gaia 0.03 8 per month 1.51  0.09  4.01 (3.30)  27.10 
IQIYI(0.18) 10 per month 1.53  0.17  4.05 (2.91)  20.51 
Groupon 0.03 11 per month 3.04 (0.0149)  4.32 (4.95)  13.66 
Spark Networks(0.02) 7 per month 0.00 (0.08)  4.42 (4.46)  10.68 
Facebook 1.46 9 per month 0.88  0.09  2.07 (1.43)  5.29 
EverQuote 0.99 10 per month 6.28  0.07  9.30 (11.55)  31.89 
IACInterActiveCorp 1.26 10 per month 0.93  0.1  2.88 (1.50)  8.74 
Douyu International Holdings Ltd Ads(0.02) 5 per month 5.33  0.0292  5.76 (9.40)  23.83 
Phoenix New Media Limited 0.04 8 per month 0.00 (0.0428)  5.81 (3.02)  48.55 

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Plese check Facebook Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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