Humana Price Prediction and Hype Density Breakdown

HUM -- USA Stock  

Earning Report: November 6, 2019  

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

Humana After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Humana Estimiated After-Hype Price Volatility

October 21, 2019
289.26
Current Value
283.81
Downside
289.42
After-hype Price
295.03
Upside
Humana is very steady asset. Analysis and calculation of next after-hype price of Humana is based on 3 months time horizon.

Humana Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.06  1.87% 0.16   0.00  8 Events / Month5 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
289.26289.420.06 
70.30

Humana Hype Timeline

On 21 of October Humana is traded for 289.26. The entity has historical hype elasticity of 0.16 and average elasticity to hype of competition of 0.0. Humana is estimated to increase in value after the next headline with price going to jump to 289.42. The average volatility of media hype impact on the company stock price is about 70.3%. The price escalation on the next news is projected to be 0.06% where as daily expected return is currently at 0.06%. The volatility of related hype on Humana is about 12450.07% with expected price after next announcement by competition of 289.26. The company reported last year revenue of 60.73 B. Total Income to common stockholders was 2.5 B with profit before taxes, overhead, and interest of 11.03 B. Considering 30-days investment horizon, the next estimated press release will be in about 8 days.
Please also check Humana Basic Forecasting Models to cross-verify your projections.

Humana Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Cigna Corporation(0.79) 7 per month 0.00 (0.0179)  3.42 (4.04)  12.43 
Centene Corporation 0.13 9 per month 0.00 (0.09)  2.48 (3.92)  8.54 
CVS Health Corporation(0.85) 11 per month 1.12  0.18  2.33 (2.16)  10.37 
Humana 2.66 8 per month 1.78  0.0374  3.17 (2.81)  10.09 
Molina Healthcare(2.76) 8 per month 0.00 (0.09)  2.97 (3.53)  8.65 
Health Insurance Innovations I(1.92) 11 per month 3.82  0.1  7.85 (6.00)  18.78 
Magellan Health 0.47 6 per month 0.00 (0.08)  3.80 (3.25)  8.95 
Anthem 2.88 8 per month 0.00 (0.14)  2.36 (3.15)  9.16 
COMPREHENSIVE CARE CORP(0.0202) 8 per month 8.13  0.08  17.39 (12.00)  61.41 
Infrastructure And Energy Alter 0.05 7 per month 1.61  0.1  4.42 (3.35)  14.92 
Please also check Humana Basic Forecasting Models to cross-verify your projections. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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