JPMorgan Chase Price Prediction

Macroaxis is not in business of monitoring JPMorgan Chase headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with JPMorgan Chase Co brand which may create opportunities for some arbitrage if properly timed. With JPMorgan Chase hype-based prediction module you can estimate the value of JPMorgan Chase Co from the prospective of JPMorgan Chase 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 JPMorgan Chase over a specific investment horizon. Please also check JPMorgan Chase Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

JPMorgan Chase estimiated after-hype price volatility

 Next price density 
 
Embed  
Expected price to next headline
December 6, 2016
83.0
Current Value
Downside upside
83.33
After-hype Price
Target Price Odds
 Above  Below  
88.58
Upside
Upside upside
JPMorgan Chase is not too risky asset. Analysis and calculation of next after-hype price of JPMorgan Chase Co is based on 1 month time horizon.

JPMorgan Chase Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.84% 1.75% 0.33%  0.12% 2 Events / Month5 Events / MonthUncertain
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
83.0083.330.40%
448.72% 

JPMorgan Chase Hype Timeline

On 06 of December JPMorgan Chase Co is traded for  83.00 . This company has historical hype elasticity of 0.33 and average elasticity to hype of competition of 0.12. JPMorgan Chase Co is estimated to increase in value after the next headline with price going to jump to 83.33. The average volatility of media hype impact on the company stock price is about 448.72%. The price escalation on the next news is estimated to be 0.4% where as daily expected return is currently at 0.84%. The volatility of related hype on JPMorgan Chase is about 1270.16% with expected price after next announcement by competition of 83.12. The company reported last year revenue of 89.43 B. Total Income to common stockholders was 21.31 B with profit before taxes, overhead, and interest of 89.72 B. Considering 30-days investment horizon, the next estimated press release will be uncertain.
Please also check JPMorgan Chase Basic Forecasting Models to cross-verify your projections.

JPMorgan Chase Related Hype Analysis

Hype
Elasticity
News
Dencity
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
ICBC 0.00 0 per month 1.40 (0.07)(1.05) 1.93 (1.96) 4.44 
FUBON FINANCIAL HL TWD10 0.00 0 per month 0.00  0.23  0.00  5.84 (2.06) 8.07 
Bank of Baroda 0.00 0 per month 3.31  0.05 (2.93) 8.60 (2.89) 18.08 
JPMorgan Chase Co 0.39 2 per month 0.00  0.39 (1.79) 4.60 (0.91) 7.11 
Wells Fargo Company 0.45 1 per month 0.61  0.27 (2.01) 5.38 (1.73) 9.56 
Bank of America Corporation 0.00 0 per month 0.00  0.00  0.00  0.00  0.00  0.00 
Banco Bradesco SA 0.00 0 per month 0.00 (0.29) 0.00  2.37 (5.58) 12.33 
Citigroup Inc(0.42)3 per month 0.00  0.33  0.00  3.52 (2.18) 6.22 
Royal Bank of Canada(0.20)1 per month 1.00  0.10 (0.79) 1.52 (0.99) 6.15 
The TorontoDominion Bank 0.01 1 per month 0.00  0.17 (0.70) 1.39 (0.73) 2.64 
The Goldman Sachs Group Inc 3.03 1 per month 0.00  0.50  0.00  4.28 (1.44) 8.22 
The Bank of New York Mellon Corporation(0.35)1 per month 0.44  0.21 (1.40) 2.49 (1.84) 5.74 
Morgan Stanley(0.21)1 per month 0.00  0.47  0.00  4.11 (1.61) 9.12 
Regions Financial Corporation(0.25)3 per month 0.00  0.44  0.00  5.97 (2.10) 11.32 
Zions Bancorporation 0.05 3 per month 0.00  0.45  0.00  5.72 (1.76) 10.21 
BBT Corporation 0.02 2 per month 0.00  0.38 (1.43) 2.78 (1.37) 5.82 
Citizens Financial Group Inc 0.41 2 per month 0.00  0.50 (2.28) 4.64 (1.46) 7.06 
CIT Group Inc(0.45)3 per month 0.00  0.34  0.00  3.75 (0.95) 6.33