Loews Price Prediction and Hype Density Breakdown

L -- USA Stock  

Fiscal Quarter End: December 31, 2019  

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

Loews After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Loews Estimiated After-Hype Price Volatility

November 11, 2019
50.37
Current Value
50.98
After-hype Price
54.58
Upside
Loews is very steady asset. Analysis and calculation of next after-hype price of Loews is based on 3 months time horizon.

Loews Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.01  1.20% 0.00   0.00  8 Events / Month6 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
50.3750.980.02 
521.74

Loews Hype Timeline

As of November 11, 2019 Loews is listed for 50.37. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Loews Corporation is expected to increase in value after the next headline with price going to jump to 50.98. The average volatility of media hype impact on the company stock price is about 521.74%. The price increase on the next news is projected to be 0.02% where as daily expected return is now at 0.01%. The volatility of related hype on Loews is about 424.42% with expected price after next announcement by competition of 50.37. The company reported annual revenue of 14.34 B. Net Income to common stockholders was 550 M with gross profit before all taxes, overhead, and interest of 6.24 B. Taking into account the 30 trading days horizon, the next expected press release will be in about 8 days.
Please see also Loews Basic Forecasting Models to cross-verify your projections.

Loews Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Chubb Limited(3.61) 9 per month 0.00 (0.11)  1.46 (1.81)  6.72 
Atlas Financial Holdings 0.0374 8 per month 5.34  0.11  13.26 (9.56)  39.29 
HCI Group 0.08 8 per month 1.62  0.0486  2.41 (3.04)  10.87 
Axis Capital Holdings Limited(0.87) 9 per month 0.00 (0.14)  1.39 (1.89)  6.91 
FedNat Holding Company 0.09 7 per month 2.19  0.0368  3.32 (3.64)  11.71 
Loews Corporation 0.23 8 per month 0.00 (0.07)  1.50 (2.64)  5.00 
FAIRFAX FINANCIAL HLDGS LTD 6.74 10 per month 1.65 (0.0424)  2.16 (2.69)  5.96 
Allstate Corporation 0.21 7 per month 1.54 (0.0147)  1.52 (1.49)  8.70 
American Financial Group 0.03 8 per month 1.17  0.0293  1.43 (2.21)  4.33 
CNA Financial Corporation(0.11) 9 per month 0.00 (0.16)  1.41 (2.58)  5.81 
Please see also Loews 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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