Macys Price Prediction and Hype Density Breakdown

M -- USA Stock  

Trending

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

Macys After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Macys Estimiated After-Hype Price Volatility

Current Value
15.15
December 8, 2019
15.15
After-hype Price
24.24
Upside
Macys is slightly risky asset. Analysis and calculation of next after-hype price of Macys is based on 3 months time horizon.

Macys Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.06  3.03  0.00   0.01  8 Events / Month6 Events / MonthIn about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
15.1515.150.00 
10,100  

Macys Hype Timeline

As of December 8, 2019 Macys is listed for 15.15. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.01. Macys is expected not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 10100.0%. The immediate return on the next news is expected to be very small where as daily expected return is now at -0.06%. The volatility of relative hype elasticity to Macys is about 2779.82%%. The volatility of related hype on Macys is about 2779.82% with expected price after next announcement by competition of 15.14. About 95.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 0.79. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Macys last dividend was issued on 2019-12-12. The entity had 2:1 split on 2006-06-12. Taking into account the 30 trading days horizon, the next expected press release will be in about 8 days.
Please see also Macys Basic Forecasting Models to cross-verify your projections.

Macys Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Macys 0.03 8 per month 3.64 (0.0135)  5.18 (4.71)  17.40 
Companhia Brasileira De Distrib(0.17) 9 per month 0.00 (0.07)  2.55 (2.56)  12.55 
Dillards(1.57) 6 per month 2.82  0.0499  5.38 (4.94)  20.81 
J C Penney Company Inc Holdi 0.06 9 per month 4.74  0.12  10.24 (6.89)  36.37 
Nordstrom 0.10 6 per month 2.79  0.09  3.61 (4.90)  15.23 
Kohls Corporation(1.73) 9 per month 4.34 (0.0201)  3.34 (4.25)  26.01 
HP 1.17 7 per month 2.01  0.0355  2.22 (2.04)  11.67 
Pfizer 0.53 6 per month 0.80  0.0111  1.86 (1.45)  4.36 
JP Morgan Chase Co 0.30 6 per month 0.53  0.19  2.48 (1.30)  5.65 
ATT 0.19 7 per month 1.11  0.0233  2.05 (1.58)  8.39 
Please see also Macys Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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