Markel Price Prediction and Hype Density Breakdown

MKL -- USA Stock  

USD 1,137  13.33  1.19%

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

Markel After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Markel Estimiated After-Hype Price Volatility

August 24, 2019
1,137
Current Value
1,139
After-hype Price
1,142
Upside
Markel is very steady asset. Analysis and calculation of next after-hype price of Markel is based on 2 months time horizon.

Markel Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.10% 1.12% 1.35%  0.01% 9 Events / Month6 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
1,1371,1390.12%
8.32% 

Markel Hype Timeline

On 24 of August Markel is traded for 1,137. The entity has historical hype elasticity of 1.35 and average elasticity to hype of competition of 0.01. Markel Corporation is estimated to increase in value after the next headline with price going to jump to 1138.68. The average volatility of media hype impact on the company stock price is about 8.32%. The price escalation on the next news is projected to be 0.12% where as daily expected return is now at 0.1%. The volatility of related hype on Markel is about 937.4% with expected price after next announcement by competition of 1137.34. The company reported last year revenue of 8.19B. Total Income to common stockholders was 743.06M with profit before taxes, overhead, and interest of 3.01B. Considering 30-days investment horizon, the next estimated press release will be in about 9 days.
Please see also Markel Basic Forecasting Models to cross-verify your projections.

Markel Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Allstate Corporation(1.91) 7 per month 1.44  0.07  1.91 (2.41)  8.10 
American Financial Group 2.47 7 per month 0.00  0.0347  1.64 (1.44)  6.15 
Loews Corporation 0.71 6 per month 0.00 (0.17)  1.67 (2.84)  6.64 
Atlas Financial Holdings(0.0152) 8 per month 0.00 (0.26)  8.96 (9.84)  29.75 
Chubb Limited 3.38 7 per month 1.37  0.10  2.35 (2.48)  7.16 
FedNat Holding Company 0.18 7 per month 0.00 (0.0319)  4.96 (5.56)  13.33 
FAIRFAX FINANCIAL HLDGS LTD(1.35) 5 per month 0.00 (0.0015)  1.42 (1.67)  13.85 
EMC Insurance Group(0.05) 7 per month 0.19  0.44  0.42 (0.36)  1.00 
CNA Financial Corporation(2.26) 9 per month 0.00  0.0257  2.13 (2.26)  6.16 
Axis Capital Holdings Limited 0.04 9 per month 0.77  0.25  1.95 (1.89)  5.82 

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Please see also Markel 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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