Nike Price Prediction and Hype Density Breakdown

NKE -- USA Stock  

Earnings Call  Next Week

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

Nike After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Nike Estimiated After-Hype Price Volatility

Current Value
97.01
December 11, 2019
97.11
After-hype Price
100.53
Upside
Nike is very steady asset. Analysis and calculation of next after-hype price of Nike is based on 3 months time horizon.

Nike Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.17  1.14  0.11   0.03  6 Events / Month6 Events / MonthIn about 6 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
97.0197.110.11 
178.12  

Nike Hype Timeline

On the 11th of December 2019 Nike is traded for 97.01. The entity has historical hype elasticity of 0.11 and average elasticity to hype of competition of -0.03. Nike is estimated to increase in value after the next headline with price going to jump to 97.11. The average volatility of media hype impact on the company stock price is about 178.12%. The price escalation on the next news is projected to be 0.11% where as daily expected return is now at 0.17%. The volatility of related hype on Nike is about 566.35% with expected price after next announcement by competition of 96.98. The company reported last year revenue of 39.83 B. Total Income to common stockholders was 4.3 B with profit before taxes, overhead, and interest of 17.47 B. Considering 30-days investment horizon, the next estimated press release will be in about 6 days.
Please see also Nike Basic Forecasting Models to cross-verify your projections.

Nike Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Foot Locker(0.71) 10 per month 0.00 (0.07)  2.74 (2.88)  6.17 
Caleres 0.48 8 per month 2.12  0.0118  4.23 (3.28)  10.74 
Forward Industries(0.0029) 11 per month 0.00 (0.0338)  5.88 (4.73)  26.12 
Nike 0.64 6 per month 0.91  0.07  1.94 (1.73)  7.59 
Crocs(0.64) 8 per month 2.13  0.18  4.66 (3.25)  24.79 
Deckers Outdoor Corporation(2.03) 7 per month 1.60  0.011  3.12 (2.39)  10.50 
NORTH AMERICAN CANNABIS HLDGS I 0.00 9 per month 17.41  0.14  100.00 (50.00)  200.00 
Toyota Motor Corporation 0.39 9 per month 0.49  0.0465  1.44 (1.04)  3.15 
Wells Fargo Company 0.16 8 per month 0.86  0.1  1.51 (1.72)  6.50 
KONE OYJ(0.30) 6 per month 7.72  0.06  2.57 (3.37)  106.54 
Please see also Nike Basic Forecasting Models to cross-verify your projections. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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