Nike Price Prediction and Hype Density Breakdown

NKE -- USA Stock  

USD 82.15  1.16  1.39%

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

August 23, 2019
82.15
Current Value
80.57
After-hype Price
84.95
Upside
Nike is very steady asset. Analysis and calculation of next after-hype price of Nike is based on 2 months time horizon.

Nike Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.05% 1.46% 0.11%  0.00% 7 Events / Month6 Events / MonthIn about 7 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
82.1580.570.05%
67.91% 

Nike Hype Timeline

On 23 of August Nike is traded for 82.15. The entity has historical hype elasticity of 0.11 and average elasticity to hype of competition of 0.0. Nike is estimated to increase in value after the next headline with price going to jump to 80.57. The average volatility of media hype impact on the company stock price is about 67.91%. The price escalation on the next news is projected to be 0.05% where as daily expected return is now at -0.05%. The volatility of related hype on Nike is about 48666.67% with expected price after next announcement by competition of 82.15. The company reported last year revenue of 39.12B. Total Income to common stockholders was 4.03B with profit before taxes, overhead, and interest of 17.47B. Considering 30-days investment horizon, the next estimated press release will be in about 7 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(0.37) 6 per month 0.00  0.0145  3.45 (4.11)  8.79 
Caleres 0.10 6 per month 0.00 (0.08)  4.78 (4.87)  16.23 
Forward Industries(0.02) 7 per month 0.00 (0.0468)  4.63 (4.23)  15.51 
Fossil Group 0.24 8 per month 0.00 (0.0174)  4.99 (6.38)  13.45 
Nike 2.15 7 per month 0.00  0.0097  2.12 (2.67)  5.70 
Crocs(0.47) 10 per month 0.93  0.28  3.78 (1.78)  9.04 
Deckers Outdoor Corporation 0.26 7 per month 0.00 (0.17)  2.40 (4.24)  13.35 
McDonalds Corporation(1.95) 7 per month 0.69  0.23  1.54 (1.48)  3.56 
Mnb Corp Bangor Pa 0.00 1 per month 0.00  0.13  0.24  0.00  6.67 
CURAEGIS TECHNOLOGIES INC 0.03 4 per month 0.00 (0.014)  27.27 (28.57)  67.14 
Please see also Nike Basic Forecasting Models to cross-verify your projections. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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